文章基本信息

标题：Dynamics of nonlinear chemical process with multiplicative stochastic noise
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作者：Roberto BARATTI ; Stefania TRONCI ; Alexander SCHAUM 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2016
卷号：49
期号：7
页码：869-874
DOI：10.1016/j.ifacol.2016.07.299
语种：English
出版社：Elsevier
摘要：Motivated by problems in process design, monitoring and control, the effect of multiplicative stochastic uncertainty injection on the behavior of nonlinear dynamical system is studied with Fokker Planck theory for two rather simple case examples selected to draw rigorous results with analytic formulae. The effect of noise multiplicativeness on the shape of the stationary state PDF and of the transient one along deterministic, probability diffusion, and escape time scales is characterized. The findings are corroborated and illustrated with numerical simulations. The results provide insight to assist the improvement of numerical Monte Carlo and polynomial chaos methods for stochastic multi-state multi-noise dynamical chemical processes underline by complex nonlinear behavior.
关键词：Stochastic systemParameters uncertaintyFokker-Planck equation