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Maximum Entropy Probability Density Principle in Probabilistic Investigations of Dynamic Systems

Authors: Jiří Náprstek; Cyril Fischer;

Maximum Entropy Probability Density Principle in Probabilistic Investigations of Dynamic Systems

Abstract

In this study, we consider a method for investigating the stochastic response of a nonlinear dynamical system affected by a random seismic process. We present the solution of the probability density of a single/multiple-degree of freedom (SDOF/MDOF) system with several statically stable equilibrium states and with possible jumps of the snap-through type. The system is a Hamiltonian system with weak damping excited by a system of non-stationary Gaussian white noise. The solution based on the Gibbs principle of the maximum entropy of probability could potentially be implemented in various branches of engineering. The search for the extreme of the Gibbs entropy functional is formulated as a constrained optimization problem. The secondary constraints follow from the Fokker–Planck equation (FPE) for the system considered or from the system of ordinary differential equations for the stochastic moments of the response derived from the relevant FPE. In terms of the application type, this strategy is most suitable for SDOF/MDOF systems containing polynomial type nonlinearities. Thus, the solution links up with the customary formulation of the finite elements discretization for strongly nonlinear continuous systems.

Keywords

Gibbs entropy functional, Science, Physics, QC1-999, Q, Boltzmann solution, maximum entropy probability density principle, Astrophysics, Article, stochastically proportional system, QB460-466, Fokker–Planck equation, random earthquake process

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
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gold