Maximum Entropy Closure for Nonlinear Stochastic Systems
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Abstract The statistical moments of the response of nonlinear stochastic systems are governed by an infinite hierarchy of equations. In order to evaluate the most important low order moments suitable closure schemes are necessary. In this paper a non-Gaussian closure procedure is presented which is based on the maximum entropy principle developed recently by the authors in the context of stochastic nonlinear dynamics.
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2004 ◽
Vol 19
(4)
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pp. 293-305
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1996 ◽
Vol 11
(3)
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pp. 169-178
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2013 ◽
Vol 21
(05)
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pp. 743-753
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