A Multi-Resolution Approach for Steady State Uncertainty Determination in Nonlinear Dynamical Systems Conference Paper uri icon


  • A novel multi-resolution algorithm is presented to solve the Fokker Planck Equation (FPE) for general N-dimensional nonlinear systems while addressing the "curse of dimensionality". Numerical aspects of the extension of the proposed approach to high dimensional systems is discussed for the stationary FPE. The algorithm is validated against and compared with the existing methods. © 2006 IEEE.

author list (cited authors)

  • Kumar, M., Singla, P., Chakravorty, S., & Junkins, J. L.

publication date

  • January 1, 2006 11:11 AM