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Maximum entropy probability density principle in probabilistic investigations of dynamic systems

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    SYSNO ASEP0494588
    Document TypeJ - Journal Article
    R&D Document TypeJournal Article
    Subsidiary JČlánek ve WOS
    TitleMaximum entropy probability density principle in probabilistic investigations of dynamic systems
    Author(s) Náprstek, Jiří (UTAM-F) RID, ORCID, SAI
    Fischer, Cyril (UTAM-F) RID, SAI, ORCID
    Number of authors2
    Article number790
    Source TitleEntropy. - : MDPI
    Roč. 20, č. 10 (2018)
    Number of pages23 s.
    Publication formPrint - P
    Languageeng - English
    CountryCH - Switzerland
    KeywordsBoltzmann solution ; Fokker–Planck equation ; Gibbs entropy functional ; maximum entropy probability density principle ; random earthquake process ; stochastically proportional system
    Subject RIVJM - Building Engineering
    OECD categoryCivil engineering
    R&D ProjectsGC17-26353J GA ČR - Czech Science Foundation (CSF)
    Institutional supportUTAM-F - RVO:68378297
    UT WOS000448545700071
    EID SCOPUS85055711351
    DOI10.3390/e20100790
    AnnotationIn 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.
    WorkplaceInstitute of Theoretical and Applied Mechanics
    ContactKulawiecová Kateřina, kulawiecova@itam.cas.cz, Tel.: 225 443 285
    Year of Publishing2019
    Electronic addresshttps://doi.org/10.3390/e20100790
Number of the records: 1  

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