• Title/Summary/Keyword: Fokker-Planck equation

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System Identification in Stochastic Domain using Output only (확률영역에서 시스템 출력만을 이용한 시스템 규명)

  • Park, Seok-Man;Yeo, Un-Gyeong;Lee, Dong-Hui;Chae, Gyo-Sun;Heo, Hun
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.05a
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    • pp.706-709
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    • 2007
  • 일반적으로 알려진 시스템 규명은 시스템의 입/출력 관계를 이용하여 시스템을 규명하고 그 파라미터를 구하고 있다. 그러나 많은 경우에 시스템이 불규칙한 외란에 노출된 경우에는 알려져 있는 시스템의 규명방법이 없다. 이에 그 특성이 알려져 있지 않은 미지의 시스템이 미지의 불규칙한 외란에 노출되었을 때에 그 시스템을 규명하는 방법을 연구 개발하였다. 여기서는 시스템의 출력이 정상적(Stationary)일 때만 이를 확률영역에서 고려하였다. 확률 영역에서 시스템의 응답은 시스템 파라미터의 영향을 크게 받는바 시스템모멘트응답을 시스템 파라미터와의 관계로 구성할 수 있다. 이로부터 시스템의 출력만을 이용하여 시스템 파라미터의 규명이 가능하게 되었다. 본 연구에서는 실 물리영역에서의 출력을 확률영역에서의 모멘트 응답으로 변환시킨 후 역변환 개념으로 미지의 불규칙 외란에 노출되어진 미지의 2차 선형 확률시스템의 파라메타를 성공적으로 규명하였다.

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Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance (내부공진을 가진 탄성진자계의 불규칙진동응답을 위한 두 해석해의 비교)

  • 조덕상;이원경
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1998.04a
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    • pp.399-406
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    • 1998
  • An investigation into the stochastic bifurcation and response statistits of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

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Nonlinear Response Phenomena of a Randomly Excited Vibration Absorber System (불규칙적으로 가진되는 동흡진기계의 비선형응답현상)

  • Cho, Duk-Sang
    • Journal of the Korean Society of Industry Convergence
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    • v.3 no.2
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    • pp.141-147
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    • 2000
  • The nonlinear response statistics of an autoparameteric system under broad-band random excitation is investigated. The specific system examined is a vibration absorber system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian closure method the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The jump phenomenon was found by Gaussian closure method under random excitation.

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Nonlinear Noise-Induced Transitions in Active Rotator Model

  • Kim, Seung-Hwan;Park, Seon-Hee;Ryu, Chang-Su
    • ETRI Journal
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    • v.20 no.2
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    • pp.214-230
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    • 1998
  • We investigate noise-induced transitions in active rotator model with a fluctuating threshold in the presence of an additive noise. The fluctuation of the threshold depends on the additive noise in a nonlinear fashion. In the white-noise limit of the fluctuation, the Fokker-Planck equation of the system reduces to that of the system with correlated linear fluctuation implying that the nonlinearity may be transformed into the correlation of linear noises. We also investigate the system with a nonlinear colored noise which depends on the additive noise as its square. The system shows a single peak, two peaks, and three peaks in its steady state probability distribution according to the noise intensities and the correlation time whose change leads to peak-creating, peak-splitting, and peak-merging transitions.

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Study of Lower Hybrid Current Drive for the Demonstration Reactor

  • Molavi-Choobini, Ali Asghar;Naghidokht, Ahmad;Karami, Zahra
    • Nuclear Engineering and Technology
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    • v.48 no.3
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    • pp.711-718
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    • 2016
  • Steady-state operation of a fusion power plant requires external current drive to minimize the power requirements, and a high fraction of bootstrap current is required. One of the external sources for current drive is lower hybrid current drive, which has been widely applied in many tokamaks. Here, using lower hybrid simulation code, we calculate electron distribution function, electron currents and phase velocity changes for two options of demonstration reactor at the launched lower hybrid wave frequency 5 GHz. Two plasma scenarios pertaining to two different demonstration reactor options, known as pulsed (Option 1) and steady-state (Option 2) models, have been analyzed. We perceive that electron currents have major peaks near the edge of plasma for both options but with higher efficiency for Option 1, although we have access to wider, more peripheral regions for Option 2. Regarding the electron distribution function, major perturbations are at positive velocities for both options for flux surface 16 and at negative velocities for both options for flux surface 64.

Comparison Between Two Analytical Solutions for Random Vibration Responses of a Spring-Pendulum System with Internal Resonance (내부공진을 가진 탄성진자계의 불규칙 진동응답을 위한 두 해석해의 비교)

  • 조덕상;이원경
    • Journal of KSNVE
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    • v.8 no.4
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    • pp.715-722
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    • 1998
  • An investigation into the stochastic bifurcation and response statistics of an autoparameteric system under broad-band random excitation is made. The specific system examined is a spring-pendulum system with internal resonance, which is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equations is used to genrage a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian and non-Gaussian closure methods the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinanary differential equations. In view of equilibrium solutions of this system and their stability we examine the stochastic bifurcation and response statistics. The analytical results are compared with results obtained by Monte Carlo simulation.

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Nonlinear Vibration Responses of a Spring-Pendulum System under Random Base Excitation (불규칙 지반 가진력을 받는 탄성진자계의 비선형진동응답)

  • Cho, Duk-Sang
    • Journal of the Korean Society for Precision Engineering
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    • v.18 no.3
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    • pp.175-181
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    • 2001
  • An investigation into the response statistics of a spring-pendulum system whose base oscillates randomly along vertical and horizontal line is made. The spring-pendulum system with internal resonance examined is known to be a good model for a variety of engineering systems, including ship motions with nonlinear coupling between pitching and rolling motions. The Fokker-Planck equation is used to generate a general first-order differential equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. In view of equilibrium solutions of this system and their stability, the response statistics is examined. It is seen that increase in horizontal excitation level leads to a decreased width of the internal resonance region.

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System Identification Using Stochastic Output Only (확률영역에서 시스템 출력만을 이용한 시스템 규명)

  • Park, Sung-Man;Lee, Dong-Hee;Lee, Jong-Bok;Kwon, O-Shin;Kim, Jin-Sung;Heo, Hoon
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.17 no.10
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    • pp.918-922
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    • 2007
  • Most of the study on system identification has been carried out using input/output relation in physical domain. However identification concept of stochastic system has not been reported up to now. Interest is focused to identify an unknown dynamic system under random external disturbances which is not possible to measure. A concept to identify the system parameters in stochastic domain is proposed and implemented in terms of simulation. Attempt has been made to identify the system parameters in inverse manner in stochastic domain based on system output only. Simulation is conducted to reveal quite noticeable performance of the proposed concept.

Stochastic Responses of a Spring-Pendulum System under Narrow Band Random Excitation (협대역 불규칙가진력을 받는 탄성진자계의 확률적 응답특성)

  • Cho, Duk-Sang
    • Journal of the Korean Society of Industry Convergence
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    • v.4 no.2
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    • pp.133-139
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    • 2001
  • The nonlinear response statistics of an spring-pendulum system with internal resonance under narrow band random excitation is investigated analytically- The center frequency of the filtered excitation is selected to be close to natural frequency of directly excited spring mode. The Fokker-Planck equations is used to generate a general first-order differential equation in the dynamic moment of response coordinates. By means of the Gaussian closure method the dynamic moment equations for the random responses of the system are reduced to a system of autonomous ordinary differential equations. The nonlinear phenomena, such as jump and multiple solutions, under narrow band random excitation were found by Gaussian closure method.

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Random Noise Effect Upon 2nd Order Analog Phase-Locked Loop (Random Noise가 2차 Analog Phase-Locked Loop에 미치는 영향)

  • Kang, Jeoung Soo;Rhee, Man Young
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.23 no.5
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    • pp.605-615
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    • 1986
  • The phase-locked loop(PLL) is a communication receiver which operates as a coherent detector by continuously correcting the phase error. In this paper analysis for the Phase-error behavior of analog phase-locked loop (APLL) in the presence of additive white gaussian noise has been done theoretically and experimentally. A close form solution of the first-order loop is obtained and approximate solutions are derived for the second-order loops with RC, leadlag and perfect integrator filters. The perdormance of APLL's and their characteristics are also thoroughly investigated through experiments. In order to analyze the effect of the stochastic nature on nonlinear dynamics characteristics of the second order APLL, the phase error distribution and its variance have been obtained by using the Fokker-Planck equation. Theoretical results agree closely with those of experiment.

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