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非完整系统在Poisson白噪声下的广义F-P方程
引用本文:栾江宁,尚玫.非完整系统在Poisson白噪声下的广义F-P方程[J].辽宁师范大学学报(自然科学版),2006,29(2):172-175.
作者姓名:栾江宁  尚玫
作者单位:1. 内蒙古医学院,公共教育学院,内蒙古,呼和浩特,010059
2. 北京理工大学,理学院,北京,100081
摘    要:讨论非完整系统响应的概率密度函数,首先给出非完整系统在Poisson白噪声下的概率密度函数所满足的广义Fokker-Planck方程,然后引入扰动法,以激励为高斯白噪声下的F-P-K方程的精确的平稳解为基本解,利用扰动方法来获得激励为Poisson白噪声时的各次修正项.

关 键 词:非完整系统  概率密度函数  Gauss白噪声  Poisson白噪声
文章编号:1000-1735(2006)02-0172-04
收稿时间:11 10 2005 12:00AM
修稿时间:2005年11月10

Generalized Fokker-Planck Equation of Nonholonomic System Excited by Poisson White Noise
LUAN Jiang-ning,SHANG Mei.Generalized Fokker-Planck Equation of Nonholonomic System Excited by Poisson White Noise[J].Journal of Liaoning Normal University(Natural Science Edition),2006,29(2):172-175.
Authors:LUAN Jiang-ning  SHANG Mei
Institution:1. The Public Education Institute, Inner Mongolia Medical College, Huhot 010059,China; 2. Department of Applied Mechanics, Beijing Institute of Technology, Beijing 100081,China
Abstract:In this paper, we study the equation governing the evolution of the transition probability density function of stochastic nonholonomic system. Firstly, we give the generalized Fokker-Planck equation of nonholonomic system excited by Poisson white noise. Secondly, we choose the solution of F-P-K equation of nonholonomic system excited by Gauss white noise as an exact result. Then, by virtue of disturbance method, we discuss the probability density function of nonholonomic system excited by Poisson white noise.
Keywords:nonholonomic system  probability density function  Gauss white noise  Poisson white noise
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