A Nonuniform Cell Partition for the Analysis of Nonlinear Stochastic Systems

Abstract

This paper presents a study of nonuniform cell partition for analyzing the response of nonlinear stochastic systems by using the generalized cell mapping (GCM) method. The necessity of nonuniform cell partition for nonlinear systems is discussed first. An ad hoc scheme is then presented for determining optimal cell sizes based on the statistical analysis of the GCM method. The proposed nonuniform cell partition provides a roughly uniform accuracy for the estimate of the one-step transition probability density function over a large region in the state space where the system varies significantly from being linear to being strongly nonlinear. The nonuniform cell partition is shown to lead to more accurate steady-state solutions and enhance the computational efficiency of the GCM method.