An information closure method for analytical investigation of response statistics and robust stability of nonlinear stochastic dynamic systems is proposed. Entropy modes are defined first based on the decomposition of probability density functions estimated by maximizing entropy in quasi-stationary. Then the entropy modes are selected and employed in the moment equations as the constraints for information closure. The estimated density with Lagrange multipliers is used for the closure of the hierarchical moment equations. By selecting single independent mode in every state, an explicit analysis of the entropy and density function can be obtained. The performance of the closure method is supported by employing three stochastic systems with some stationary exact solutions and through Monte Carlo simulations.

Issue Section:
Technical Papers
Keywords:
stochastic systems, nonlinear dynamical systems, maximum entropy methods, dynamic response, stability, method of moments, Information Closure Method, Nonlinear Stochastic Systems, Dynamic Response Analysis, Robust Entropy Stability
Topics:
Density, Entropy, Stability, Stochastic systems
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