The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions - Couverture rigide

Livre 16 sur 80: Advances in Mathematics for Applied Sciences

Soize, Christian

 
9789810217556: The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions
Couverture rigide
ISBN 10 : 9810217552 ISBN 13 : 9789810217556
Editeur : World Scientific Publishing Co Pte Ltd, 1994

Synopsis

This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?

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Éditeur
World Scientific Publishing Co Pte Ltd
Date d'édition
1994
Langue
anglais
ISBN 10 
9810217552
ISBN 13 
9789810217556
Reliure
Relié
Nombre de pages
340
Coordonnées du fabricant
non disponible
Personne responsable
non disponible