Probabilistic Methods in Applied Physics
Springer Berlin (Verlag)
978-3-662-14006-2 (ISBN)
In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
The approximation and the generation of stationary vector processes.- Numerical methods and mathematical aspects for simulation of homogeneous and non homogeneous gaussian vector fields.- Simulation of stochastic differential systems.- Lyapunov exponents indicate stability and detect stochastic bifurcations.- Pitchfork and Hopf bifurcations in stochastic systems - Effective methods to calculate Lyapunov exponents.- Stochastic center as a tool in a stochastic bifurcation theory.- Lyapunov exponents for a class of hyperbolic random equations.- Functional analysis in stochastic modelling.- Pullback of measures and singular conditioning.- Adaptive sub-optimal parametric control for non-linear stochastic systems. Application to semi-active isolators.- Optimal ergodic control of nonlinear stochastic systems.- Stochastic dynamics of hysteretic media.- Exact steady-state solution of FKP equation in higher dimension for a class of non linear Hamiltonian dissipative dynamical systems excited by Gaussian white noise.- Power spectra of nonlinear dynamic systems - Analysis via generalized Hermite polynomials.- Some remarks concerning convergence of orthogonal polynomial expansions.- Un Solveur de Wiener Rapide: Résolution des Systèmes de Toeplitz par une Méthode de Gradient Conjugué Préconditionné.
Erscheint lt. Verlag | 13.11.2013 |
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Reihe/Serie | Lecture Notes in Physics |
Zusatzinfo | IX, 393 p. 5 illus. |
Verlagsort | Berlin |
Sprache | englisch |
Maße | 155 x 235 mm |
Gewicht | 565 g |
Themenwelt | Naturwissenschaften ► Physik / Astronomie ► Allgemeines / Lexika |
Naturwissenschaften ► Physik / Astronomie ► Theoretische Physik | |
Schlagworte | Control • Dynamical Systems • fluid- and aerodynamics • Fokker-Planck Equation • Modeling • Pitch • Simulation • Statistics |
ISBN-10 | 3-662-14006-3 / 3662140063 |
ISBN-13 | 978-3-662-14006-2 / 9783662140062 |
Zustand | Neuware |
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