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008 121227s1995 gw | s |||| 0|eng d
020 _a9783540447252
_9978-3-540-44725-2
024 7 _a10.1007/3-540-60214-3
_2doi
050 4 _aQC5.53
072 7 _aPHU
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072 7 _aSCI040000
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072 7 _aPHU
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082 0 4 _a530.15
_223
245 1 0 _aProbabilistic Methods in Applied Physics
_h[electronic resource] /
_cedited by Paul Krée, Walter Wedig.
264 1 _aBerlin, Heidelberg :
_bSpringer Berlin Heidelberg,
_c1995.
300 _aIX, 393 p. 5 illus.
_bonline resource.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
347 _atext file
_bPDF
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490 1 _aLecture Notes in Physics,
_x0075-8450 ;
_v451
505 0 _aThe 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.
520 _aThis book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques. In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
650 0 _aMathematical physics.
650 0 _aDistribution (Probability theory.
650 0 _aChemistry
_xMathematics.
650 0 _aEngineering.
650 1 4 _aMathematical Methods in Physics.
_0http://scigraph.springernature.com/things/product-market-codes/P19013
650 2 4 _aNumerical and Computational Physics, Simulation.
_0http://scigraph.springernature.com/things/product-market-codes/P19021
650 2 4 _aProbability Theory and Stochastic Processes.
_0http://scigraph.springernature.com/things/product-market-codes/M27004
650 2 4 _aFluid- and Aerodynamics.
_0http://scigraph.springernature.com/things/product-market-codes/P21026
650 2 4 _aMath. Applications in Chemistry.
_0http://scigraph.springernature.com/things/product-market-codes/C17004
650 2 4 _aComputational Intelligence.
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700 1 _aKrée, Paul.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
700 1 _aWedig, Walter.
_eeditor.
_4edt
_4http://id.loc.gov/vocabulary/relators/edt
710 2 _aSpringerLink (Online service)
773 0 _tSpringer eBooks
776 0 8 _iPrinted edition:
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776 0 8 _iPrinted edition:
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776 0 8 _iPrinted edition:
_z9783540602149
830 0 _aLecture Notes in Physics,
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856 4 0 _uhttps://doi.org/10.1007/3-540-60214-3
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