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Bibliographic Details

Title: The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions (Advances in Mathematics for Applied Sciences 17)
Publisher: World Scientific Publishing Company
Publication Date: 1994
Language: English
ISBN 10: 9810217552
ISBN 13: 9789810217556
Binding: Hardcover
Condition: Fine

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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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