The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions
Soize, Christian
ISBN 10: 9810217552 ISBN 13: 9789810217556
Published by World Scientific Publishing Company, 1994
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May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G9810217552I4N00
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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Bibliographic Details
Title: The Fokker-Planck Equation for Stochastic ...
Publisher: World Scientific Publishing Company
Publication Date: 1994
Binding: Hardcover
Condition: Very Good
Dust Jacket Condition: No Jacket