TY  - BOOK
AU  - Krée,Paul
AU  - Wedig,Walter
ED  - SpringerLink (Online service)
TI  - Probabilistic Methods in Applied Physics
T2  - Lecture Notes in Physics,
SN  - 9783540447252
AV  - QC5.53 
U1  - 530.15 23
PY  - 1995///
CY  - Berlin, Heidelberg
PB  - Springer Berlin Heidelberg
KW  - Physics
KW  - Chemistry
KW  - Mathematics
KW  - Distribution (Probability theory)
KW  - Mathematical physics
KW  - Fluids
KW  - Mathematical Methods in Physics
KW  - Numerical and Computational Methods
KW  - Probability Theory and Stochastic Processes
KW  - Math. Applications in Chemistry
KW  - Numerical and Computational Methods in Engineering
N1  - 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
N2  - This 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
UR  - http://dx.doi.org/10.1007/3-540-60214-3
ER  -