Bifurcations in Stochastic Systems—A Generalized Hermite Analysisby Walter V. Wedig, Univ of Karlsruhe, Germany,
Document Type: Proceeding Paper
Part of: Structural Safety and Reliability
Ito calculus and Markov theory are powerful tools to investigate nonlinear dynamic systems. Consequently, we need an extended experience to solve Fokker-Planck equations. In a more recent approach generalized Hermite polynomials are introduced to calculate eigenvalues and eigenvectors of parabolic operators. Applications are discussed for nonlinear dynamic systems with parameter fluctuations or external excitations.
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