Bifurcations in Stochastic Systems?A Generalized Hermite Analysis

by Walter V. Wedig, Univ of Karlsruhe, Germany,



Document Type: Proceeding Paper

Part of: Structural Safety and Reliability

Abstract:

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.



Subject Headings: Stochastic processes | Nonlinear response | Nonlinear analysis | Polynomials | Dynamic analysis | Bifurcations | Parameters (statistics)

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