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


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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