Moment equation methods for nonlinear stochastic systems

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Stochastic nonlinear Schrödinger equation

This thesis is devoted to the study of stochastic nonlinear Schrödinger equations (abbreviated as SNLS) with linear multiplicative noise in two aspects: the wellposedness in L(R), H(R) and the noise effects on blowup phenomena in the non-conservative case. 1. The well-posedness in L(R). The first fundamental question when dealing with SNLS is the well-posedness problem. In the first chapter, we...

متن کامل

Moment-Linear Stochastic Systems

We introduce a class of quasi-linear models for stochastic dynamics, called moment-linear stochastic systems (MLSS). We formulate MLSS and analyze their dynamics, as well as discussing common stochastic models that can be represented as MLSS. Further studies, including development of optimal estimators and controllers, are summarized. We discuss the reformulation of a common stochastic hybrid s...

متن کامل

ABS methods for nonlinear systems of algebraic equations

 Abstract    This paper gives a survey of the theory and practice of nonlinear ABS methods including various types of generalizations and computer testing. We also show three applications to special problems, two of which are new.

متن کامل

Stochastic Methods for Sequential Data Assimilation in Strongly Nonlinear Systems

This paper considers several filtering methods of stochastic nature, based on Monte Carlo drawing, for the sequential data assimilation in nonlinear models. They include some known methods such as the particle filter and the ensemble Kalman filter and some others introduced by the author: the second-order ensemble Kalman filter and the singular extended interpolated filter. The aim is to study ...

متن کامل

Dynamic moment invariants for nonlinear Hamiltonian systems

Distributions of particles being transported through a nonlinear Hamiltonian system are studied. Using normal form techniques, a procedure to obtain invariant functions of moments of the distribution is given. These functions are invariant for the given Hamiltonian system and are called dynamic moment invariants. These techniques are used to obtain dynamic moment invariants for the nonlinear pe...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Mathematical Analysis and Applications

سال: 1978

ISSN: 0022-247X

DOI: 10.1016/0022-247x(78)90182-8