Nonlinear stochastic dynamical systems in physical problems
نویسندگان
چکیده
منابع مشابه
PROJECTED DYNAMICAL SYSTEMS AND OPTIMIZATION PROBLEMS
We establish a relationship between general constrained pseudoconvex optimization problems and globally projected dynamical systems. A corresponding novel neural network model, which is globally convergent and stable in the sense of Lyapunov, is proposed. Both theoretical and numerical approaches are considered. Numerical simulations for three constrained nonlinear optimization problems a...
متن کاملLinear Stochastic Models of Nonlinear Dynamical Systems
We investigate in this work the validity of linear stochastic models for nonlinear dynamical systems. We exploit as our basic tool a previously proposed Rayleigh-Ritz approximation for the effective action of nonlinear dynamical systems started from random initial conditions. The present paper discusses only the case where the PDF-Ansatz employed in the variational calculation is “Markovian”, i...
متن کاملStochastic modelling of nonlinear dynamical systems
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a...
متن کاملLearning Stable Stochastic Nonlinear Dynamical Systems
A data-driven identification of dynamical systems requiring only minimal prior knowledge is promising whenever no analytically derived model structure is available, e.g., from first principles in physics. However, meta-knowledge on the system’s behavior is often given and should be exploited: Stability as fundamental property is essential when the model is used for controller design or movement...
متن کاملDynamical Systems Method ( Dsm ) and Nonlinear Problems
The dynamical systems method (DSM), for solving operator equations, especially nonlinear and ill-posed, is developed in this paper. Consider an operator equation F (u) = 0 in a Hilbert space H and assume that this equation is solvable. Let us call the problem of solving this equation illposed if the operator F ′(u) is not boundedly invertible, and well-posed otherwise. The DSM for solving linea...
متن کاملذخیره 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: 1985
ISSN: 0022-247X
DOI: 10.1016/0022-247x(85)90203-3