Probabilistic Methods in Applied Physics
Published on 13. November 2013
Book
Paperback/Softback
IX, 393 pages
978-3-662-14006-2 (ISBN)
Description
This book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques.
In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering.
More details
Series
Edition
Softcover reprint of the original 1st ed. 1995
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
5 s/w Abbildungen
IX, 393 p. 5 illus.
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 22 mm
Weight
610 gr
ISBN-13
978-3-662-14006-2 (9783662140062)
DOI
10.1007/3-540-60214-3
Schweitzer Classification
Other editions
Additional editions
Paul Kree | W. Wedig
Probabilistic Methods in Applied Physics
Book
10/1995
Springer
€85.59
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Content
The approximation and the generation of stationary vector processes.- Numerical methods and mathematical aspects for simulation of homogeneous and non homogeneous gaussian vector fields.- Simulation of stochastic differential systems.- Lyapunov exponents indicate stability and detect stochastic bifurcations.- Pitchfork and Hopf bifurcations in stochastic systems - Effective methods to calculate Lyapunov exponents.- Stochastic center as a tool in a stochastic bifurcation theory.- Lyapunov exponents for a class of hyperbolic random equations.- Functional analysis in stochastic modelling.- Pullback of measures and singular conditioning.- Adaptive sub-optimal parametric control for non-linear stochastic systems. Application to semi-active isolators.- Optimal ergodic control of nonlinear stochastic systems.- Stochastic dynamics of hysteretic media.- Exact steady-state solution of FKP equation in higher dimension for a class of non linear Hamiltonian dissipative dynamical systems excited by Gaussian white noise.- Power spectra of nonlinear dynamic systems - Analysis via generalized Hermite polynomials.- Some remarks concerning convergence of orthogonal polynomial expansions.- Un Solveur de Wiener Rapide: Résolution des Systèmes de Toeplitz par une Méthode de Gradient Conjugué Préconditionné.