APPROXIMATE ANALYSIS OF STOCHASTIC DIFFERENTIAL-EQUATIONS WITH PIECEWISE POLYNOMIAL SYSTEM FUNCTIONS

Authors
SOBIECHOWSKI C SPERLING L
Citation
C. Sobiechowski et L. Sperling, APPROXIMATE ANALYSIS OF STOCHASTIC DIFFERENTIAL-EQUATIONS WITH PIECEWISE POLYNOMIAL SYSTEM FUNCTIONS, Zeitschrift fur angewandte Mathematik und Mechanik, 77, 1997, pp. 679-680
Citations number
2
Categorie Soggetti
Mathematics,"Mathematical Method, Physical Science",Mechanics,Mathematics
Journal title
Zeitschrift fur angewandte Mathematik und Mechanik → ACNP
ISSN journal
00442267
Volume
77
Year of publication
1997
Supplement
2
Pages
679 - 680
Database
ISI
SICI code
0044-2267(1997)77:<679:AAOSDW>2.0.ZU;2-H
Abstract
We briefly discuss the approximate analysis of nonlinear stochastic dy namical systems based on quasimomentum expansions (cf. [2]) of the pro bability density function of the system response. Using the Fokker-Pla nck equation, a system of linear equations can be deduced, that descri bes the expansion coefficients. The method can be applied to external as well as parametrical excitation and is also suitable to produce app roximations for power spectral density and covariance functions.