Probabilistic Methods in Applied Physics

Probabilistic Methods in Applied Physics

Probabilistic Methods in Applied Physics

Probabilistic Methods in Applied Physics

Paperback(Softcover reprint of the original 1st ed. 1995)

$54.99 
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Overview

This book is an outcome of a European collaboration on applications of shastical 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, shastic modelling, statistics on trajectories, parametric shastic control, Fokker Planck equations, and Wiener filtering.


Product Details

ISBN-13: 9783662140062
Publisher: Springer Berlin Heidelberg
Publication date: 05/31/2013
Series: Lecture Notes in Physics , #451
Edition description: Softcover reprint of the original 1st ed. 1995
Pages: 393
Product dimensions: 6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

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 shastic differential systems.- Lyapunov exponents indicate stability and detect shastic bifurcations.- Pitchfork and Hopf bifurcations in shastic systems — Effective methods to calculate Lyapunov exponents.- Shastic center as a tool in a shastic bifurcation theory.- Lyapunov exponents for a class of hyperbolic random equations.- Functional analysis in shastic modelling.- Pullback of measures and singular conditioning.- Adaptive sub-optimal parametric control for non-linear shastic systems. Application to semi-active isolators.- Optimal ergodic control of nonlinear shastic systems.- Shastic 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.
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