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Volumn 31, Issue 5 SPEC. ISS., 1996, Pages 707-715

Iterative schemes for stability problems with non-singular Fokker-Planck equations

Author keywords

Fokker Planck equations; Iterative solution schemes; Monte carlo simulations; Stability problems

Indexed keywords

DIFFERENTIAL EQUATIONS; DYNAMICS; INVARIANCE; ITERATIVE METHODS; MONTE CARLO METHODS; NONLINEAR EQUATIONS; OSCILLATORS (MECHANICAL); PERTURBATION TECHNIQUES; PROBLEM SOLVING; RANDOM PROCESSES; WHITE NOISE;

EID: 0030243785     PISSN: 00207462     EISSN: None     Source Type: Journal    
DOI: 10.1016/0020-7462(96)00032-7     Document Type: Article
Times cited : (12)

References (9)
  • 1
    • 0041817085 scopus 로고
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    • W. Wedig, Vom Chaos zur Ordnung. Gamm-Mitteilungen, Heft 2, pp. 3-31 (1989).
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    • Wedig, W.1
  • 2
    • 0002090725 scopus 로고
    • Dynamic stability of beams under axial forces - Lyapunov exponents for general fluctuating loads
    • (edited by W. B. Krätzig et al.), Balkema, Rotterdam
    • W. Wedig, Dynamic stability of beams under axial forces - Lyapunov exponents for general fluctuating loads. In Proc. Eurodyn '90, Conf. Structural Dynamics (edited by W. B. Krätzig et al.), Vol. 1, pp. 141-148. Balkema, Rotterdam (1991).
    • (1991) Proc. Eurodyn '90, Conf. Structural Dynamics , vol.1 , pp. 141-148
    • Wedig, W.1
  • 3
    • 0012076355 scopus 로고
    • Lyapunov exponents and invariant measures of equilibria and limit cycles
    • Lyapunov Exponents (edited by L. Arnold, H. Crauel and J.-P. Eckmann), Springer, Heidelberg
    • W. Wedig, Lyapunov exponents and invariant measures of equilibria and limit cycles. In Lyapunov Exponents (edited by L. Arnold, H. Crauel and J.-P. Eckmann), Lecture Notes in Mathematics 1486. pp. 309-321. Springer, Heidelberg (1991).
    • (1991) Lecture Notes in Mathematics , vol.1486 , pp. 309-321
    • Wedig, W.1
  • 4
    • 0016347319 scopus 로고
    • Sample stability of second order linear differential equations with wide band noise coefficients
    • F. Kozin and R. Mitchell, Sample stability of second order linear differential equations with wide band noise coefficients. SIAM J. Appl. Math. 27, 571 (1974).
    • (1974) SIAM J. Appl. Math. , vol.27 , pp. 571
    • Kozin, F.1    Mitchell, R.2
  • 5
    • 30244550271 scopus 로고
    • Lyapunov exponent and stochastic bifurcation
    • Springer, Berlin
    • S. T. Ariaratnam and W. C. Xie, Lyapunov exponent and stochastic bifurcation. In Proc. IUTAM Symp. Springer, Berlin (1989).
    • (1989) Proc. IUTAM Symp.
    • Ariaratnam, S.T.1    Xie, W.C.2
  • 6
    • 0001549366 scopus 로고
    • Necessary and sufficient conditions for asymptotic stability of linear stochastic systems
    • R. Z. Khasminskii, Necessary and sufficient conditions for asymptotic stability of linear stochastic systems. Theory Prob. Appl. 12, 144 (1967).
    • (1967) Theory Prob. Appl. , vol.12 , pp. 144
    • Khasminskii, R.Z.1
  • 7
    • 0000543733 scopus 로고
    • A multiplicative ergodic theorem, Lyapunov characteristic numbers for dynamical systems
    • V. I. Oseldec, A multiplicative ergodic theorem, Lyapunov characteristic numbers for dynamical systems. Trans. Moscow Math. Soc. 19, 197 (1968).
    • (1968) Trans. Moscow Math. Soc. , vol.19 , pp. 197
    • Oseldec, V.I.1
  • 8
    • 0002016710 scopus 로고
    • Lyapunov exponents: A survey
    • Springer, Heidelberg
    • L. Arnold and V. Wihstutz, Lyapunov Exponents: a Survey, Lecture Notes in Mathematics 1186, pp. 1-26. Springer, Heidelberg (1985).
    • (1985) Lecture Notes in Mathematics , vol.1186 , pp. 1-26
    • Arnold, L.1    Wihstutz, V.2
  • 9
    • 0012143764 scopus 로고
    • Pitchfork and Hopf bifurcations in stochastic systems-effective methods to calculate lyapunov exponents
    • Probabilistic Methods in Applied Physics (edited by P. Kree and W. Wedig), Springer, Berlin
    • W. Wedig, Pitchfork and Hopf bifurcations in stochastic systems-effective methods to calculate Lyapunov exponents. In Probabilistic Methods in Applied Physics (edited by P. Kree and W. Wedig), Lecture Notes in Physics 451, pp. 120-148. Springer, Berlin (1995).
    • (1995) Lecture Notes in Physics , vol.451 , pp. 120-148
    • Wedig, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.