Role of statistical linearization in the solution of nonlinear stochastic equations
Description:
The solution of a generalized Langevin equation is referred to as a stochastic process. If the external forcing function is Gaussian white noise, the forward Kolmogarov equation yields the transition probability density function. Nonlinear problems must be handled by approximation procedures e.g., perturbation theories, eigenfunction expansions, and nonlinear optimization procedures. After some comments on the first two of these, attention is directed to the third, and the method of statistical…
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Date:
August 31, 1977
Creator:
Budgor, Aaron B.
Partner:
UNT Libraries Government Documents Department