Linearization methods for stochastic dynamic systems. (Q2464455)

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Linearization methods for stochastic dynamic systems.
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    Linearization methods for stochastic dynamic systems. (English)
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    20 December 2007
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    As the title indicates this volume 730 of Springer's Lecture Notes In Physics is concerned with linearization techniques for a wide spectrum of nonlinear stochastic dynamical systems. After a short overview and introduction into the subject the author briefly sketches main results for stochastic ordinary differential equations in the second chapter. In the sequel he describes a numerous variety of different approaches found in the physics literature, like e.g. moment equation approaches, so-called statistical linearization techniques, equivalent linearization, averaging methods etc. Particularly helpful might be the enormously rich bibliography after each chapter providing a very good overview over the work of the last years.
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    linearization techniques
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    mathematical physics
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    moment equations
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    equivalent linearization
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