A new numeric-analytical principle for nonlinear deterministic and stochastic dynamical systems

DOI10.1098/RSPA.2000.0681MaRDI QIDQ2748046zbMATH OpenOpenAlexWikidataFDO

Authors D. Roy

Publication date 26 March 2003

Published in Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1098/rspa.2000.0681

zbMATH Keywords

locally transversal linearizationvector fields

Mathematics Subject Classification ID

Close-to-elliptic equations (35H99) Approximation methods and numerical treatment of dynamical systems (37M99) Numerical solutions to stochastic differential and integral equations (65C30)

Review text

This paper deals with the new locally transversal linearization (LTL) developed by the author. The purpose is to precisely satisfy the governing nonlinear ODEs of the physical problem at a given set of points along the axis of the independent variable, which is time. This is achieved by choosing a set of conditionally linear vector fields in such a way that their form precisely matches the given nonlinear vector field and are transversal with probability 1 to this field only at these time-points.

Recommendations

• Explorations of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems
• A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions
• A generalized local linearization principle for non-linear dynamical systems
• A family of lower‐ and higher‐order transversal linearization techniques in non‐linear stochastic engineering dynamics
• scientific article; zbMATH DE number 4076572

Cited in

(19)

• New forms of extended Kalman filter via transversal linearization and applications to structural system identification
• A weak form of stochastic Newmark method with applications to engineering dynamical systems
• New computational approaches for wrinkled and slack membranes
• Numerical preservation issues in stochastic dynamical systems by -methods
• Decision-making on the solution of a stochastic nonlinear dynamical system of Kannan-type in new sequence space of soft functions
• Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification
• An adaptation of Adomian decomposition for numeric-analytic integration of strongly nonlinear and chaotic oscillators
• A multistep transversal linearization (MTL) method in nonlinear dynamics through a Magnus characterization
• A novel stochastic locally transversal linearization (LTL) technique for engineering dynamical systems: strong solutions
• A generalized local linearization principle for non-linear dynamical systems
• A pseudo-dynamical systems approach to a class of inverse problems in engineering
• Higher order weak linearizations of stochastically driven nonlinear oscillators
• Explorations of the phase-space linearization method for deterministic and stochastic nonlinear dynamical systems
• Efficacy of variational iteration method for chaotic genesio system - classical and multistage approach
• A piecewise-spectral parametric iteration method for solving the nonlinear chaotic Genesio system
• A multi-step linearization technique for a class of boundary value problems in nonlinear mechanics
• Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators
• Extended Kalman filters using explicit and derivative-free local linearizations

This page was built for publication: A new numeric-analytical principle for nonlinear deterministic and stochastic dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2748046)