On closure methods in nonlinear stochastic dynamics

DOI10.1016/J.SPL.2010.07.017MaRDI QIDQ613152zbMATH OpenOpenAlexFDO

Authors Roman V. Bobryk

Publication date 20 December 2010

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.07.017

zbMATH Keywords

continued fractionclosure method

Mathematics Subject Classification ID

Other physical applications of random processes (60K40)

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Cites work

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• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Closure method and asymptotic expansions for linear stochastic systems
• Kinetic Approach to Condensation
• Nonlinear stochastic differential delay equations
• On the cumulant-neglect closure method in stochastic dynamics
• The Fokker-Planck equation. Methods of solution and applications
• Theory and applications of stochastic processes. An analytical approach
• Truncation and preservation of moment properties for Fokker-Planck moment equations

Cited in

(13)

• A New Perspective on the Moment Closure Method
• Convergence d'une méthode de fermeture pour le calcul des moments d'une classe d'équations différentielles stochastiques. (Convergence of a closure method for the calculus of moments for a class of stochastic differential equations.)
• Fatou closedness under model uncertainty
• Exponential closure method for some randomly excited nonlinear systems
• Analysis of the closure approximation for a class of stochastic differential equations
• A comparison between non-gaussian closure and statistical linearization techniques for random vibration of a nonlinear oscillator
• An improved closure method for analysis of nonlinear stochastic systems
• On the cumulant-neglect closure method in stochastic dynamics
• Variational approach to closure of nonlinear dynamical systems: autonomous case
• Cumulant neglect closure for nonlinear oscillators under random parametric and external excitations
• Closure of linear processes
• A Comparison of Closures for Stochastic Advection-Diffusion Equations
• Multiscale couplings in prototype hybrid deterministic/stochastic systems. II: stochastic closures

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