Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations

DOI10.1007/BF01009681MaRDI QIDQ1073451zbMATH OpenOpenAlexFDO

Authors Bruce J. West, Galina Rovner, Katja Lindenberg

Publication date 1983

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01009681

zbMATH Keywords

approximation techniquedissipative systemsnonstationary phenomenaoptimal Gaussian representation with time-dependent parameters

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

We have developed a generalization of the method of statistical linearization to enable us to describe transient and other nonstationary phenomena obeying stochastic nonlinear differential equations. This approximation technique provides an optimal Gaussian representation with time-dependent parameters. The algorithm specifies a set of ordinary differential equations for the Gaussian parameters in terms of the time- dependent average nonlinearities. We apply the general formalism developed herein for single degree of freedom dissipative systems to a particular example.

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Cites work

• A generalization of the concept of equivalent linearization
• Application of Statistical Linearization Techniques to Nonlinear Multidegree-of-Freedom Systems
• Classical Noise IV: Langevin Methods
• Equivalent linearization for systems subjected to non-stationary random excitation
• scientific article; zbMATH DE number 3675813 (Why is no real title available?)
• scientific article; zbMATH DE number 3795151 (Why is no real title available?)
• Non-Gaussian closure for random vibration of non-linear oscillators
• On the linearization of nonlinear Langevin-type stochastic differential equations
• Statistical properties of water waves. Part 1. Steady-state distribution of wind-driven gravity-capillary waves

Cited in

(4)

• Optimal Gaussian solutions of nonlinear stochastic partial differential equations
• A variational approach to stochastic nonlinear problems
• Influence of gestation delay and predator's interference in predator-prey interaction under stochastic environment
• Short Communication: A Gaussian Kusuoka Approximation without Solving Random ODEs

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