SUBSPACE METHOD FOR ANALYZING LARGE-SCALE NONLINEAR STOCHASTIC DYNAMIC SYSTEMS WITH POLYNOMIAL TYPE OF NONLINEARITES

DOI10.1142/S0219876212400178zbMath1359.60055MaRDI QIDQ2971724

Guo-Kang Er, Vai Pan Iu

Publication date: 7 April 2017

Published in: International Journal of Computational Methods (Search for Journal in Brave)

zbMATH Keywords

Fokker-Planck equationprobabilistic solutionnonlinear stochastic dynamicsubspace-EPC

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

• Random differential equations in science and engineering
• A New Method for the Probabilistic Solutions of Large-Scale Nonlinear Stochastic Dynamic Systems
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