Systems of random differential equations and model reduction:
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
1999
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Chemnitz, Techn. Univ., Habil.-Schr., 1999 |
| Physical Description: | VI, 108 S. graph. Darst. |
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| 245 | 1 | 0 | |a Systems of random differential equations and model reduction |c von Ralf Wunderlich |
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Record in the Search Index
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| adam_text |
V
CONTENTS
I
PRELIMINARIES
1
1
INTRODUCTION
.
1
2
INTEGRAL
FUNCTIONALS
OF
E-CORRELATED
FUNCTIONS
.
10
3
BASIC
RESULTS
FOR
LINEAR
SYSTEMS
.
15
II
MODELING
OF
RANDOM
EXCITATIONS
17
4
FORM
FILTER
EQUATIONS
.
18
5
SMOOTHING
OF
INTEGRAL
FUNCTIONALS
.
28
6
RANDOM
FIELDS
.
35
III
SYSTEMS
OF
RANDOM
DIFFERENTIAL
EQUATIONS
41
7
LINEAR
SYSTEMS
.
42
7.1
EXPANSION
OF
CORRELATION
FUNCTIONS
.
42
7.2
COMPUTATION
OF
EXPANSION
TERMS
.
46
8
SYSTEMS
WITH
POLYNOMIAL
NONLINEARITIES
.
50
8.1
PERTURBATION
METHOD
.
51
8.2
CONVERGENCE
OF
PERTURBATION
SERIES
.
52
8.3
STATIONARY
SOLUTIONS
.
58
8.4
RANDOMLY
FORCED
NONLINEAR
OSCILLATOR
.
61
IV
MODEL
REDUCTION
63
9
THE
AIM
OF
THIS
CHAPTER
.
63
10
APPROXIMATION
OF
STATIONARY
VECTOR
FUNCTIONS
.
65
10.1
ERROR
CRITERIONS
.
65
10.2
ESTIMATES
OF
THE
ERROR
CRITERIONS
.
66
10.3
PROJECTIONS
.
71
VI
CONTENTS
10.4
MEAN-SQUARE
OPTIMAL
PROJECTIONS
.
72
11
APPROXIMATION
BY
MODEL
REDUCTION
.
77
11.1
REDUCED-ORDER
SYSTEM
.
78
11.2
ESTIMATES
OF
THE
ERROR
CRITERIONS
.
81
11.3
MODEL
REDUCTION
BASED
ON
MEAN-SQUARE
OPTIMAL
PROJECTIONS
.
.
83
11.4
MODEL
REDUCTION
BASED
ON
MODAL
DECOMPOSITION
.
89
12
APPLICATIONS
.
93
BIBLIOGRAPHY
104 |
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| indexdate | 2024-08-14T00:16:33Z |
| institution | BVB |
| language | English |
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| spelling | Wunderlich, Ralf Verfasser aut Systems of random differential equations and model reduction von Ralf Wunderlich 1999 VI, 108 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Chemnitz, Techn. Univ., Habil.-Schr., 1999 Stochastisches Differentialgleichungssystem (DE-588)4225826-1 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Stochastisches Differentialgleichungssystem (DE-588)4225826-1 s DE-604 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008800483&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Wunderlich, Ralf Systems of random differential equations and model reduction Stochastisches Differentialgleichungssystem (DE-588)4225826-1 gnd |
| subject_GND | (DE-588)4225826-1 (DE-588)4113937-9 |
| title | Systems of random differential equations and model reduction |
| title_auth | Systems of random differential equations and model reduction |
| title_exact_search | Systems of random differential equations and model reduction |
| title_full | Systems of random differential equations and model reduction von Ralf Wunderlich |
| title_fullStr | Systems of random differential equations and model reduction von Ralf Wunderlich |
| title_full_unstemmed | Systems of random differential equations and model reduction von Ralf Wunderlich |
| title_short | Systems of random differential equations and model reduction |
| title_sort | systems of random differential equations and model reduction |
| topic | Stochastisches Differentialgleichungssystem (DE-588)4225826-1 gnd |
| topic_facet | Stochastisches Differentialgleichungssystem Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008800483&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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