The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions
Christian Soize
Gebundenes Buch

The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions

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This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dy...