The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions by Christian Soize
(Series on Advances in Mathematics for Applied Sciences)

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Synopsis

This is an analysis of multi-dimensional nonlinear dissipative Hamiltonian dynamical systems, subjected to parametic and external stochastic excitations by the Fokker-Planck equation method.
 

About Christian Soize

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Christian Soize joined Universite Paris-Est Marne-la-Vallee after completing research at Office National d'Etudes et Recherches Aerospatiales (ONERA). He is a Fellow of the Acoustical Society of America (ASA) and has received a number of awards and honors, including the Senior Research Prize from EASD, a research award from the International Association for Structural Safety and Reliability, and the Noury Prize from the French Academy of Sciences. He is the author or co-author of more than 170 papers in refereed international journals and of seven books, including Mathematics of Random Phenomena (with P. Kree, 1986), The Fokker-Planck Equation for Stochastic Dynamical Systems and its Explicit Steady State Solutions (1994), Structural Acoustics and Vibration (with R. Ohayon, 1998), and Stochastic Models of Uncertainties in Computational Mechanics (2012). He has pioneered a number of new approaches in stochastic modeling of complex systems, including fuzzy structure theory, the concept of an energy operator for dynamics in the medium-frequency range, and, more recently, the concept of a nonparametric probabilistic approach for model uncertainties in computational mechanics and vibroacoustics.
 
Published April 1, 1994 by World Scientific Pub Co Inc. 321 pages
Genres: Science & Math. Non-fiction
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