Langevin dynamics of financial systems: A second-order analysis
β Scribed by E. Canessa
- Book ID
- 105747806
- Publisher
- Springer
- Year
- 2001
- Tongue
- English
- Weight
- 867 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1434-6036
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract Dependence of dynamic response of nonlinear mechanical systems on design variables is analysed. An adjoint variable method is used to derive firstβ and secondβorder derivatives of measures of dynamic response with respect to design variables. A computational algorithm is presented for n
m~thod,s are diScUs.Sed,fkw the sohJtion of' second-order state-rariuhie equations and their upplicution to the stud)> of'dynamical multicariuhle lineur s!~stems. T\CYI d$&wnt approaches are presented. A mqjor one is based on the matrix Lapluce tramform and rmtris polynoniial ~fuc'torization. Serwul