Linear Stochastic Systems: A White Noise Approach
โ Scribed by Daniel Alpay; David Levanony
- Publisher
- Springer Netherlands
- Year
- 2009
- Tongue
- English
- Weight
- 680 KB
- Volume
- 110
- Category
- Article
- ISSN
- 0167-8019
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Cauchy problems for a class of non-linear stochastic evolution equations are studied. They are formulated as integral equations for generalized random fields. By methods of white noise analysis (S-transformation, characterization theorem, etc.) these problems are reduced to fixed point problems in a
We consider fast numerical methods for computing the response of stochastic systems. The stochastic discretization is performed via a Karhunen-Loรฉve and Wiener's polynomial chaos expansion. In truncating this expansion and using a Galerkin projection, a finite dimensional system of equations remains