LEADER 04780nam 22007215 450 001 9910257395903321 005 20200701145513.0 010 $a3-540-44725-3 024 7 $a10.1007/3-540-60214-3 035 $a(CKB)1000000000234318 035 $a(SSID)ssj0000325846 035 $a(PQKBManifestationID)12072412 035 $a(PQKBTitleCode)TC0000325846 035 $a(PQKBWorkID)10264469 035 $a(PQKB)10007846 035 $a(DE-He213)978-3-540-44725-2 035 $a(PPN)155217771 035 $a(EXLCZ)991000000000234318 100 $a20121227d1995 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aProbabilistic Methods in Applied Physics$b[electronic resource] /$fedited by Paul Kree, W. Wedig 205 $a1st ed. 1995. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d1995. 215 $a1 online resource (IX, 393 p. 5 illus.) 225 1 $aLecture Notes in Physics,$x0075-8450 ;$v451 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-540-60214-3 327 $aThe approximation and the generation of stationary vector processes -- Numerical methods and mathematical aspects for simulation of homogeneous and non homogeneous gaussian vector fields -- Simulation of stochastic differential systems -- Lyapunov exponents indicate stability and detect stochastic bifurcations -- Pitchfork and Hopf bifurcations in stochastic systems ? Effective methods to calculate Lyapunov exponents -- Stochastic center as a tool in a stochastic bifurcation theory -- Lyapunov exponents for a class of hyperbolic random equations -- Functional analysis in stochastic modelling -- Pullback of measures and singular conditioning -- Adaptive sub-optimal parametric control for non-linear stochastic systems. Application to semi-active isolators -- Optimal ergodic control of nonlinear stochastic systems -- Stochastic dynamics of hysteretic media -- Exact steady-state solution of FKP equation in higher dimension for a class of non linear Hamiltonian dissipative dynamical systems excited by Gaussian white noise -- Power spectra of nonlinear dynamic systems ? Analysis via generalized Hermite polynomials -- Some remarks concerning convergence of orthogonal polynomial expansions -- Un Solveur de Wiener Rapide: Résolution des Systèmes de Toeplitz par une Méthode de Gradient Conjugué Préconditionné. 330 $aThis book is an outcome of a European collaboration on applications of stochastical methods to problems of science and engineering. The articles present methods allowing concrete calculations without neglecting the mathematical foundations. They address physicists and engineers interested in scientific computation and simulation techniques. In particular the volume covers: simulation, stability theory, Lyapounov exponents, stochastic modelling, statistics on trajectories, parametric stochastic control, Fokker Planck equations, and Wiener filtering. 410 0$aLecture Notes in Physics,$x0075-8450 ;$v451 606 $aPhysics 606 $aProbabilities 606 $aFluids 606 $aChemometrics 606 $aComputational intelligence 606 $aMathematical Methods in Physics$3https://scigraph.springernature.com/ontologies/product-market-codes/P19013 606 $aNumerical and Computational Physics, Simulation$3https://scigraph.springernature.com/ontologies/product-market-codes/P19021 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aFluid- and Aerodynamics$3https://scigraph.springernature.com/ontologies/product-market-codes/P21026 606 $aMath. Applications in Chemistry$3https://scigraph.springernature.com/ontologies/product-market-codes/C17004 606 $aComputational Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/T11014 615 0$aPhysics. 615 0$aProbabilities. 615 0$aFluids. 615 0$aChemometrics. 615 0$aComputational intelligence. 615 14$aMathematical Methods in Physics. 615 24$aNumerical and Computational Physics, Simulation. 615 24$aProbability Theory and Stochastic Processes. 615 24$aFluid- and Aerodynamics. 615 24$aMath. Applications in Chemistry. 615 24$aComputational Intelligence. 676 $a621/.01/5192 702 $aKree$b Paul$4edt$4http://id.loc.gov/vocabulary/relators/edt 702 $aWedig$b W$4edt$4http://id.loc.gov/vocabulary/relators/edt 906 $aBOOK 912 $a9910257395903321 996 $aProbabilistic methods in applied physics$91491050 997 $aUNINA