A variational approach to stochastic nonlinear problems

DOI10.1007/BF01010460zbMath0629.60069MaRDI QIDQ1093995

W. D. Curtis, R. Phythian

Publication date: 1986

Published in: Journal of Statistical Physics (Search for Journal in Brave)

zbMATH Keywords

variational principletrial functionsstatistical linearizationBernoulli oscillator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• On the linearization of nonlinear Langevin-type stochastic differential equations
• Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations
• Diffusion in a potential field: Path-integral approach
• Equivalent linearization for systems subjected to non-stationary random excitation
• Wiener-Hermite Expansion in Model Turbulence at Large Reynolds Numbers
• A Retrospective and Prospective Survey of the Monte Carlo Method
• Convergents to turbulence functions
• Some variational methods in the theory of turbulent diffusion

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