On the numerical solution of two coupled nonlinear partial integro- differential equations related to the optimal control of a nonlinear noisy oscillator

DOI10.1016/0045-7825(78)90031-2zbMath0385.76071OpenAlexW2094333455MaRDI QIDQ1249498

Menahem Friedman, Yaakov Yavin

Publication date: 1978

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0045-7825(78)90031-2

Mathematics Subject Classification ID

Numerical methods for integral equations (65R20) Integro-partial differential equations (45K05) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Hydro- and aero-acoustics (76Q05) Optimality conditions for problems involving randomness (49K45)

Related Items (3)

Computation of impulse control laws for a nonlinear stochastic oscillator ⋮ Strategies using an observer for steering a random motion of a point in a multitarget environment ⋮ Computation of suboptimal Nash strategies for a stochastic differential game under partial observation†

Cites Work

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• Computation of optimal controls of a stochastic van der Pol type oscillator
• On the numerical solution of a non-linear partial differential equation related to the optimal control of a noisy oscillator
• Computation of functionals over discontinuous sample paths of a stochastic van der Pol oscillator
• Numerical studies of steady, viscous, incompressible flow in a channel with a step
• Noise in Nonlinear Oscillators
• Proper representation and optimal control of a non-linear stochastic system
• On the first-passage time for envelope crossing for a linear oscillator

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