Time evolution and fluctuations of the probability density and entropy function for a class of nonlinear stochastic systems in mathematical physics

DOI10.1016/0898-1221(86)90053-2zbMath0604.93052OpenAlexW2054882854MaRDI QIDQ3743227

Nicola Bellomo, Riccardo Riganti

Publication date: 1986

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(86)90053-2

zbMATH Keywords

entropyapproximate analytical solutionsstatistics of the response of stochastic systemstime-evolution of the probability density

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Classical equilibrium statistical mechanics (general) (82B05) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

Related Items (10)

A stochastic model in continuum mechanics: Time evolution of the probability density in the random initial boundary-value problem ⋮ New higher-order numerical one-step methods based on the Adomian and the modified decomposition methods ⋮ Solutions of the initial value problem for nonlinear fractional ordinary differential equations by the rach-Adomian-meyers modified decomposition method ⋮ Higher-order numeric Wazwaz-El-Sayed modified Adomian decomposition algorithms ⋮ New ideas for decomposing nonlinearities in differential equations ⋮ On the continuous approximation of the probability density and of the entropy functions for nonlinear stochastic dynamical systems ⋮ A new modified Adomian decomposition method and its multistage form for solving nonlinear boundary value problems with Robin boundary conditions ⋮ The time evolution of random fields in stochastic continuum mechanics ⋮ On a class of semilinear stochastic systems in mechanics with quadratic- type nonlinearities: Time evolution of the probability density ⋮ Solutions of nonlinear boundary value problems by the decomposition method

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