Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations
type: Item
instance of: scholarly article
title: Approximate Gaussian representation of evolution equations. I: Single degree of freedom nonlinear equations
zbMATH Open document ID: 0588.60053
DOI: 10.1007/BF01009681
author: Bruce J. West
author: Galina Rovner
author: Katja Lindenberg
published in: Journal of Statistical Physics
publication date: 1983-01-01T00:00:00Z
review text: We have developed a generalization of the method of statistical linearization to enable us to describe transient and other nonstationary phenomena obeying stochastic nonlinear differential equations. This approximation technique provides an optimal Gaussian representation with time-dependent parameters. The algorithm specifies a set of ordinary differential equations for the Gaussian parameters in terms of the time- dependent average nonlinearities. We apply the general formalism developed herein for single degree of freedom dissipative systems to a particular example.
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G35
zbMATH DE Number: 3944979
zbMATH Keywords: nonstationary phenomena
zbMATH Keywords: approximation technique
zbMATH Keywords: optimal Gaussian representation with time-dependent parameters
zbMATH Keywords: dissipative systems
MaRDI profile type: Publication
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full work available at URL: https://doi.org/10.1007/bf01009681
OpenAlex ID: W2040931736
description: scientific article; zbMATH DE number 3944979