A variational approach to stochastic nonlinear problems
type: Item
instance of: scholarly article
title: A variational approach to stochastic nonlinear problems
zbMATH Open document ID: 0629.60069
DOI: 10.1007/BF01010460
author: R. Phythian
author: W. D. Curtis
published in: Journal of Statistical Physics
publication date: 1986-01-01T00:00:00Z
review text: A variational principle is formulated which enables the mean value and higher moments of the solution of a stochastic nonlinear differential equation to be expressed as stationary values of certain quantities. Approximations are generated by using suitable trial functions in this variational principle and some of these are investigated numerically for the case of a Bernoulli oscillator driven by white noise. Comparison with exact data available for this system shows that the variational approach to such problems can be quite effective.
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 4024442
zbMATH Keywords: trial functions
zbMATH Keywords: statistical linearization
zbMATH Keywords: variational principle
zbMATH Keywords: Bernoulli oscillator
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4024442