Deterministic Systems and Input

Mircea Grigoriu
Additional contact information
Mircea Grigoriu: Cornell University School of Civil and Environmental Engineering

Chapter Chapter 6 in Stochastic Calculus, 2002, pp 343-427 from Springer

Abstract: Abstract The current state of a system is commonly given by the solution of a deterministic differential, algebraic, or integral equation. For example, the functions giving the displacements of the points of a solid satisfy partial differential equations obtained from equilibrium conditions, kinematic constraints, and material constitutive laws. Generally, it is not possible to solve analytically the equations defining the system state. Numerical methods are needed for their solution. Most numerical methods are global that is, they determine the solution everywhere or at a large number of points in a system even if the solution is needed at a single point.

Keywords: Brownian Motion; Local Solution; Sample Path; Transition Probability Matrix; Deterministic System (search for similar items in EconPapers)
Date: 2002
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-8176-8228-6_6

Ordering information: This item can be ordered from
http://www.springer.com/9780817682286

DOI: 10.1007/978-0-8176-8228-6_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().