For most cases of interest, exact solutions to nonlinear equations describing stochastic dynamical systems are not available. This book details the relatively simple and popular linearization techniques available, covering theory as well as application. It examines models with continuous external and parametric excitations, those that cover the majority of known approaches.

Linearization Methods for Stochastic Dynamic Systems (Lecture Notes in Physics, 730)

Socha, Leslaw

Reference

Springer

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Linearization Methods for Stochastic Dynamic Systems (Lecture Notes in Physics, 730)