101. Inversion of nonlinear stochastic operators
- Author
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Randolph Rach and George Adomian
- Subjects
Stochastic process ,Differential equation ,Applied Mathematics ,Mathematical analysis ,White noise ,Exponential function ,Stochastic partial differential equation ,Nonlinear system ,symbols.namesake ,symbols ,Gaussian process ,Adomian decomposition method ,Analysis ,Mathematics - Abstract
The operator-theoretic method (Adomian and Malakian, J. Math. Anal. Appl. 76(1), (1980), 183–201) recently extended Adomian's solutions of nonlinear stochastic differential equations (G. Adomian, Stochastic Systems Analysis, in “Applied Stochastic Processes,” Nonlinear Stochastic Differential Equations, J. Math. Anal. Appl. 55(1) (1976), 441–452; On the modeling and analysis of nonlinear stochastic systems, in “Proceeding, International Conf. on Mathematical Modeling.” Vol. 1, pp. 29–40) to provide an efficient computational procedure for differential equations containing polynomial, exponential, and trigonometric nonlinear terms N(y). The procedure depends on the calculation of certain quantities An and Bn. This paper generalizes the calculation of the An and Bn to much wider classes of nonlinearities of the form N(y, y′,…). Essentially, the method provides a systematic computational procedure for differential equations containing any nonlinear terms of physical significance. This procedure depends on a recurrence rule from which explicit general formulae are obtained for the quantities An and Bn for any order n in a convenient form. This paper also demonstrates the significance of the iterative series decomposition proposed by Adomian for linear stochastic operators in 1964 and developed since 1976 for nonlinear stochastic operators. Since both the nonlinear and stochastic behavior is quite general, the results are extremely significant for applications. Processes need not, for example, be limited to either Gaussian processes, white noise, or small fluctuations.
- Published
- 1983
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