Nonlinear Stochastic dynamics and control in Hamiltonian formulation

作者：Zhu W Q^*

来源：Applied Mechanics Reviews, 2006, 59(1-6): 230-248.

DOI：10.1115/1.2193137

The significant advances in nonlinear stochastic dynamics and control in Hamiltonian formulation during the past decade are reviewed. The exact stationary solutions and equivalent nonlinear system method of Gaussian-white -noises excited and dissipated Hamiltonian systems, the stochastic averaging method for quasi Hamiltonian systems, the stochastic stability, stochastic bifurcation, first-passage time and nonlinear stochastic optimal control of quasi Hamiltonian systems are summarized. Possible extension and applications of the theory are pointed out. This review article cites 158 references.

• 出版日期2006
• 单位浙江大学