Objectif A collaboration of mathematicians and engineers has been organized in the field of stochastic analysis. The aim was to provide an expert literature on the subject, and this has been realized, with the publication of a collection of research work. The emphasis has been on work of practical value in solving problems in engineering. The following topics have been presented: the approximation and generation of stationary vector processes; numerical methods and mathematical aspects for simulation of Gaunian vector fields; simulation and numerical analysis of stochastic differential systems; Liapunov exponents indicate stability and detect stochastic bifurcation; pitchfork and Hopf bifurcation in stochastic systems; stochastic centre manifolds as a tool in a stochastic bifurcation theory; pullback of measures and singular conditioning; adaptive suboptimal parametric control for nonlinear stochastic systems; optimal ergodic control and nonlinear stochastic systems; exact stationary response of multidimensional nonlinear Hamiltonian dynamical systems; power spectra of nonlinear systems and analysis via generalized Hermite polynomials; uniform convergence of the series expansion of orthogonal polynomials; the time evolution of radom fields in stochastic quantum mechanics; stochastic dynamics of hysteric media; numerical simulation of homogeneous non Gaussian random vector fields; a rapid Wien solver; Liapunor exponents for a class of hyperbolic random equations; a new approach to stochastic modelling. Champ scientifique natural sciencesphysical sciencesquantum physicsnatural sciencesmathematicsapplied mathematicsdynamical systemsnatural sciencesmathematicsapplied mathematicsnumerical analysis Programme(s) FP1-STIMULATION 1C - Plan (EEC) to stimulate European scientific and technical cooperation and interchange, 1985-1988 Thème(s) Data not available Appel à propositions Data not available Régime de financement CSC - Cost-sharing contracts Coordinateur UNIVERSITE PIERRE ET MARIE CURIE - PARIS VI Contribution de l’UE Aucune donnée Adresse Place Jussieu 4 75252 PARIS France Voir sur la carte Coût total Aucune donnée Participants (1) Trier par ordre alphabétique Trier par contribution de l’UE Tout développer Tout réduire UNIVERSITAET KARLSRUHE (TECHNISCHE HOCHSCHULE) Allemagne Contribution de l’UE Aucune donnée Adresse Kaiserstrasse 12 76128 KARLSRUHE Voir sur la carte Liens Site web Opens in new window Coût total Aucune donnée