The Tale of Stochastic Linearization Technique: Over Half a Century of Progress View Full Text


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Chapter Info

DATE

2012

AUTHORS

Isaac Elishakoff , Lova Andriamasy

ABSTRACT

Developments in stochastic linearization since its inception in 1953 are summarized in this review paper along with the new, statistical orthogonality based derivation of the method. The developments that are described in this review mostly took place after extensive accounts on the classical version of the stochastic linearization technique, such as the monographs by Roberts and Spanos (1990), and by Socha (2008), and the review articles by Socha (2005) and Crandall (2006), have been published the recent decade. This essay is an updated version of our previous reviews (1995, 2000) along with the new derivation of the formulas of the classical stochastic linearization technique. More... »

PAGES

115-189

References to SciGraph publications

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  • Book

    TITLE

    Nondeterministic Mechanics

    ISBN

    978-3-7091-1305-9
    978-3-7091-1306-6

    Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1007/978-3-7091-1306-6_3

    DOI

    http://dx.doi.org/10.1007/978-3-7091-1306-6_3

    DIMENSIONS

    https://app.dimensions.ai/details/publication/pub.1050618946


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