ON AN ALTERNATIVE METHOD FOR APPROXIMATE SOLUTION OF LINEAR STOCHASTIC DIFFERENTIAL-EQUATIONS

被引：0

作者：

STAHLBERG, J

机构：

[1] Zentralinstitut für Astrophysik, Potsdam

来源：

ASTRONOMISCHE NACHRICHTEN | 1992年 / 313卷 / 01期

关键词：

PHYSICS; TURBULENCE; REYNOLD METHOD;

D O I：

10.1002/asna.2113130108

中图分类号：

P1 [天文学];

学科分类号：

0704 ;

摘要：

An approximate method for solving formal linear stochastic differential equations of first order is proposed. On the basis of the Reynold averaging technique, the stochastic differential equation is transformed into an-infinite hierarchical system. This infinite system is cut off in such a manner that uncorrelated (totally randomly) and totally correlated stochastic processes are exactly included. By this the applicability of the Reynold method is extended.

引用

页码：53 / 56

页数：4

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