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.
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页码：53 / 56
页数：4
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