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Deterministic Systems and Input

In: Stochastic Calculus

Author

Listed:
  • Mircea Grigoriu

    (Cornell University School of Civil and Environmental Engineering)

Abstract

The current state of a system is commonly given by the solution of a deterministic differential, algebraic, or integral equation. For example, the functions giving the displacements of the points of a solid satisfy partial differential equations obtained from equilibrium conditions, kinematic constraints, and material constitutive laws. Generally, it is not possible to solve analytically the equations defining the system state. Numerical methods are needed for their solution. Most numerical methods are global that is, they determine the solution everywhere or at a large number of points in a system even if the solution is needed at a single point.

Suggested Citation

  • Mircea Grigoriu, 2002. "Deterministic Systems and Input," Springer Books, in: Stochastic Calculus, chapter 0, pages 343-427, Springer.
    • Handle: RePEc:spr:sprchp:978-0-8176-8228-6_6
    DOI: 10.1007/978-0-8176-8228-6_6
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