contributor author | Jun H. Park | |
contributor author | N. Sri Namachchivaya | |
contributor author | Natasha Neogi | |
date accessioned | 2017-05-09T00:26:18Z | |
date available | 2017-05-09T00:26:18Z | |
date copyright | December, 2007 | |
date issued | 2007 | |
identifier issn | 1048-9002 | |
identifier other | JVACEK-28890#803_1.pdf | |
identifier uri | http://yetl.yabesh.ir/yetl/handle/yetl/137087 | |
description abstract | This work is concerned with the similarity between the two important reduction schemes: optimal prediction and stochastic averaging. To this end, we consider a randomly perturbed Hamiltonian system and derive a generalized Langevin equation from a Kolmogorov backward equation. We then show the similarity by adopting conditional expectation as our projection operator in the generalized Langevin equation. The characteristics of the conditional expectation play a central role in our study. | |
publisher | The American Society of Mechanical Engineers (ASME) | |
title | Stochastic Averaging and Optimal Prediction | |
type | Journal Paper | |
journal volume | 129 | |
journal issue | 6 | |
journal title | Journal of Vibration and Acoustics | |
identifier doi | 10.1115/1.2748777 | |
journal fristpage | 803 | |
journal lastpage | 807 | |
identifier eissn | 1528-8927 | |
keywords | Noise (Sound) | |
keywords | Equations | |
keywords | Density | |
keywords | Dynamics (Mechanics) | |
keywords | Formulas AND Generators | |
tree | Journal of Vibration and Acoustics:;2007:;volume( 129 ):;issue: 006 | |
contenttype | Fulltext | |