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Original Articles

A NUMERICAL METHOD FOR PROPAGATION OF UNCERTAINTY IN NONLINEAR SYSTEMS

Pages 265-280 | Received 05 May 1986, Accepted 30 Nov 1986, Published online: 19 Oct 2007

REFERENCES

  • H. Haken , Synergetics , Third Edition , Springer-Verlag , Berlin , 1983 , p. 158ff .
  • P. Maybeck , Stochastic Models, Estimation and Control , Vol. 1 , Academic Press , New York , 1979 , p. 163ff .
  • C. T. Chen , Introduction to Linear System Theory , Holt, Rinehart, and Winston , New York , 1970 , ch. 4 .
  • W. Press , B. Flannery , S. Teukolsky , W. Vettering , Numerical Recipes, The Art of Scientific Computing , Cambridge University Press , Cambridge , 1986 , p. 628 .
  • Ibid. , p. 637 .
  • J. F. Botha , G. F. Pinder , Fundamental Concepts in the Numerical Solution of Differential Equations , Wiley , New York . 1983 , p. 126ff .
  • Maybeck , op. cit. , p. 167 .
  • Ibid. , p. 165 .
  • Abramowitz and Stegun , Handbook of Mathematical Functions , National Bureau of Standards , Washington . 1968 .
  • Computed using formulae from Press , et. al., op. cit ., p. 125 .
  • Press, et. al. , op. cit. , p. 251ff .
  • Ibid. , p. 270 .
  • T. Fowler , Stochastic Control of Nonlinear Systems , Sc.D. Dissertation , George Washington University , Washington , DC , 1985 , pp. 138 – 140 .
  • A. J. Lichtenberg and M. A. Lieberman , Regular and Stochastic Motion , Springer-Verlag , New York , 1983 . p. 46ff .
  • E. Lorenz . “ Deterministic nonperiodic flow. ” J. Atmos. Sci , 20 , 130 , 1963 .
  • Fowler , op. cit. , p. 137ff .

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