Lectures on Dynamics of Stochastic Systems

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial data. This book is a revised and more comprehensive version of Dynamics of Stochastic Systems. Part I provides an introduction to the topic. Part II is devoted to the general theory of statistical analysis of dynamic systems with fluctuating parameters described by differential and integral equations. Part III deals with the analysis of specific physical problems associated with coherent phenomena. A comprehensive update of Dynamics of Stochastic Systems Develops mathematical tools of stochastic analysis and applies them to a wide range of physical models of particles, fluids and waves Includes problems for the reader to solve

Produk Detail:

  • Author : Valery I. Klyatskin
  • Publisher : Elsevier
  • Pages : 410 pages
  • ISBN : 9780123849670
  • Rating : 4/5 from 21 reviews
CLICK HERE TO GET THIS BOOKLectures on Dynamics of Stochastic Systems

Lectures on Dynamics of Stochastic Systems

Lectures on Dynamics of Stochastic Systems
  • Author : Valery I. Klyatskin
  • Publisher : Elsevier
  • Release : 09 September 2010
GET THIS BOOKLectures on Dynamics of Stochastic Systems

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The fundamental problem of stochastic dynamics is to identify the essential characteristics of the system (its state and evolution), and relate those to the input parameters of the system and initial

Fundamentals of Stochastic Nature Sciences

Fundamentals of Stochastic Nature Sciences
  • Author : Valery I. Klyatskin
  • Publisher : Springer
  • Release : 28 April 2017
GET THIS BOOKFundamentals of Stochastic Nature Sciences

This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1

Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1
  • Author : Valery I. Klyatskin
  • Publisher : Springer
  • Release : 14 July 2014
GET THIS BOOKStochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1

This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings. Ideas of statistical topography are used to discuss general issues of generating coherent

Probabilistic Methods In The Theory Of Structures: Strength Of Materials, Random Vibrations, And Random Buckling

Probabilistic Methods In The Theory Of Structures: Strength Of Materials, Random Vibrations, And Random Buckling
  • Author : Elishakoff Isaac E
  • Publisher : World Scientific
  • Release : 23 March 2017
GET THIS BOOKProbabilistic Methods In The Theory Of Structures: Strength Of Materials, Random Vibrations, And Random Buckling

The first edition of this book appeared over three decades ago (Wiley-Interscience, 1983), whereas the second one saw light on the verge of new millennium (Dover, 1999). This is third, corrected and expanded edition that appears in conjunction with its companion volume Probabilistic Methods in the Theory of Structures: Complete Worked-Through Solutions. Thus, the reader is able to both get acquainted with the theoretical material and be able to master some of the problems, following Chinese dictum: I hear and I forget.

Chaos and Complex Systems

Chaos and Complex Systems
  • Author : Stavros G. Stavrinides,Santo Banerjee,Suleyman Hikmet Caglar,Mehmet Ozer
  • Publisher : Springer Science & Business Media
  • Release : 19 March 2013
GET THIS BOOKChaos and Complex Systems

Complexity Science and Chaos Theory are fascinating areas of scientific research with wide-ranging applications. The interdisciplinary nature and ubiquity of complexity and chaos are features that provides scientists with a motivation to pursue general theoretical tools and frameworks. Complex systems give rise to emergent behaviors, which in turn produce novel and interesting phenomena in science, engineering, as well as in the socio-economic sciences. The aim of all Symposia on Chaos and Complex Systems (CCS) is to bring together scientists, engineers,

Dynamics of Stochastic Systems

Dynamics of Stochastic Systems
  • Author : Valery I. Klyatskin
  • Publisher : Elsevier
  • Release : 17 March 2005
GET THIS BOOKDynamics of Stochastic Systems

Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scattering in randomly

Nonlinear Dynamics in Engineering Systems

Nonlinear Dynamics in Engineering Systems
  • Author : Werner Schiehlen
  • Publisher : Springer Science & Business Media
  • Release : 06 December 2012
GET THIS BOOKNonlinear Dynamics in Engineering Systems

The International Union of Theoretical and Applied Mechanics (IUTAM) initiated and sponsored an International Symposium on Nonlinear Dynamics in Engineering Systems held in 1989 in Stuttgart, FRG. The Symposium was intended to bring together scientists working in different fields of dynamics to exchange ideas and to discuss new trends with special emphasis on nonlinear dynamics in engineering systems. A Scientific Committee was appointed by the Bureau of IUTAM with the following members: S. Arimoto (Japan), F.L. Chernousko (USSR), P.J.

Nonlinear Dynamics: From Lasers to Butterflies

Nonlinear Dynamics: From Lasers to Butterflies
  • Author : R Ball,N Akhmediev
  • Publisher : World Scientific
  • Release : 22 May 2003
GET THIS BOOKNonlinear Dynamics: From Lasers to Butterflies

This book is an inspirational introduction to modern research directions and scholarship in nonlinear dynamics, and will also be a valuable reference for researchers in the field. With the scholarly level aimed at the beginning graduate student, the book will have broad appeal to those with an undergraduate background in mathematical or physical sciences. In addition to pedagogical and new material, each chapter reviews the current state of the area and discusses classic and open problems in engaging, surprisingly non-technical

Methods And Applications Of Nonlinear Dynamics

Methods And Applications Of Nonlinear Dynamics
  • Author : A Saenz
  • Publisher : World Scientific
  • Release : 01 May 1988
GET THIS BOOKMethods And Applications Of Nonlinear Dynamics

The present volume on Methods and Applications of Nonlinear Dynamics arose mainly from lectures given at the First International Course on Nonlinear Dynamics, which took place in Medellin, Colombia, on 1-5 September 1986. The aims of the Course were to discuss some of the fundamental theoretical ideas of modem nonlinear dynamics and their application to selected areas of physics, and also to help the participants to bridge the gap between textbook presentations and the contemporary research literature. The lectures were intended

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
  • Author : Wolfgang Kliemann
  • Publisher : CRC Press
  • Release : 04 May 2018
GET THIS BOOKNonlinear Dynamics and Stochastic Mechanics

Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation

Fluid Dynamics of Viscoelastic Liquids

Fluid Dynamics of Viscoelastic Liquids
  • Author : Daniel D. Joseph
  • Publisher : Springer Science & Business Media
  • Release : 27 November 2013
GET THIS BOOKFluid Dynamics of Viscoelastic Liquids

This book is about two special topics in rheological fluid mechanics: the elasticity of liquids and asymptotic theories of constitutive models. The major emphasis of the book is on the mathematical and physical consequences of the elasticity of liquids; seventeen of twenty chapters are devoted to this. Constitutive models which are instantaneously elastic can lead to some hyperbolicity in the dynamics of flow, waves of vorticity into rest (known as shear waves), to shock waves of vorticity or velocity, to

Six Lectures on Dynamical Systems

Six Lectures on Dynamical Systems
  • Author : B Aulbach,F Colonius
  • Publisher : World Scientific
  • Release : 15 May 1996
GET THIS BOOKSix Lectures on Dynamical Systems

This volume consists of six articles covering different facets of the mathematical theory of dynamical systems. The topics range from topological foundations through invariant manifolds, decoupling, perturbations and computations to control theory. All contributions are based on a sound mathematical analysis. Some of them provide detailed proofs while others are of a survey character. In any case, emphasis is put on motivation and guiding ideas. Many examples are included. The papers of this volume grew out of a tutorial workshop

Dynamics of Evolutionary Equations

Dynamics of Evolutionary Equations
  • Author : George R. Sell,Yuncheng You
  • Publisher : Springer Science & Business Media
  • Release : 17 April 2013
GET THIS BOOKDynamics of Evolutionary Equations

The theory and applications of infinite dimensional dynamical systems have attracted the attention of scientists for quite some time. This book serves as an entrée for scholars beginning their journey into the world of dynamical systems, especially infinite dimensional spaces. The main approach involves the theory of evolutionary equations.

Deterministic Nonlinear Systems

Deterministic Nonlinear Systems
  • Author : Vadim S. Anishchenko,Tatyana E. Vadivasova,Galina I. Strelkova
  • Publisher : Springer
  • Release : 16 June 2014
GET THIS BOOKDeterministic Nonlinear Systems

This text is a short yet complete course on nonlinear dynamics of deterministic systems. Conceived as a modular set of 15 concise lectures it reflects the many years of teaching experience by the authors. The lectures treat in turn the fundamental aspects of the theory of dynamical systems, aspects of stability and bifurcations, the theory of deterministic chaos and attractor dimensions, as well as the elements of the theory of Poincare recurrences.Particular attention is paid to the analysis of the