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. The well known example of Brownian particle suspended in...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Klyatskin, Valery I.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Burlington : Elsevier, 2005.
Temas:
Statistical physics.
Stochastic analysis.
Stochastic processes.
Physique statistique.
Analyse stochastique.
Processus stochastiques.
Statistical physics
Stochastic analysis
Stochastic processes
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Front Cover; DYNAMICS OF STOCHASTIC SYSTEMS; Copyright Page; Preface; Contents; Introduction; Part I: Dynamical description of stochastic systems; Chapter 1. Examples, basic problems, peculiar features of solutions; Chapter 2. Solution dependence on problem type, medium parameters, and initial data; Chapter 3. Indicator function and Liouville equation; Part II: Statistical description of stochastic systems; Chapter 4. Random quantities, processes and fields; Chapter 5. Correlation splitting; Chapter 6. General approaches to analyzing stochastic dynamic systems.
  • Chapter 7. Stochastic equations with the Markovian fluctuations of parametersChapter 8. Gaussian delta-correlated random field (ordinary differential equations); Chapter 9. Methods for solving and analyzing the Fokker-Planck equation; Chapter 10. Gaussian delta-correlated random field (causal integral equations); Part III: Examples of coherent phenomena in stochastic dynamic systems; Chapter 11. Passive tracer clustering and diffusion in random.

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