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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Kl�i�a�t�skin, V. I. (Valeri�i Isaakovich)
Formato: Electrónico eBook
Idioma:Inglés
Ruso
Publicado: Burlington, MA : Elsevier, 2011.
Edición:1. ed.
Colección:Elsevier insights.
Temas:
Stochastic processes.
Stochastic systems.
Random dynamical systems.
Processus stochastiques.
Syst�emes stochastiques.
Syst�emes dynamiques al�eatoires.
SCIENCE > Physics > Mathematical & Computational.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • Part I: Dynamical description of stochastic systems
  • 1. Examples, basic problems, peculiar features of solutions
  • 2. Solution dependence on problem type, medium parameters, and initial data
  • 3. Indicator function and Liouville
  • Part II: Statistical description of stochastic systems
  • 4. Random quantities, processes, and fields
  • 5. Correlation splitting
  • 6. General approaches to analyzing stochastic systems
  • 7. Stochastic equations with the Markovian fluctuations of
  • parameters
  • 8. Approximation of Gaussian random field delta-correlated in time
  • 9. Methods for solving and analyzing the Fokker-Planck equation
  • 10. Some other approximate approaches to the problems of statistical hydrodynamics
  • Part III: Examples of coherent phenomena in stochastic dynamic systems
  • 11. Passive tracer clustering and diffusion in random hydrodynamic and magnetohydrodynamic flows
  • 12. Wave localization in randomly layered media
  • 13. Caustic structure of wavefield in random media.

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