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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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Kli͡at͡skin, V. I. (Valeriĭ Isaakovich)
Format: Electronic eBook
Language:Inglés
Published: Amsterdam : Elsevier, 2005.
Edition:1st ed.
Subjects:
Stochastic analysis.
Statistical physics.
Stochastic processes.
Analyse stochastique.
Physique statistique.
Processus stochastiques.
MATHEMATICS > Probability & Statistics > General.
Statistical physics
Stochastic analysis
Stochastic processes
Online Access:Texto completo
Table of Contents:
  • Contents
  • Preface
  • Introduction
  • I Dynamical description of stochastic systems
  • 1 Examples, basic problems, peculiar features of solutions
  • 2 Indicator function and Liouville equation
  • 3 Random quantities, processes and fields
  • 4 Correlation splitting
  • 5 General approaches to analyzing stochastic dynamic systems
  • 6 Stochastic equations with the Markovian fluctuations of parameters
  • 7 Gaussian random field delta-correlated in time (ordinary differential equations)
  • 8 Methods for solving and analyzing the Fokker-Planck equation
  • 9 Gaussian delta-correlated random field (causal integral equations)
  • 10 Diffusion approximation
  • 11 Passive tracer clustering and diffusion in random hydrodynamic flows
  • 12 Wave localization in randomly layered media
  • 13 Wave propagation in random inhomogeneous medium
  • 14 Some problems of statistical hydrodynamics
  • V Appendix
  • A Variation (functional) derivatives
  • B Fundamental solutions of wave problems in empty and layered media
  • C Imbedding method in boundary-value wave problems 380
  • Bibliography
  • Index.

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