| Edition |
1. ed. |
| Description |
1 online resource (xiv, 396 pages) : illustrations. |
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text txt rdacontent |
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computer c rdamedia |
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online resource cr rdacarrier |
| Series |
Elsevier insights |
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Elsevier insights.
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| Summary |
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 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. |
| Bibliography |
Includes bibliographical references. |
| Contents |
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. |
| Note |
Print version record. |
| Subject |
Stochastic processes.
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Stochastic systems.
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Random dynamical systems.
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Processus stochastiques.
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Systèmes stochastiques.
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Systèmes dynamiques aléatoires.
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SCIENCE -- Physics -- Mathematical & Computational.
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Random dynamical systems
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Stochastic processes
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Stochastic systems
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| Added Author |
Kliatskin, V. I. (Valeri Isaakovich)
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| Other Form: |
Print version: Lectures on dynamics of stochastic systems. 1. ed. Burlington, MA : Elsevier, 2011 9780123849663 (OCoLC)649801048 |
| ISBN |
9780123849670 (electronic bk.) |
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0123849675 (electronic bk.) |
| Standard No. |
AU@ 000047500092 |
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CHBIS 006513942 |
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CHDSB 005985442 |
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CHVBK 174452381 |
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DEBBG BV039827505 |
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DEBBG BV042300921 |
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DEBSZ 367763958 |
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NZ1 13642325 |
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NZ1 15187994 |
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