Generalizations and Extensions of the Fokker-Planck-Kolmogorov Equations PDF Download

Author: Robert F. Pawula
Publisher:
ISBN:
Category :
Languages : en
Pages : 260

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Author: Howard Rodean
Publisher: Springer
ISBN: 1935704117
Category : Science
Languages : en
Pages : 86

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This book is intended to give atmospheric scientists a basic understanding of the physical and mathematical foundations of stochastic Lagrangian models of turbulent diffusion. It presents the reader with the historical context of the topic, and it provides definitions, criteria and applications for stochastic diffusion.

Author: James H. Luscombe
Publisher: CRC Press
ISBN: 1040118798
Category : Science
Languages : en
Pages : 257

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Statistical mechanics provides a framework for relating the properties of macroscopic systems (large collections of atoms, such as in a solid) to the microscopic properties of its parts. However, what happens when macroscopic systems are not in thermal equilibrium, where time is not only a relevant variable, but also essential? That is the province of nonequilibrium statistical mechanics – there are many ways for systems to be out of equilibrium! The subject is governed by fewer general principles than equilibrium statistical mechanics and consists of a number of different approaches for describing nonequilibrium systems. Financial markets are analyzed using methods of nonequilibrium statistical physics, such as the Fokker-Planck equation. Any system of sufficient complexity can be analyzed using the methods of nonequilibrium statistical mechanics. The Boltzmann equation is used frequently in the analysis of systems out of thermal equilibrium, from electron transport in semiconductors to modeling the early Universe following the Big Bang. This book provides an accessible yet very thorough introduction to nonequilibrium statistical mechanics, building on the author's years of teaching experience. Covering a broad range of advanced, extension topics, it can be used to support advanced courses on statistical mechanics, or as a supplementary text for core courses in this field. Key Features: Features a clear, accessible writing style which enables the author to take a sophisticated approach to the subject, but in a way that is suitable for advanced undergraduate students and above Presents foundations of probability theory and stochastic processes and treats principles and basic methods of kinetic theory and time correlation functions Accompanied by separate volumes on thermodynamics and equilibrium statistical mechanics, which can be used in conjunction with this book

Author: Cho W.S. To
Publisher: CRC Press
ISBN: 0415898978
Category : Technology & Engineering
Languages : en
Pages : 314

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This second edition of the book, Nonlinear Random Vibration: Analytical Techniques and Applications, expands on the original edition with additional detailed steps in various places in the text. It is a first systematic presentation on the subject. Its features include: • a concise treatment of Markovian and non- Markovian solutions of nonlinear stochastic differential equations, • exact solutions of Fokker-Planck-Kolmogorov equations, • methods of statistical linearization, • statistical nonlinearization techniques, • methods of stochastic averaging, • truncated hierarchy techniques, and • an appendix on probability theory. A special feature is its incorporation of detailed steps in many examples of engineering applications. Targeted audience: Graduates, research scientists and engineers in mechanical, aerospace, civil and environmental (earthquake, wind and transportation), automobile, naval, architectural, and mining engineering.

Author: Soong
Publisher: Academic Press
ISBN: 0080956122
Category : Computers
Languages : en
Pages : 343

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Random Differential Equations in Science and Engineering

Author: C. T. Leondes
Publisher: Elsevier
ISBN: 1483194663
Category : Technology & Engineering
Languages : en
Pages : 439

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Advances in Control Systems: Theory and Applications, Volume 5 provides information pertinent to the significant progress in the field of control and systems theory and applications. This book presents the problem of the optimal control of a system. Organized into six chapters, this volume begins with an overview of the fundamental conditions in the calculus of variations that are basic to the optimal control problem. This text then examines one of the basic problems in control and systems theory in general. Other chapters consider a number of rather basic results in optimal nonlinear filtering and describe the characteristic function of the state of vector of a nonlinear system. This book discusses as well a significant application area of control and systems theory, which is the optimal control of nuclear reactors. The final chapter deals with optimal control with bounds on the state variables. This book is a valuable resource for practicing engineers.

Author: Andrea Puglisi
Publisher: MDPI
ISBN: 3038970573
Category :
Languages : en
Pages : 335

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This book is a printed edition of the Special Issue "Thermodynamics and Statistical Mechanics of Small Systems" that was published in Entropy

Author: Maybeck
Publisher: Academic Press
ISBN: 0080956513
Category : Mathematics
Languages : en
Pages : 307

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Stochastic Models: Estimation and Control: v. 2

Author: Thomas G. Hallam
Publisher: Springer Science & Business Media
ISBN: 3642698883
Category : Mathematics
Languages : en
Pages : 455

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There isprobably no more appropriate location to hold a course on mathematical ecology than Italy, the countryofVito Volterra, a founding father ofthe subject. The Trieste 1982Autumn Course on Mathematical Ecology consisted of four weeksofvery concentrated scholasticism and aestheticism. The first weeks were devoted to fundamentals and principles ofmathematicalecology. A nucleusofthe material from the lectures presented during this period constitutes this book. The final week and a half of the Course was apportioned to the Trieste Research Conference on Mathematical Ecology whose proceedings have been published as Volume 54, Lecture Notes in Biomathematics, Springer-Verlag. The objectivesofthe first portionofthe course wereambitious and, probably, unattainable. Basic principles of the areas of physiological, population, com munitY, and ecosystem ecology that have solid ecological and mathematical foundations were to be presented. Classical terminology was to be introduced, important fundamental topics were to be developed, some past and some current problems of interest were to be presented, and directions for possible research were to be provided. Due to time constraints, the coverage could not be encyclopedic;many areas covered already have merited treatises of book length. Consequently, preliminary foundation material was covered in some detail, but subject overviewsand area syntheseswerepresented when research frontiers were being discussed. These lecture notes reflect this course philosophy.

Author: Cho W.S. To
Publisher: CRC Press
ISBN: 9789026516375
Category : Technology & Engineering
Languages : en
Pages : 268

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Book Description
This is a systematic presentation of several classes of analytical techniques in non-linear random vibration. The book also includes a concise treatment of Markovian and non-Markovian solutions of non-linear differential equations.