Stochastic Equations through the Eye of the Physicist PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Stochastic Equations through the Eye of the Physicist PDF full book. Access full book title Stochastic Equations through the Eye of the Physicist by Valery I. Klyatskin. Download full books in PDF and EPUB format.
Author: Valery I. Klyatskin Publisher: Elsevier ISBN: 0080457649 Category : Science Languages : en Pages : 557
Book Description
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 fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere. Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields. 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 raises a host of challenging mathematical issues. One could rarely solve such systems exactly (or approximately) in a closed analytic form, and their solutions depend in a complicated implicit manner on the initial-boundary data, forcing and system's (media) parameters . In mathematical terms such solution becomes a complicated "nonlinear functional" of random fields and processes. Part I gives mathematical formulation for the basic physical models of transport, diffusion, propagation and develops some analytic tools. Part II and III sets up and applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to those models, to produce exact or approximate solutions, or in worst case numeric procedures. The exposition is motivated and demonstrated with numerous examples. Part IV takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations, like wave propagation in randomly layered media (localization), turbulent advection of passive tracers (clustering), wave propagation in disordered 2D and 3D media. For the sake of reader I provide several appendixes (Part V) that give many technical mathematical details needed in the book. - For scientists dealing with stochastic dynamic systems in different areas, such as hydrodynamics, acoustics, radio wave physics, theoretical and mathematical physics, and applied mathematics - The theory of stochastic in terms of the functional analysis - Referencing those papers, which are used or discussed in this book and also recent review papers with extensive bibliography on the subject
Author: Valery I. Klyatskin Publisher: Elsevier ISBN: 0080457649 Category : Science Languages : en Pages : 557
Book Description
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 fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere. Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields. 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 raises a host of challenging mathematical issues. One could rarely solve such systems exactly (or approximately) in a closed analytic form, and their solutions depend in a complicated implicit manner on the initial-boundary data, forcing and system's (media) parameters . In mathematical terms such solution becomes a complicated "nonlinear functional" of random fields and processes. Part I gives mathematical formulation for the basic physical models of transport, diffusion, propagation and develops some analytic tools. Part II and III sets up and applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to those models, to produce exact or approximate solutions, or in worst case numeric procedures. The exposition is motivated and demonstrated with numerous examples. Part IV takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations, like wave propagation in randomly layered media (localization), turbulent advection of passive tracers (clustering), wave propagation in disordered 2D and 3D media. For the sake of reader I provide several appendixes (Part V) that give many technical mathematical details needed in the book. - For scientists dealing with stochastic dynamic systems in different areas, such as hydrodynamics, acoustics, radio wave physics, theoretical and mathematical physics, and applied mathematics - The theory of stochastic in terms of the functional analysis - Referencing those papers, which are used or discussed in this book and also recent review papers with extensive bibliography on the subject
Author: Valery I. Klyatskin Publisher: Springer ISBN: 331907590X Category : Technology & Engineering Languages : en Pages : 489
Book Description
In some cases, certain coherent structures can exist in stochastic dynamic systems almost in every particular realization of random parameters describing these systems. Dynamic localization in one-dimensional dynamic systems, vortexgenesis (vortex production) in hydrodynamic flows, and phenomenon of clustering of various fields in random media (i.e., appearance of small regions with enhanced content of the field against the nearly vanishing background of this field in the remaining portion of space) are examples of such structure formation. The general methodology presented in Volume 1 is used in Volume 2 Coherent Phenomena in Stochastic Dynamic Systems to expound the theory of these phenomena in some specific fields of stochastic science, among which are hydrodynamics, magnetohydrodynamics, acoustics, optics, and radiophysics. The material of this volume includes particle and field clustering in the cases of scalar (density field) and vector (magnetic field) passive tracers in a random velocity field, dynamic localization of plane waves in layered random media, as well as monochromatic wave propagation and caustic structure formation in random media in terms of the scalar parabolic equation.
Author: Valery I. Klyatskin Publisher: Elsevier ISBN: 0123849675 Category : Science Languages : en Pages : 411
Book Description
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 the 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
Author: Trifce Sandev Publisher: World Scientific ISBN: 9811252963 Category : Mathematics Languages : en Pages : 292
Book Description
This book aims to provide an overview of the special functions of fractional calculus and their applications in diffusion and random search processes. The book contains detailed calculations for various examples of anomalous diffusion, random search and stochastic resetting processes, which can be easily followed by the reader, who will be able to reproduce the obtained results. The book will be intended for advanced undergraduate and graduate students and researchers in physics, mathematics and other natural sciences due to the various examples which will be provided in the book.
Author: Valery I. Klyatskin Publisher: Elsevier ISBN: 008050485X Category : Science Languages : en Pages : 211
Book Description
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 fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.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 raises a host of challenging mathematical issues. One could rarely solve such systems exactly (or approximately) in a closed analytic form, and their solutions depend in a complicated implicit manner on the initial-boundary data, forcing and system's (media) parameters . In mathematical terms such solution becomes a complicated "nonlinear functional" of random fields and processes.Part I gives mathematical formulation for the basic physical models of transport, diffusion, propagation and develops some analytic tools.Part II sets up and applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to those models, to produce exact or approximate solutions, or in worst case numeric procedures. The exposition is motivated and demonstrated with numerous examples.Part III takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations, like wave propagation in randomly layered media (localization), turbulent advection of passive tracers (clustering).Each chapter is appended with problems the reader to solve by himself (herself), which will be a good training for independent investigations.·This book is translation from Russian and is completed with new principal results of recent research.·The book develops mathematical tools of stochastic analysis, and applies them to a wide range of physical models of particles, fluids, and waves.·Accessible to a broad audience with general background in mathematical physics, but no special expertise in stochastic analysis, wave propagation or turbulence
Author: Vladimir I. Bogachev Publisher: American Mathematical Soc. ISBN: 1470425580 Category : Mathematics Languages : en Pages : 495
Book Description
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Author: Victor Raizer Publisher: CRC Press ISBN: 1000458806 Category : Technology & Engineering Languages : en Pages : 293
Book Description
This book offers a unique multidisciplinary integration of the physics of turbulence and remote sensing technology. Remote Sensing of Turbulence provides a new vision on the research of turbulence and summarizes the current and future challenges of monitoring turbulence remotely. The book emphasizes sophisticated geophysical applications, detection, and recognition of complex turbulent flows in oceans and the atmosphere. Through several techniques based on microwave and optical/IR observations, the text explores the technological capabilities and tools for the detection of turbulence, their signatures, and variability. FEATURES Covers the fundamental aspects of turbulence problems with a broad geophysical scope for a wide audience of readers Provides a complete description of remote-sensing capabilities for observing turbulence in the earth’s environment Establishes the state-of-the-art remote-sensing techniques and methods of data analysis for turbulence detection Investigates and evaluates turbulence detection signatures, their properties, and variability Provides cutting-edge remote-sensing applications for space-based monitoring and forecasts of turbulence in oceans and the atmosphere This book is a great resource for applied physicists, the professional remote sensing community, ecologists, geophysicists, and earth scientists.
Author: Moshe Gitterman Publisher: World Scientific ISBN: 9814630764 Category : Science Languages : en Pages : 157
Book Description
Stochastic descriptions of a harmonic oscillator can be obtained by adding additive noise, or/and three types of multiplicative noise: random frequency, random damping and random mass. The first three types of noise were intensively studied in many published articles. In this book the fourth case, that of random mass, is considered in the context of the harmonic oscillator and its immediate nonlinear generalization — the pendulum. To our knowledge it is the first book fully dedicated to this problem.Two interrelated methods, the Langevin equation and the Fokker-Planck equations, as well as the Lyapunov stability method are used for the mathematical analysis. After a short introduction, the two main parts of the book describe the different properties of the random harmonic oscillator and the random pendulum with random masses. As an example, the stochastic resonance is studied, where the noise plays an unusual role, increasing the applied weak periodic signal, and also the vibration resonance in dynamic systems, where the role of noise is played by the second high-frequency periodic signal.First and second averaged moments have been calculated for a system with different types of additive and multiplicative noises, which define the stability of a system. The calculations have been extended to two multiplicative noises and to quadratic noise. This book is useful for students and scientists working in different fields of statistical physics.
Author: Victor Yu Korolev Publisher: Walter de Gruyter ISBN: 9789067644495 Category : Plasma turbulence Languages : en Pages : 424
Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
Author: Valery I. Klyatskin
Author: Valery I. Klyatskin
Author: Valery I. Klyatskin
Author: Valery I. Klyatskin
Author: Trifce Sandev
Author: Valery I. Klyatskin
Author: Vladimir I. Bogachev
Author: Victor Raizer
Author: Moshe Gitterman
Author: Victor Yu Korolev
Author: