Lectures on Dynamics of Stochastic Systems
By- Valery Klyatskin, 1988 Research Professor of Theoretical and Mathematical Physics, Russian Academy of Science; 1977 D. Sc. in Physical and Mathematical Sciences, Acoustical Institute, Russian Academy of Science; 1968 Ph.D. in Physical and Mathematical Sciences, Institute of Atmospheric Physics Russian Academy of Science; 1964 M.Sc. in Theoretical Physics, Moscow Institute of Physics and Technology (FIZTEX)., Russian Academy of Science, Russia
Hardbound, 410 Pages
Published: September 2010
Imprint: Elsevier
ISBN: 978-0-12-384966-3
Contents
Introduction
Part I: Dynamical description of stochastic systems
Lecture 1. Examples, basic problems, peculiar features of solutions
Lecture 2. Solution dependence on problem type, medium parameters, and initial data
Lecture 3. Indicator function and Liouville
Part II: Statistical description of stochastic systems
Lecture 4. Random quantities, processes, and fields
Lecture 5. Correlation splitting
Lecture 6. General approaches to analyzing stochastic systems
Lecture 7. Stochastic equations with the Markovian fluctuations of
parameters Lecture 8. Approximation of Gaussian random field delta-correlatedin time
Lecture 9. Methods for solving and analyzing the Fokker-Planck
equation Lecture 10. Some other approximate approaches to the problems ofstatistical hydrodynamics
Part III: Examples of coherent phenomena in stochastic dynamic systems 269
Lecture 11. Passive tracer clustering and diffusion in random hydrodynamic and magnetohydrodynamic flows
Lecture 12. Wave localization in randomly layered media
Lecture 13. Caustic structure of wavefield in random media
Bibliography
