
Lectures on Dynamics of Stochastic Systems
Description
Key Features
- 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
Readership
Table of 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-correlated
in time
Lecture 9. Methods for solving and analyzing the Fokker-Planck
equation
Lecture 10. Some other approximate approaches to the problems of
statistical 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
Product details
- No. of pages: 410
- Language: English
- Copyright: © Elsevier 2010
- Published: September 9, 2010
- Imprint: Elsevier
- Hardcover ISBN: 9780123849663
- eBook ISBN: 9780123849670
About the Author
Valery Klyatskin
Affiliations and Expertise
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