Dynamics of stochastic systems
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...
| Main Author: | |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Amsterdam
Elsevier
2005, 2005
|
| Edition: | 1st ed |
| Subjects: | |
| Online Access: | |
| Collection: | Elsevier ScienceDirect eBooks - Collection details see MPG.ReNa |
Table of Contents:
- Includes bibliographical references (p. 200-203) and index
- Contents
- Preface
- Introduction
- I Dynamical description of stochastic systems
- 1 Examples, basic problems, peculiar features of solutions
- 2 Indicator function and Liouville equation
- 3 Random quantities, processes and fields
- 4 Correlation splitting
- 5 General approaches to analyzing stochastic dynamic systems
- 6 Stochastic equations with the Markovian fluctuations of parameters
- 7 Gaussian random field delta-correlated in time (ordinary differential equations)
- 8 Methods for solving and analyzing the Fokker-Planck equation
- 9 Gaussian delta-correlated random field (causal integral equations)
- 10 Diffusion approximation
- 11 Passive tracer clustering and diffusion in random hydrodynamic flows
- 12 Wave localization in randomly layered media
- 13 Wave propagation in random inhomogeneous medium
- 14 Some problems of statistical hydrodynamics
- V Appendix
- A Variation (functional) derivatives
- B Fundamental solutions of wave problems in empty and la