Lectures on Dynamics of Stochastic Systems

Download or Read online Lectures on Dynamics of Stochastic Systems full in PDF, ePub and kindle. This book written by Valery I. Klyatskin and published by Elsevier which was released on 09 September 2010 with total pages 410. We cannot guarantee that Lectures on Dynamics of Stochastic Systems book is available in the library, click Get Book button to download or read online books. Join over 650.000 happy Readers and READ as many books as you like.

Lectures on Dynamics of Stochastic Systems
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Publisher : Elsevier
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ISBN : 0123849675
Pages : 410 pages
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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

Lectures on 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. Models naturally render to statistical description, where random processes and fields express the input parameters and solutions. The

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