Lectures on Dynamics of Stochastic Systems, 1st Edition
Print Book
Author : V Klyatskin
Release Date: 10 Sep 2010
Imprint: Elsevier
ISBN: 9780123849663
Pages: 410
Dimensions: 229 X 152
Recent Publication
Lectures on Dynamics of Stochastic Systems, 1st Edition
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
Quotes and reviews
"Taking into account opinions and wishes of readers about both the style of the text and the choice of specific problems, the aim of the book at this edition is simply to present the subject of its title sourced from the series of lectures that the author gave to scientific associates at the Institute of Calculus Mathematics, Russian Academy of Sciences. Each lecture is appended with problems for readers."--Zentralblatt MATH 2012-1233-93001



