Description: Lectures on Dynamics of Stochastic Systems, Hardcover by Klyatskin, Valery I. (EDT); Vinogradov, A. (TRN), ISBN 0123849667, ISBN-13 9780123849663, Brand New, Free shipping in the US 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 SystemsDevelops mathematical tools of stochastic analysis and applies them to a wide range of physical models of particles, fluids and wavesIncludes problems for the reader to solve
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Book Title: Lectures on Dynamics of Stochastic Systems
Number of Pages: 410 Pages
Publication Name: Lectures on Dynamics of Stochastic Systems
Language: English
Publisher: Elsevier
Subject: Differential Equations / General, Probability & Statistics / Stochastic Processes, Physics / Mathematical & Computational, Physics / General
Publication Year: 2010
Type: Textbook
Item Length: 9 in
Author: Valery I. Klyatskin
Subject Area: Mathematics, Science
Item Width: 6 in
Format: Hardcover
