Elements Of Stochastic Dynamics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Elements Of Stochastic Dynamics write by Guo-qiang Cai. This book was released on 2016-08-11. Elements Of Stochastic Dynamics available in PDF, EPUB and Kindle. Stochastic dynamics has been a subject of interest since the early 20th Century. Since then, much progress has been made in this field of study, and many modern applications for it have been found in fields such as physics, chemistry, biology, ecology, economy, finance, and many branches of engineering including Mechanical, Ocean, Civil, Bio, and Earthquake Engineering.Elements of Stochastic Dynamics aims to meet the growing need to understand and master the subject by introducing fundamentals to researchers who want to explore stochastic dynamics in their fields and serving as a textbook for graduate students in various areas involving stochastic uncertainties. All topics within are presented from an application approach, and may thus be more appealing to users without a background in pure Mathematics. The book describes the basic concepts and theories of random variables and stochastic processes in detail; provides various solution procedures for systems subjected to stochastic excitations; introduces stochastic stability and bifurcation; and explores failures of stochastic systems. The book also incorporates some latest research results in modeling stochastic processes; in reducing the system degrees of freedom; and in solving nonlinear problems. The book also provides numerical simulation procedures of widely-used random variables and stochastic processes.A large number of exercise problems are included in the book to aid the understanding of the concepts and theories, and may be used for as course homework.
Elements of Stochastic Dynamics
Elements of Stochastic Dynamics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Elements of Stochastic Dynamics write by Guo-Qiang Cai. This book was released on 2016. Elements of Stochastic Dynamics available in PDF, EPUB and Kindle.
Stochastic Processes in Dynamics
Stochastic Processes in Dynamics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Processes in Dynamics write by B. Skalmierski. This book was released on 1982-11-30. Stochastic Processes in Dynamics available in PDF, EPUB and Kindle.
An Introduction to Stochastic Dynamics
An Introduction to Stochastic Dynamics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook An Introduction to Stochastic Dynamics write by Jinqiao Duan. This book was released on 2015-04-13. An Introduction to Stochastic Dynamics available in PDF, EPUB and Kindle. An accessible introduction for applied mathematicians to concepts and techniques for describing, quantifying, and understanding dynamics under uncertainty.
Dynamics of Stochastic Systems
Dynamics of Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Dynamics of Stochastic Systems write by Valery I. Klyatskin. This book was released on 2005-03-17. Dynamics of Stochastic Systems available in PDF, EPUB and Kindle. 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 fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (''oil slicks''), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of the system and initial data.This raises a host of challenging mathematical issues. One could rarely solve such systems exactly (or approximately) in a closed analytic form, and their solutions depend in a complicated implicit manner on the initial-boundary data, forcing and system's (media) parameters . In mathematical terms such solution becomes a complicated "nonlinear functional" of random fields and processes.Part I gives mathematical formulation for the basic physical models of transport, diffusion, propagation and develops some analytic tools.Part II sets up and applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to those models, to produce exact or approximate solutions, or in worst case numeric procedures. The exposition is motivated and demonstrated with numerous examples.Part III takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations, like wave propagation in randomly layered media (localization), turbulent advection of passive tracers (clustering).Each chapter is appended with problems the reader to solve by himself (herself), which will be a good training for independent investigations.·This book is translation from Russian and is completed with new principal results of recent research.·The book develops mathematical tools of stochastic analysis, and applies them to a wide range of physical models of particles, fluids, and waves.·Accessible to a broad audience with general background in mathematical physics, but no special expertise in stochastic analysis, wave propagation or turbulence
