Overview

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.

Full Product Details

Author:   Valery I. Klyatskin (Russian Academy of Science, Russia)
Publisher:   Elsevier Science Publishing Co Inc
Imprint:   Elsevier Science Publishing Co Inc
Dimensions:   Width: 15.20cm , Height: 2.40cm , Length: 22.90cm
Weight:   0.770kg
ISBN:  

9780123849663

ISBN 10:   0123849667
Pages:   410
Publication Date:   09 September 2010
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

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

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

Author Information

Born in 1940 in Moscow, USSR, Valery I. Klyatskin received his secondary education at school in Tbilisi, Georgia, finishing in 1957. Seven years later he graduated from Moscow Institute of Physics and Technology (FIZTEX), whereupon he took up postgraduate studies at the Institute of Atmospheric Physics USSR Academy of Sciences, Moscow gaining the degree of Candidate of Physical and Mathematical Sciences (Ph.D) in 1968. He then continued at the Institute as a researcher, until 1978, when he was appointed as Head of the Wave Process Department at the Pacific Oceanological Institute of the USSR Academy of Sciences, based in Vladivostok. In 1992 Valery I. Klyatskin returned to Institute of Atmospheric Physics Russian Academy of Sciences, Moscow when he was appointed to his present position as Chief Scientist. At the same time he is Chief Scientific Consultant of Pacific Oceanological Institute Russian Academy of Sciences, Vladivostok. In 1977 he obtained a doctorate in Physical and Mathematical Sciences and in 1988 became Research Professor of Theoretical and Mathematical Physics, Russian Academy of Science.

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