Stochastic Dynamical Systems
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Stochastic Dynamical Systems
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Author : Josef Honerkamp
language : en
Publisher: John Wiley & Sons
Release Date : 1996-12-17
Stochastic Dynamical Systems written by Josef Honerkamp and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996-12-17 with Mathematics categories.
This unique volume introduces the reader to the mathematical language for complex systems and is ideal for students who are starting out in the study of stochastical dynamical systems. Unlike other books in the field it covers a broad array of stochastic and statistical methods.
Stability Of Stochastic Dynamical Systems
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Author : R. F. Curtain
language : en
Publisher:
Release Date : 2014-01-15
Stability Of Stochastic Dynamical Systems written by R. F. Curtain and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Stability Of Stochastic Dynamical Systems
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Author : R. F. Curtain
language : en
Publisher: Springer
Release Date : 2006-11-15
Stability Of Stochastic Dynamical Systems written by R. F. Curtain and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-15 with Mathematics categories.
Stochastic Dynamical Systems
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Author : J. Honerkamp
language : en
Publisher: Wiley-VCH
Release Date : 1993-12-31
Stochastic Dynamical Systems written by J. Honerkamp and has been published by Wiley-VCH this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-12-31 with Stochastic processes categories.
Hydrostochastics
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Author : Heinz-Peter Breuer
language : en
Publisher: Istituto Italiano Per Gli Studi Filosofici
Release Date : 1991-01-01
Hydrostochastics written by Heinz-Peter Breuer and has been published by Istituto Italiano Per Gli Studi Filosofici this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-01-01 with Fluid dynamics categories.
Random Dynamical Systems
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Author : Ludwig Arnold
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Random Dynamical Systems written by Ludwig Arnold and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.
The Fokker Planck Equation For Stochastic Dynamical Systems And Its Explicit Steady State Solutions
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Author : C Soize
language : en
Publisher: World Scientific
Release Date : 1994-05-16
The Fokker Planck Equation For Stochastic Dynamical Systems And Its Explicit Steady State Solutions written by C Soize and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994-05-16 with Mathematics categories.
This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method. The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications? Contents:Stochastic Canonical Equation of Multidimensional Nonlinear Dissipative Hamiltonian Dynamical SystemsFundamental Examples of Nonlinear Dynamical Systems and Associated Second-Order EquationBrief Review of Probability and Random VariablesProbabilistic Tools I. Classical Stochastic ProcessesProbabilistic Tools II. Mean-Square Theory of Linear Integral Transformations and of Linear Differential EquationsProbabilistic Tools III. Diffusion Processes and Fokker-Planck EquationProbabilistic Tools IV. Stochastic Integrals and Stochastic Differential EquationsStochastic Modeling with Stochastic Differential EquationsFKP Equation for the Dissipative Hamiltonian Dynamical SystemsStationary Response of Dissipative Dynamical Systems, Existence and Uniqueness, Explicit Solution of an Invariant MeasureComplements for the Normalization Condition, Characteristic Function and Moments of the Invariant MeasureApplication I. Multidimensional Linear Oscillators Subject to External and Parametric Random ExcitationsApplication II. Multidimensional Nonlinear Oscillators with Inertial Nonlinearity Subject to External Random ExcitationsApplication III. Multidimensional Nonlinear Oscillators Subject to External and Parametric Random ExcitationsSymplectic Change of Variables in the Multidimensional Unsteady FKP Equation ReferencesIndex Readership: Applied mathematicians. keywords:FokkerâPlanck Equation;Stochastic Dynamics;Diffusion Process;Stochastic Methods;Random Vibration;Random Process;Stochastic Differential Equation;Hamiltonian Dynamical System;Stochastic Process;Probabilistic Methods “This is a timely volume summarizing and unifying 30 years of search for explicit solutions of (stationary) FPE's. New articles in this area, which continue to appear, have to explain in which way they extend Soize's presentation. As such, this book is a useful reference for the random vibrations community.” Mathematics Abstracts
Monotone Random Systems Theory And Applications
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Author : Igor Chueshov
language : en
Publisher: Springer
Release Date : 2004-10-11
Monotone Random Systems Theory And Applications written by Igor Chueshov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-11 with Mathematics categories.
The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the theory. The main objects considered are equilibria and attractors. The effectiveness of this approach is demonstrated by analysing the long-time behaviour of some classes of random and stochastic ordinary differential equations which arise in many applications.
Recent Development In Stochastic Dynamics And Stochastic Analysis
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Author : Jinqiao Duan
language : en
Publisher: World Scientific
Release Date : 2010
Recent Development In Stochastic Dynamics And Stochastic Analysis written by Jinqiao Duan and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with Mathematics categories.
Stochastic dynamical systems and stochastic analysis are of great interests not only to mathematicians but also scientists in other areas. Stochastic dynamical systems tools for modeling and simulation are highly demanded in investigating complex phenomena in, for example, environmental and geophysical sciences, materials science, life sciences, physical and chemical sciences, finance and economics. The volume reflects an essentially timely and interesting subject and offers reviews on the recent and new developments in stochastic dynamics and stochastic analysis, and also some possible future research directions. Presenting a dozen chapters of survey papers and research by leading experts in the subject, the volume is written with a wide audience in mind ranging from graduate students, junior researchers to professionals of other specializations who are interested in the subject.
Chaotic Transitions In Deterministic And Stochastic Dynamical Systems
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Author : Emil Simiu
language : en
Publisher: Princeton University Press
Release Date : 2014-09-08
Chaotic Transitions In Deterministic And Stochastic Dynamical Systems written by Emil Simiu and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-08 with Mathematics categories.
The classical Melnikov method provides information on the behavior of deterministic planar systems that may exhibit transitions, i.e. escapes from and captures into preferred regions of phase space. This book develops a unified treatment of deterministic and stochastic systems that extends the applicability of the Melnikov method to physically realizable stochastic planar systems with additive, state-dependent, white, colored, or dichotomous noise. The extended Melnikov method yields the novel result that motions with transitions are chaotic regardless of whether the excitation is deterministic or stochastic. It explains the role in the occurrence of transitions of the characteristics of the system and its deterministic or stochastic excitation, and is a powerful modeling and identification tool. The book is designed primarily for readers interested in applications. The level of preparation required corresponds to the equivalent of a first-year graduate course in applied mathematics. No previous exposure to dynamical systems theory or the theory of stochastic processes is required. The theoretical prerequisites and developments are presented in the first part of the book. The second part of the book is devoted to applications, ranging from physics to mechanical engineering, naval architecture, oceanography, nonlinear control, stochastic resonance, and neurophysiology.