Stochastic Equations Through The Eye Of The Physicist

DOWNLOAD

Download Stochastic Equations Through The Eye Of The Physicist PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Stochastic Equations Through The Eye Of The Physicist book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Stochastic Equations Through The Eye Of The Physicist

DOWNLOAD
Author : Valery I. Klyatskin
language : en
Publisher: Elsevier
Release Date : 2005-05-20

Stochastic Equations Through The Eye Of The Physicist written by Valery I. Klyatskin and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-05-20 with Science categories.

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 and III 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 IV 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), wave propagation in disordered 2D and 3D media. For the sake of reader I provide several appendixes (Part V) that give many technical mathematical details needed in the book. - For scientists dealing with stochastic dynamic systems in different areas, such as hydrodynamics, acoustics, radio wave physics, theoretical and mathematical physics, and applied mathematics - The theory of stochastic in terms of the functional analysis - Referencing those papers, which are used or discussed in this book and also recent review papers with extensive bibliography on the subject

Dynamics Of Stochastic Systems

DOWNLOAD
Author : Valery I. Klyatskin
language : en
Publisher: Elsevier
Release Date : 2005-03-17

Dynamics Of Stochastic Systems written by Valery I. Klyatskin and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-03-17 with Science categories.

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

Anomalous Stochastics

DOWNLOAD
Author : Michał Chorowski
language : en
Publisher: Springer Nature
Release Date : 2025-04-01

Anomalous Stochastics written by Michał Chorowski and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-04-01 with Mathematics categories.

This textbook provides a comprehensive exploration of anomalous stochastic processes and extreme events, commonly referred to as "black swans," with a particular focus on (multi-)fractal approaches and continuous-time random walks. The authors present a systematic examination of the subject, tracing its inception and providing a multi-directional perspective. By drawing on real-world experiences in finance, physics, and technology, the book underscores the practical relevance of anomalous stochastic processes for practitioners dealing with real-world data from complex systems. The content is based on a series of interdisciplinary physics lectures that have been delivered to undergraduate and graduate students at the University of Warsaw for nearly two decades. Updated to reflect recent developments, this book is a valuable resource for graduate students, ambitious undergraduate students, and researchers interested in random processes and the practical implications of anomalous processes. Familiarity with fundamental principles of probability theory, algebra, and basic concepts of differential and integral calculus is assumed, while a foundational understanding of mathematical statistics, stochastic processes, and statistical thermodynamics is recommended. Additionally, each chapter includes practical exercises designed to help readers master the concepts, develop practical skills, and serve as teaching material.

Fokker Planck Kolmogorov Equations

DOWNLOAD
Author : Vladimir I. Bogachev
language : en
Publisher: American Mathematical Soc.
Release Date : 2015-12-17

Fokker Planck Kolmogorov Equations written by Vladimir I. Bogachev and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-12-17 with Mathematics categories.

This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.

Special Functions Of Fractional Calculus Applications To Diffusion And Random Search Processes

DOWNLOAD
Author : Trifce Sandev
language : en
Publisher: World Scientific
Release Date : 2022-10-07

Special Functions Of Fractional Calculus Applications To Diffusion And Random Search Processes written by Trifce Sandev and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-10-07 with Mathematics categories.

This book aims to provide an overview of the special functions of fractional calculus and their applications in diffusion and random search processes. The book contains detailed calculations for various examples of anomalous diffusion, random search and stochastic resetting processes, which can be easily followed by the reader, who will be able to reproduce the obtained results. The book will be intended for advanced undergraduate and graduate students and researchers in physics, mathematics and other natural sciences due to the various examples which will be provided in the book.

Oscillator And Pendulum With A Random Mass

DOWNLOAD
Author : Moshe Gitterman
language : en
Publisher: World Scientific
Release Date : 2015-01-05

Oscillator And Pendulum With A Random Mass written by Moshe Gitterman and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-01-05 with Science categories.

Stochastic descriptions of a harmonic oscillator can be obtained by adding additive noise, or/and three types of multiplicative noise: random frequency, random damping and random mass. The first three types of noise were intensively studied in many published articles. In this book the fourth case, that of random mass, is considered in the context of the harmonic oscillator and its immediate nonlinear generalization — the pendulum. To our knowledge it is the first book fully dedicated to this problem.Two interrelated methods, the Langevin equation and the Fokker-Planck equations, as well as the Lyapunov stability method are used for the mathematical analysis. After a short introduction, the two main parts of the book describe the different properties of the random harmonic oscillator and the random pendulum with random masses. As an example, the stochastic resonance is studied, where the noise plays an unusual role, increasing the applied weak periodic signal, and also the vibration resonance in dynamic systems, where the role of noise is played by the second high-frequency periodic signal.First and second averaged moments have been calculated for a system with different types of additive and multiplicative noises, which define the stability of a system. The calculations have been extended to two multiplicative noises and to quadratic noise. This book is useful for students and scientists working in different fields of statistical physics.

Remote Sensing Of Turbulence

DOWNLOAD
Author : Victor Raizer
language : en
Publisher: CRC Press
Release Date : 2021-10-04

Remote Sensing Of Turbulence written by Victor Raizer and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-10-04 with Technology & Engineering categories.

This book offers a unique multidisciplinary integration of the physics of turbulence and remote sensing technology. Remote Sensing of Turbulence provides a new vision on the research of turbulence and summarizes the current and future challenges of monitoring turbulence remotely. The book emphasizes sophisticated geophysical applications, detection, and recognition of complex turbulent flows in oceans and the atmosphere. Through several techniques based on microwave and optical/IR observations, the text explores the technological capabilities and tools for the detection of turbulence, their signatures, and variability. FEATURES Covers the fundamental aspects of turbulence problems with a broad geophysical scope for a wide audience of readers Provides a complete description of remote-sensing capabilities for observing turbulence in the earth’s environment Establishes the state-of-the-art remote-sensing techniques and methods of data analysis for turbulence detection Investigates and evaluates turbulence detection signatures, their properties, and variability Provides cutting-edge remote-sensing applications for space-based monitoring and forecasts of turbulence in oceans and the atmosphere This book is a great resource for applied physicists, the professional remote sensing community, ecologists, geophysicists, and earth scientists.

Izvestiya

DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2008

Izvestiya written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with Atmosphere categories.

Selected Topics In Mathematical Physics

DOWNLOAD
Author : R. Sridhar
language : en
Publisher: Allied Publishers
Release Date : 1995

Selected Topics In Mathematical Physics written by R. Sridhar and has been published by Allied Publishers this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Mathematical physics categories.

Ramabhadra Vasudevan, 1926-1994, mathematical physicist from Tamil Nadu, India; contributed articles.

Fractional Dynamics In Comb Like Structures

DOWNLOAD
Author : Alexander Iomin
language : en
Publisher: World Scientific
Release Date : 2018-08-28

Fractional Dynamics In Comb Like Structures written by Alexander Iomin and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-08-28 with Science categories.

Random walks often provide the underlying mesoscopic mechanism for transport phenomena in physics, chemistry and biology. In particular, anomalous transport in branched structures has attracted considerable attention. Combs are simple caricatures of various types of natural branched structures that belong to the category of loopless graphs. The comb model was introduced to understand anomalous transport in percolation clusters. Comb-like models have been widely adopted to describe kinetic processes in various experimental applications in medical physics and biophysics, chemistry of polymers, semiconductors, and many other interdisciplinary applications.The authors present a random walk description of the transport in specific comb geometries, ranging from simple random walks on comb structures, which provide a geometrical explanation of anomalous diffusion, to more complex types of random walks, such as non-Markovian continuous-time random walks. The simplicity of comb models allows to perform a rigorous analysis and to obtain exact analytical results for various types of random walks and reaction-transport processes.