Lectures on Dynamics of Stochastic Systems

Written By Valery I. Klyatskin
Lectures on Dynamics of Stochastic Systems
  • Publsiher : Elsevier
  • Release : 09 September 2010
  • ISBN : 9780123849670
  • Pages : 410 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled Lectures on Dynamics of Stochastic Systems written by Valery I. Klyatskin which was release on 09 September 2010, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: 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 Systems Develops mathematical tools of stochastic analysis and applies them to a wide range of physical models of particles, fluids and waves Includes problems for the reader to solve

Lectures on Dynamics of Stochastic Systems

Lectures on Dynamics of Stochastic Systems
  • Author : Valery I. Klyatskin
  • Publisher : Elsevier
  • Release Date : 2010-09-09
  • Total pages : 410
  • ISBN : 9780123849670
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Summary : 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 ...

Stochastic Methods in Structural Dynamics

Stochastic Methods in Structural Dynamics
  • Author : G.I. Schuëller,Masanobu Shinozuka
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 218
  • ISBN : 9780123849670
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Summary : This book is based on a number of lectures presented at CISM* -Course on "Stochastic Methods in Structural Mechanics", August 28 -30,1985 in Udine, Italy. The chapters presented here are either expanded and/or updated versions of these lectures. The purpose is to introduce readers to basic principles of stochastic methods ...

Stochastic Dynamics and Control

Stochastic Dynamics and Control
  • Author : Jian-Qiao Sun
  • Publisher : Elsevier
  • Release Date : 2006-08-10
  • Total pages : 426
  • ISBN : 9780123849670
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Summary : This book is a result of many years of author’s research and teaching on random vibration and control. It was used as lecture notes for a graduate course. It provides a systematic review of theory of probability, stochastic processes, and stochastic calculus. The feedback control is also reviewed in ...

Stochastic Equations Theory and Applications in Acoustics Hydrodynamics Magnetohydrodynamics and Radiophysics Volume 1

Stochastic Equations  Theory and Applications in Acoustics  Hydrodynamics  Magnetohydrodynamics  and Radiophysics  Volume 1
  • Author : Valery I. Klyatskin
  • Publisher : Springer
  • Release Date : 2014-07-14
  • Total pages : 418
  • ISBN : 9780123849670
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Summary : This monograph set presents a consistent and self-contained framework of stochastic dynamic systems with maximal possible completeness. Volume 1 presents the basic concepts, exact results, and asymptotic approximations of the theory of stochastic equations on the basis of the developed functional approach. This approach offers a possibility of both obtaining exact ...

Stochastic Analysis A Series of Lectures

Stochastic Analysis  A Series of Lectures
  • Author : Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo
  • Publisher : Birkhäuser
  • Release Date : 2015-07-28
  • Total pages : 393
  • ISBN : 9780123849670
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Summary : This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship ...

Nonlinear Dynamics of Chaotic and Stochastic Systems

Nonlinear Dynamics of Chaotic and Stochastic Systems
  • Author : Vadim S. Anishchenko,Vladimir Astakhov,Alexander Neiman,Tatjana Vadivasova,Lutz Schimansky-Geier
  • Publisher : Springer Science & Business Media
  • Release Date : 2007-07-20
  • Total pages : 446
  • ISBN : 9780123849670
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Summary : We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been ...

Nonlinear Dynamics in Engineering Systems

Nonlinear Dynamics in Engineering Systems
  • Author : Werner Schiehlen
  • Publisher : Springer
  • Release Date : 1990-03-16
  • Total pages : 362
  • ISBN : 9780123849670
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Summary : The International Union of Theoretical and Applied Mechanics (IUTAM) initiated and sponsored an International Symposium on Nonlinear Dynamics in Engineering Systems held in 1989 in Stuttgart, FRG. The Symposium was intended to bring together scientists working in different fields of dynamics to exchange ideas and to discuss new trends with special ...

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
  • Author : Wolfgang Kliemann
  • Publisher : CRC Press
  • Release Date : 2018-05-04
  • Total pages : 560
  • ISBN : 9780123849670
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Summary : Engineering systems have played a crucial role in stimulating many of the modern developments in nonlinear and stochastic dynamics. After 20 years of rapid progress in these areas, this book provides an overview of the current state of nonlinear modeling and analysis for mechanical and structural systems. This volume is a ...

Stochastic Analysis A Series of Lectures

Stochastic Analysis  A Series of Lectures
  • Author : Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo
  • Publisher : Birkhäuser
  • Release Date : 2015-08-07
  • Total pages : 393
  • ISBN : 9780123849670
GET BOOK

Summary : This book presents in thirteen refereed survey articles an overview of modern activity in stochastic analysis, written by leading international experts. The topics addressed include stochastic fluid dynamics and regularization by noise of deterministic dynamical systems; stochastic partial differential equations driven by Gaussian or Lévy noise, including the relationship ...

Engineering Dynamics

Engineering Dynamics
  • Author : Cho W. S. To
  • Publisher : Morgan & Claypool Publishers
  • Release Date : 2018-07-05
  • Total pages : 189
  • ISBN : 9780123849670
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Summary : Engineering Dynamics is an introductory textbook covering the kinematics and dynamics of particles, systems of particles, and kinematics and dynamics of rigid bodies. It has been developed from lecture notes given by the author since 1982. It includes sufficient topics normally covered in a single-semester three credit hour course taken by ...

Optimization of Stochastic Systems

Optimization of Stochastic Systems
  • Author : Masanao Aoki
  • Publisher : Unknown
  • Release Date : 1989
  • Total pages : 417
  • ISBN : 9780123849670
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Summary : From the Preface The first edition of this book was written mainly for audiences with physical science and engineering backgrounds. Nevertheless, it reached some readers with economic and management science training. Analytical training of graduate students in economics and management sciences had progressed much in the last 20 years, and many ...

Stochastic Dynamics of Structures

Stochastic Dynamics of Structures
  • Author : Jie Li,Jianbing Chen
  • Publisher : Wiley
  • Release Date : 2009-09-28
  • Total pages : 384
  • ISBN : 9780123849670
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Summary : In Stochastic Dynamics of Structures, Li and Chen present a unified view of the theory and techniques for stochastic dynamics analysis, prediction of reliability, and system control of structures within the innovative theoretical framework of physical stochastic systems. The authors outline the fundamental concepts of random variables, stochastic process and ...

Lectures in Differentiable Dynamics

Lectures in Differentiable Dynamics
  • Author : Lawrence Markus
  • Publisher : American Mathematical Soc.
  • Release Date : 1971
  • Total pages : 77
  • ISBN : 9780123849670
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Summary : This extensively revised and expanded edition of Lectures in Differentiable Dynamics, first published in 1971, provides an authoritative exposition of the central results of this fundamental and rapidly developing mathematical subject, starting from simple engineering systems and proceeding to current research topics concerning differentiable flows on manifolds. The original version of ...

Nonlinear Dynamics in Engineering Systems

Nonlinear Dynamics in Engineering Systems
  • Author : Werner Schiehlen
  • Publisher : Springer Science & Business Media
  • Release Date : 2012-12-06
  • Total pages : 362
  • ISBN : 9780123849670
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Summary : The International Union of Theoretical and Applied Mechanics (IUTAM) initiated and sponsored an International Symposium on Nonlinear Dynamics in Engineering Systems held in 1989 in Stuttgart, FRG. The Symposium was intended to bring together scientists working in different fields of dynamics to exchange ideas and to discuss new trends with special ...

Stochastic Dynamics

Stochastic Dynamics
  • Author : Hans Crauel,Matthias Gundlach
  • Publisher : Springer Science & Business Media
  • Release Date : 1999-03-26
  • Total pages : 440
  • ISBN : 9780123849670
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Summary : Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular stochastic partial differential equations. Example applications are presented from ...