rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Lectures on dynamics of stochastic systems
  name:
    name part: Kli︠a︡t︠s︡kin, V. I. (Valeriĭ Isaakovich)
  name:
    name part: ScienceDirect (Online service)
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: mau
    place:
      place term: Burlington, MA
    publisher: Elsevier
    date issued: 2011
    edition: 1. ed.
    issuance: monographic
  language:
    language term: eng
  language:
    language term: rus
  physical description:
    form: remote
    extent: 1 online resource (xiv, 396 pages) : illustrations.
  abstract: 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 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.
  table of contents: Part I: Dynamical description of stochastic systems -- 1. Examples, basic problems, peculiar features of solutions -- 2. Solution dependence on problem type, medium parameters, and initial data -- 3. Indicator function and Liouville -- Part II: Statistical description of stochastic systems -- 4. Random quantities, processes, and fields -- 5. Correlation splitting -- 6. General approaches to analyzing stochastic systems -- 7. Stochastic equations with the Markovian fluctuations of -- parameters -- 8. Approximation of Gaussian random field delta-correlated in time -- 9. Methods for solving and analyzing the Fokker-Planck equation -- 10. Some other approximate approaches to the problems of statistical hydrodynamics -- Part III: Examples of coherent phenomena in stochastic dynamic systems -- 11. Passive tracer clustering and diffusion in random hydrodynamic and magnetohydrodynamic flows -- 12. Wave localization in randomly layered media -- 13. Caustic structure of wavefield in random media.
  note: edited by Valery I. Klyatskin ; translated from Russian by A. Vinogradov.
  note: Includes bibliographical references.
  subject:
    topic: Stochastic processes
  subject:
    topic: Stochastic systems
  subject:
    topic: Random dynamical systems
  subject:
    topic: Processus stochastiques
  subject:
    topic: Systèmes stochastiques
  subject:
    topic: Systèmes dynamiques aléatoires
  subject:
    topic: SCIENCE
    topic: Physics
    topic: Mathematical & Computational
  subject:
    topic: Random dynamical systems
  subject:
    topic: Stochastic processes
  subject:
    topic: Stochastic systems
  classification: QA274 .L43 2011eb
  classification: 530.15828
  related item:
    title info:
      title: Lectures on dynamics of stochastic systems
    origin info:
      publisher: Burlington, MA : Elsevier, 2011
      edition: 1. ed.
    identifier: (OCoLC)649801048
  related item:
    title info:
      title: Elsevier insights
  identifier: 9780123849670
  identifier: 0123849675
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: OPELS
    record creation date: 101005
    record change date: 20260326183825.3
    record identifier: in00005746080
    language of cataloging:
      language term: eng