By Valery I. Klyatskin

Fluctuating parameters seem in quite a few actual structures and phenomena. they generally come both as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, and so on. types evidently render to statistical description, the place random procedures and fields exhibit the enter parameters and recommendations. the elemental challenge of stochastic dynamics is to spot the fundamental features of the procedure (its kingdom and evolution), and relate these to the enter parameters of the procedure and preliminary data.

This e-book is a revised and extra complete model of Dynamics of Stochastic Systems. half I offers an advent to the subject. half II is dedicated to the overall conception of statistical research of dynamic structures with fluctuating parameters defined by way of differential and crucial equations. half III offers with the research of particular actual difficulties linked to coherent phenomena.

  • A accomplished replace of Dynamics of Stochastic Systems
  • Develops mathematical instruments of stochastic research and applies them to quite a lot of actual versions of debris, fluids and waves
  • Includes difficulties for the reader to solve

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