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Book Stochastic Equations through the Eye of the Physicist

Download or read book Stochastic Equations through the Eye of the Physicist written by Valery I. Klyatskin and published by Elsevier. This book was released on 2005-05-20 with total page 557 pages. Available in PDF, EPUB and Kindle. 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. 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

Book Stochastic Equations  Theory and Applications in Acoustics  Hydrodynamics  Magnetohydrodynamics  and Radiophysics  Volume 2

Download or read book Stochastic Equations Theory and Applications in Acoustics Hydrodynamics Magnetohydrodynamics and Radiophysics Volume 2 written by Valery I. Klyatskin and published by Springer. This book was released on 2014-07-14 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt: In some cases, certain coherent structures can exist in stochastic dynamic systems almost in every particular realization of random parameters describing these systems. Dynamic localization in one-dimensional dynamic systems, vortexgenesis (vortex production) in hydrodynamic flows, and phenomenon of clustering of various fields in random media (i.e., appearance of small regions with enhanced content of the field against the nearly vanishing background of this field in the remaining portion of space) are examples of such structure formation. The general methodology presented in Volume 1 is used in Volume 2 Coherent Phenomena in Stochastic Dynamic Systems to expound the theory of these phenomena in some specific fields of stochastic science, among which are hydrodynamics, magnetohydrodynamics, acoustics, optics, and radiophysics. The material of this volume includes particle and field clustering in the cases of scalar (density field) and vector (magnetic field) passive tracers in a random velocity field, dynamic localization of plane waves in layered random media, as well as monochromatic wave propagation and caustic structure formation in random media in terms of the scalar parabolic equation.

Book Lectures on Dynamics of Stochastic Systems

Download or read book Lectures on Dynamics of Stochastic Systems written by Valery I. Klyatskin and published by Elsevier. This book was released on 2010-09-09 with total page 411 pages. Available in PDF, EPUB and Kindle. 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

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

Download or read book Special Functions Of Fractional Calculus Applications To Diffusion And Random Search Processes written by Trifce Sandev and published by World Scientific. This book was released on 2022-10-07 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Book Dynamics of Stochastic Systems

Download or read book Dynamics of Stochastic Systems written by Valery I. Klyatskin and published by Elsevier. This book was released on 2005-03-17 with total page 211 pages. Available in PDF, EPUB and Kindle. 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. 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

Book Fokker Planck Kolmogorov Equations

Download or read book Fokker Planck Kolmogorov Equations written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-12-17 with total page 495 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Book Remote Sensing of Turbulence

Download or read book Remote Sensing of Turbulence written by Victor Raizer and published by CRC Press. This book was released on 2021-10-04 with total page 293 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Book Oscillator And Pendulum With A Random Mass

Download or read book Oscillator And Pendulum With A Random Mass written by Moshe Gitterman and published by World Scientific. This book was released on 2015-01-05 with total page 157 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Book Stochastic Models of Structural Plasma Turbulence

Download or read book Stochastic Models of Structural Plasma Turbulence written by Victor Yu Korolev and published by Walter de Gruyter. This book was released on 2006 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Book Izvestiya

Download or read book Izvestiya written by and published by . This book was released on 2008 with total page 412 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Selected Topics in Mathematical Physics

Download or read book Selected Topics in Mathematical Physics written by R. Sridhar and published by Allied Publishers. This book was released on 1995 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ramabhadra Vasudevan, 1926-1994, mathematical physicist from Tamil Nadu, India; contributed articles.

Book Fractional Dynamics In Comb like Structures

Download or read book Fractional Dynamics In Comb like Structures written by Alexander Iomin and published by World Scientific. This book was released on 2018-08-28 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Book Probability in Physics

    Book Details:
  • Author : Andy Lawrence
  • Publisher : Springer Nature
  • Release : 2019-09-01
  • ISBN : 3030045447
  • Pages : 361 pages

Download or read book Probability in Physics written by Andy Lawrence and published by Springer Nature. This book was released on 2019-09-01 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probability in information theory, quantum mechanics, and stochastic processes, in a unified manner. The book also presents a harmonised view of frequentist and Bayesian approaches to inference, emphasising their complementary value. The aim is to steer a middle course between the "cookbook" style and an overly dry mathematical statistics style. The treatment is driven by real physics examples throughout, but developed with a level of mathematical clarity and rigour appropriate to mid-career physics undergraduates. Exercises and solutions are included.

Book Cosmology and Particle Physics

Download or read book Cosmology and Particle Physics written by Ruth Durrer and published by Springer Science & Business Media. This book was released on 2001-04-06 with total page 622 pages. Available in PDF, EPUB and Kindle. Book excerpt: At this conference, both particle physicists and cosmologists presented exciting new results, from experiments that determine with unprecedented accuracy whether the universe is spatially flat, whether it is accelerating and what the nature of the dark matter could be, to more speculative ideas about its origin, based on theories of particle physics which might be confirmed or disproved in the not too distant future. This conference convinced everyone that we are truly living in the Golden Age of Cosmology.

Book Scientific and Technical Aerospace Reports

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1995 with total page 700 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lists citations with abstracts for aerospace related reports obtained from world wide sources and announces documents that have recently been entered into the NASA Scientific and Technical Information Database.

Book Health Physics in the 21st Century

Download or read book Health Physics in the 21st Century written by Joseph John Bevelacqua and published by John Wiley & Sons. This book was released on 2008-06-25 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Adopting a proactive approach and focusing on emerging radiation-generating technologies, Health Physics in the 21st Century meets the growing need for a presentation of the relevant radiological characteristics and hazards. As such, this monograph discusses those technologies that will affect the health physics and radiation protection profession over the decades to come. After an introductory overview, the second part of this book looks at fission and fusion energy, followed by a section devoted to accelerators, while the final main section deals with radiation on manned space missions. Throughout, the author summarizes the relevant technology and scientific basis, while providing over 200 problems plus solutions to illustrate and amplify the text. Twelve appendices add further background material to support and enrich the topics addressed in the text, making this invaluable reading for students and lecturers in physics, biophysicists, clinical, nuclear and radiation physicists, as well as physicists in industry.

Book Mechanical and Thermal Behaviour of Metallic Materials

Download or read book Mechanical and Thermal Behaviour of Metallic Materials written by G. Caglioti and published by Elsevier. This book was released on 2013-03-17 with total page 517 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mechanical and Thermal Behaviour of Metallic Materials