Lectures on Dynamics of Stochastic Systems

Lectures on Dynamics of Stochastic Systems
Author: Valery I. Klyatskin
Publsiher: Elsevier
Total Pages: 410
Release: 2010-09-09
ISBN 10: 9780123849670
ISBN 13: 0123849675
Language: EN, FR, DE, ES & NL

Lectures on Dynamics of Stochastic Systems Book Review:

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

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
Publsiher: Springer
Total Pages: 418
Release: 2014-07-14
ISBN 10: 331907587X
ISBN 13: 9783319075877
Language: EN, FR, DE, ES & NL

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

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 solutions to stochastic problems for a number of models of fluctuating parameters and constructing various asymptotic buildings. Ideas of statistical topography are used to discuss general issues of generating coherent structures from chaos with probability one, i.e., almost in every individual realization of random parameters. The general theory is illustrated with certain problems and applications of stochastic mathematical physics in various fields such as mechanics, hydrodynamics, magnetohydrodynamics, acoustics, optics, and radiophysics.

Nonlinear Dynamics and Stochastic Mechanics

Nonlinear Dynamics and Stochastic Mechanics
Author: Wolfgang Kliemann
Publsiher: CRC Press
Total Pages: 560
Release: 2018-05-04
ISBN 10: 1351091956
ISBN 13: 9781351091954
Language: EN, FR, DE, ES & NL

Nonlinear Dynamics and Stochastic Mechanics Book Review:

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 coherent compendium written by leading experts from the United States, Canada, Western and Eastern Europe, and Australia. The 22 articles describe the background, recent developments, applications, and future directions in bifurcation theory, chaos, perturbation methods, stochastic stability, stochastic flows, random vibrations, reliability, disordered systems, earthquake engineering, and numerics. The book gives readers a sophisticated toolbox that will allow them to tackle modeling problems in mechanical systems that use stochastic and nonlinear dynamics ideas. An extensive bibliography and index ensure this volume will remain a reference standard for years to come.

Nonlinear Dynamics in Engineering Systems

Nonlinear Dynamics in Engineering Systems
Author: Werner Schiehlen
Publsiher: Springer Science & Business Media
Total Pages: 362
Release: 2012-12-06
ISBN 10: 3642835783
ISBN 13: 9783642835780
Language: EN, FR, DE, ES & NL

Nonlinear Dynamics in Engineering Systems Book Review:

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 emphasis on nonlinear dynamics in engineering systems. A Scientific Committee was appointed by the Bureau of IUTAM with the following members: S. Arimoto (Japan), F.L. Chernousko (USSR), P.J. Holmes (USA), C.S. Hsu (USA), G. looss (France), F.C. Moon (USA), W. Schiehlen (FRG), Chairman, G. Schmidt (GDR), W. Szemplinska-Stupnicka (Poland), J.M.T. Thompson (UK), H. Troger (Austria). This committee selected the participants to be invited and the papers to be presented at the Symposium. As a result of this procedure 78 active scientific participants from 22 countries followed the invitation, and 44 papers were presented in lecture and poster sessions. They are collected in this volume. At the Symposium an exhibition with experiments took place and the movie "An Introduction to the Analysis of Chaotic Dynamics" by E.J. Kreuzer et.al. was presented. The scientific lectures were devoted to the following topics: o Dynamic Structural Engineering Problems, o Analysis of Nonlinear Dynamic Systems, o Bifurcation Problems, o Chaotic Dynamics and Control Problems, o Miscellaneous Problems, o Experimental and Theoretical Investigations, o Chaotic Oscillations of Engineering Systems, o Characterization of Nonlinear Dynamic Systems, o Nonlinear Stochastic Systems.

Nonlinear Dynamics From Lasers to Butterflies

Nonlinear Dynamics  From Lasers to Butterflies
Author: R Ball,N Akhmediev
Publsiher: World Scientific
Total Pages: 452
Release: 2003-05-22
ISBN 10: 9814486361
ISBN 13: 9789814486361
Language: EN, FR, DE, ES & NL

Nonlinear Dynamics From Lasers to Butterflies Book Review:

This book is an inspirational introduction to modern research directions and scholarship in nonlinear dynamics, and will also be a valuable reference for researchers in the field. With the scholarly level aimed at the beginning graduate student, the book will have broad appeal to those with an undergraduate background in mathematical or physical sciences. In addition to pedagogical and new material, each chapter reviews the current state of the area and discusses classic and open problems in engaging, surprisingly non-technical ways. The contributors are Brian Davies (bifurcations in maps), Nalini Joshi (integrable systems and asymptotics), Alan Newell (wave turbulence and pattern formation), Mark Ablowitz (nonlinear waves), Carl Weiss (spatial solitons), Cathy Holmes (Hamiltonian systems), Tony Roberts (dissipative fluid mechanics), Jorgen Frederiksen (two-dimensional turbulence), and Mike Lieberman (Fermi acceleration). Contents:Nonlinearity and Complexity: An Introduction (B Davies)Hunting Mathematical Butterflies (N Joshi)The Dynamics of Fermi Acceleration: From Cosmic Rays to Discharge Heating (M A Lieberman)Large Resonances in Hamiltonian Systems, with Applications (C Holmes)Structure Functions, Cumulants and Breakdown Criteria for Wave Turbulence (L J Biven et al.)Renormalized Closure Theory and Subgrid-Scale Parametrizations for Two-Dimensional Turbulence (J S Frederiksen)Low-Dimensional Modelling of Dynamical Systems Applied to Some Dissipative Fluid Mechanics (A J Roberts)Vortices and Spatial Solitons in Optical Resonators, and the Relations to Other Fields of Physics (C O Weiss et al.)Nonlinear Waves and (Interesting) Applications (M J Ablowitz et al.)Global Description of Patterns Far from Onset: A Case Study (N Ercolani et al.) Readership: Postgraduate students and researchers in mathematics and the physical sciences. Keywords:

Methods And Applications Of Nonlinear Dynamics

Methods And Applications Of Nonlinear Dynamics
Author: A Saenz
Publsiher: World Scientific
Total Pages: 292
Release: 1988-05-01
ISBN 10: 9813201746
ISBN 13: 9789813201743
Language: EN, FR, DE, ES & NL

Methods And Applications Of Nonlinear Dynamics Book Review:

The present volume on Methods and Applications of Nonlinear Dynamics arose mainly from lectures given at the First International Course on Nonlinear Dynamics, which took place in Medellin, Colombia, on 1-5 September 1986. The aims of the Course were to discuss some of the fundamental theoretical ideas of modem nonlinear dynamics and their application to selected areas of physics, and also to help the participants to bridge the gap between textbook presentations and the contemporary research literature. The lectures were intended for and delivered to a PhD-level audience composed of physicists and mathematicians. They were not primarily intended for experts, but rather for scientists interested in performing experimental or theoretical research on nonlinear dynamical phenomena occurring in real physical systems.

Stochastic Analysis A Series of Lectures

Stochastic Analysis  A Series of Lectures
Author: Robert C. Dalang,Marco Dozzi,Franco Flandoli,Francesco Russo
Publsiher: Birkhäuser
Total Pages: 393
Release: 2015-08-07
ISBN 10: 9783034809085
ISBN 13: 3034809085
Language: EN, FR, DE, ES & NL

Stochastic Analysis A Series of Lectures Book Review:

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 between parabolic equations and particle systems, and wave equations in a geometric framework; Malliavin calculus and applications to stochastic numerics; stochastic integration in Banach spaces; porous media-type equations; stochastic deformations of classical mechanics and Feynman integrals and stochastic differential equations with reflection. The articles are based on short courses given at the Centre Interfacultaire Bernoulli of the Ecole Polytechnique Fédérale de Lausanne, Switzerland, from January to June 2012. They offer a valuable resource not only for specialists, but also for other researchers and Ph.D. students in the fields of stochastic analysis and mathematical physics. Contributors: S. Albeverio M. Arnaudon V. Bally V. Barbu H. Bessaih Z. Brzeźniak K. Burdzy A.B. Cruzeiro F. Flandoli A. Kohatsu-Higa S. Mazzucchi C. Mueller J. van Neerven M. Ondreját S. Peszat M. Veraar L. Weis J.-C. Zambrini

Deterministic Nonlinear Systems

Deterministic Nonlinear Systems
Author: Vadim S. Anishchenko,Tatyana E. Vadivasova,Galina I. Strelkova
Publsiher: Springer
Total Pages: 294
Release: 2014-06-16
ISBN 10: 3319068717
ISBN 13: 9783319068718
Language: EN, FR, DE, ES & NL

Deterministic Nonlinear Systems Book Review:

This text is a short yet complete course on nonlinear dynamics of deterministic systems. Conceived as a modular set of 15 concise lectures it reflects the many years of teaching experience by the authors. The lectures treat in turn the fundamental aspects of the theory of dynamical systems, aspects of stability and bifurcations, the theory of deterministic chaos and attractor dimensions, as well as the elements of the theory of Poincare recurrences.Particular attention is paid to the analysis of the generation of periodic, quasiperiodic and chaotic self-sustained oscillations and to the issue of synchronization in such systems. This book is aimed at graduate students and non-specialist researchers with a background in physics, applied mathematics and engineering wishing to enter this exciting field of research.

Random Vibration Status and Recent Developments

Random Vibration   Status and Recent Developments
Author: I. Elishakoff,R.H. Lyon
Publsiher: Elsevier
Total Pages: 586
Release: 2013-10-22
ISBN 10: 1483289958
ISBN 13: 9781483289953
Language: EN, FR, DE, ES & NL

Random Vibration Status and Recent Developments Book Review:

This unique book commemorates the 65th birthday of Stephen H. Crandall - one of the founding fathers and most active developers and elucidators of the science of random vibrations. Leading scientists from all over the world have contributed 33 papers addressing almost every important problem of random vibrations. The book thus represents both the state-of-the-art as well as the most recent developments, and will appeal to those in industry and academia who want to achieve a rigorous understanding of the many facets of the subject. A thorough study of the book will also help lay the foundations for future directions in research.

Energy Research Abstracts

Energy Research Abstracts
Author: Anonim
Publsiher: Unknown
Total Pages: 135
Release: 1979
ISBN 10: 1928374650XXX
ISBN 13: OSU:32435060248903
Language: EN, FR, DE, ES & NL

Energy Research Abstracts Book Review:

Applied Mechanics Reviews

Applied Mechanics Reviews
Author: Anonim
Publsiher: Unknown
Total Pages: 135
Release: 1975
ISBN 10: 1928374650XXX
ISBN 13: UIUC:30112032440866
Language: EN, FR, DE, ES & NL

Applied Mechanics Reviews Book Review:

Lectures on BSDEs Stochastic Control and Stochastic Differential Games with Financial Applications

Lectures on BSDEs  Stochastic Control  and Stochastic Differential Games with Financial Applications
Author: Rene Carmona
Publsiher: SIAM
Total Pages: 265
Release: 2016-02-18
ISBN 10: 1611974240
ISBN 13: 9781611974249
Language: EN, FR, DE, ES & NL

Lectures on BSDEs Stochastic Control and Stochastic Differential Games with Financial Applications Book Review:

The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization problems, including stochastic control and stochastic differential games. While optimal control is taught in many graduate programs in applied mathematics and operations research, the author was intrigued by the lack of coverage of the theory of stochastic differential games. This is the first title in SIAM?s Financial Mathematics book series and is based on the author?s lecture notes. It will be helpful to students who are interested in stochastic differential equations (forward, backward, forward-backward); the probabilistic approach to stochastic control (dynamic programming and the stochastic maximum principle); and mean field games and control of McKean?Vlasov dynamics. The theory is illustrated by applications to models of systemic risk, macroeconomic growth, flocking/schooling, crowd behavior, and predatory trading, among others.

Stochastic Dynamics

Stochastic Dynamics
Author: Hans Crauel,Matthias Gundlach
Publsiher: Springer Science & Business Media
Total Pages: 440
Release: 2007-12-14
ISBN 10: 0387226559
ISBN 13: 9780387226552
Language: EN, FR, DE, ES & NL

Stochastic Dynamics Book Review:

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 biology, chemistry and engineering, while describing numerical treatments of stochastic systems.

Stochastic Dynamics Out of Equilibrium

Stochastic Dynamics Out of Equilibrium
Author: Giambattista Giacomin,Stefano Olla,Ellen Saada,Herbert Spohn,Gabriel Stoltz
Publsiher: Springer
Total Pages: 649
Release: 2019-06-30
ISBN 10: 3030150968
ISBN 13: 9783030150969
Language: EN, FR, DE, ES & NL

Stochastic Dynamics Out of Equilibrium Book Review:

Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.

Systems Biology

Systems Biology
Author: Edda Klipp,Wolfram Liebermeister,Christoph Wierling,Axel Kowald,Hans Lehrach,Ralf Herwig
Publsiher: John Wiley & Sons
Total Pages: 592
Release: 2013-06-20
ISBN 10: 3527644997
ISBN 13: 9783527644995
Language: EN, FR, DE, ES & NL

Systems Biology Book Review:

This advanced textbook is tailored to the needs of introductory course in Systems Biology. It has a compagnion website (www.wiley-vch.de/home/systemsbiology)with solutions to questions in the book and several additional extensive working models. The book is related to the very successful previous title 'Systems Biology in Practice' and has incorporated the feedback and suggestions from many lecturers worldwide. The book addresses biologists as well as engineers and computer scientists. The interdisciplinary team of acclaimed authors worked closely together to ensure a comprehensive coverage with no overlaps in a homogenous and compelling style.

IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics

IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics
Author: A. Naess,S. Krenk
Publsiher: Springer Science & Business Media
Total Pages: 514
Release: 2012-12-06
ISBN 10: 9400903219
ISBN 13: 9789400903210
Language: EN, FR, DE, ES & NL

IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics Book Review:

The IUTAM Symposium on Advances in Nonlinear Stochastic Mechanics, held in Trondheim July 3-7, 1995, was the eighth of a series of IUTAM sponsored symposia which focus on the application of stochastic methods in mechanics. The previous meetings took place in Coventry, UK (1972), Sout'hampton, UK (1976), FrankfurtjOder, Germany (1982), Stockholm, Sweden (1984), Innsbruckjlgls, Austria (1987), Turin, Italy (1991) and San Antonio, Texas (1993). The symposium provided an extraordinary opportunity for scholars to meet and discuss recent advances in stochastic mechanics. The participants represented a wide range of expertise, from pure theoreticians to people primarily oriented toward applications. A significant achievement of the symposium was the very extensive discussions taking place over the whole range from highly theoretical questions to practical engineering applications. Several presentations also clearly demonstrated the substantial progress that has been achieved in recent years in terms of developing and implement ing stochastic analysis techniques for mechanical engineering systems. This aspect was further underpinned by specially invited extended lectures on computational stochastic mechanics, engineering applications of stochastic mechanics, and nonlinear active control. The symposium also reflected the very active and high-quality research taking place in the field of stochastic stability. Ten presentations were given on this topic ofa total of47 papers. A main conclusion that can be drawn from the proceedings of this symposium is that stochastic mechanics as a subject has reached great depth and width in both methodology and applicability.

Lectures on Probability Theory

Lectures on Probability Theory
Author: Philippe Biane,Richard Durrett
Publsiher: Springer
Total Pages: 220
Release: 2006-11-14
ISBN 10: 3540494022
ISBN 13: 9783540494027
Language: EN, FR, DE, ES & NL

Lectures on Probability Theory Book Review:

This book contains two of the three lectures given at the Saint-Flour Summer School of Probability Theory during the period August 18 to September 4, 1993.

Stochastic Systems

Stochastic Systems
Author: V S Pugachev,I N Sinitsyn
Publsiher: World Scientific Publishing Company
Total Pages: 928
Release: 2002-01-02
ISBN 10: 9813105887
ISBN 13: 9789813105881
Language: EN, FR, DE, ES & NL

Stochastic Systems Book Review:

This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS) i.e. dynamical systems described by stochastic finite- and infinite-dimensional differential, integral, integrodifferential, difference etc equations. The general StS theory is based on the equations for characteristic functions and functionals. The book outlines StS structural theory, including direct numerical methods, methods of normalization, equivalent linearization and parametrization of one- and multi-dimensional distributions, based on moments, quasimoments, semi-invariants and orthogonal expansions. Special attention is paid to methods based on canonical expansions and integral canonical representations. About 500 exercises and problems are provided. The authors also consider applications in mathematics and mechanics, physics and biology, control and information processing, operations research and finance.

Nonautonomous Linear Hamiltonian Systems Oscillation Spectral Theory and Control

Nonautonomous Linear Hamiltonian Systems  Oscillation  Spectral Theory and Control
Author: Russell Johnson,Rafael Obaya,Sylvia Novo,Carmen Núñez,Roberta Fabbri
Publsiher: Springer
Total Pages: 497
Release: 2016-03-25
ISBN 10: 3319290258
ISBN 13: 9783319290256
Language: EN, FR, DE, ES & NL

Nonautonomous Linear Hamiltonian Systems Oscillation Spectral Theory and Control Book Review:

This monograph contains an in-depth analysis of the dynamics given by a linear Hamiltonian system of general dimension with nonautonomous bounded and uniformly continuous coefficients, without other initial assumptions on time-recurrence. Particular attention is given to the oscillation properties of the solutions as well as to a spectral theory appropriate for such systems. The book contains extensions of results which are well known when the coefficients are autonomous or periodic, as well as in the nonautonomous two-dimensional case. However, a substantial part of the theory presented here is new even in those much simpler situations. The authors make systematic use of basic facts concerning Lagrange planes and symplectic matrices, and apply some fundamental methods of topological dynamics and ergodic theory. Among the tools used in the analysis, which include Lyapunov exponents, Weyl matrices, exponential dichotomy, and weak disconjugacy, a fundamental role is played by the rotation number for linear Hamiltonian systems of general dimension. The properties of all these objects form the basis for the study of several themes concerning linear-quadratic control problems, including the linear regulator property, the Kalman-Bucy filter, the infinite-horizon optimization problem, the nonautonomous version of the Yakubovich Frequency Theorem, and dissipativity in the Willems sense. The book will be useful for graduate students and researchers interested in nonautonomous differential equations; dynamical systems and ergodic theory; spectral theory of differential operators; and control theory.

Cryptology Transmitted Message Protection

Cryptology Transmitted Message Protection
Author: Igor Izmailov,Boris Poizner,Ilia Romanov,Sergey Smolskiy
Publsiher: Springer
Total Pages: 364
Release: 2016-06-24
ISBN 10: 331930125X
ISBN 13: 9783319301259
Language: EN, FR, DE, ES & NL

Cryptology Transmitted Message Protection Book Review:

This book presents methods to improve information security for protected communication. It combines and applies interdisciplinary scientific engineering concepts, including cryptography, chaos theory, nonlinear and singular optics, radio-electronics and self-changing artificial systems. It also introduces additional ways to improve information security using optical vortices as information carriers and self-controlled nonlinearity, with nonlinearity playing a key "evolving" role. The proposed solutions allow the universal phenomenon of deterministic chaos to be discussed in the context of information security problems on the basis of examples of both electronic and optical systems. Further, the book presents the vortex detector and communication systems and describes mathematical models of the chaos oscillator as a coder in the synchronous chaotic communication and appropriate decoders, demonstrating their efficiency both analytically and experimentally. Lastly it discusses the cryptologic features of analyzed systems and suggests a series of new structures for confident communication.