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Dynamics of stochastic systems 1st ed

Dynamics of stochastic systems 1st ed (2회 대출)

자료유형
단행본
개인저자
Klyatskin, Valeriaei Isaakovich.
서명 / 저자사항
Dynamics of stochastic systems / V.I. Klyatskin.
판사항
1st ed.
발행사항
Amsterdam :   Elsevier ,   2005.  
형태사항
205 p. : ill. ; 24 cm.
ISBN
0444517960 (pbk.)
서지주기
Includes bibliographical references (p. 200-203) and index.
일반주제명
Stochastic analysis. Statistical physics. Stochastic processes.
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245 1 0 ▼a Dynamics of stochastic systems / ▼c V.I. Klyatskin.
250 ▼a 1st ed.
260 ▼a Amsterdam : ▼b Elsevier , ▼c 2005.
300 ▼a 205 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references (p. 200-203) and index.
650 0 ▼a Stochastic analysis.
650 0 ▼a Statistical physics.
650 0 ▼a Stochastic processes.
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No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 과학도서관/Sci-Info(2층서고)/ 청구기호 519.22 K66d 등록번호 121120595 도서상태 대출가능 반납예정일 예약 서비스 B M

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목차

Contents
Preface
Introduction
I Dynamical description of stochastic systems
1 Examples, basic problems, peculiar features of solutions
2 Indicator function and Liouville equation
3 Random quantities, processes and fields
4 Correlation splitting
5 General approaches to analyzing stochastic dynamic systems
6 Stochastic equations with the Markovian fluctuations of parameters
7 Gaussian random field delta-correlated in time (ordinary differential equations)
8 Methods for solving and analyzing the Fokker-Planck equation
9 Gaussian delta-correlated random field (causal integral equations)
10 Diffusion approximation
11 Passive tracer clustering and diffusion in random hydrodynamic flows
12 Wave localization in randomly layered media
13 Wave propagation in random inhomogeneous medium
14 Some problems of statistical hydrodynamics
V Appendix
A Variation (functional) derivatives
B Fundamental solutions of wave problems in empty and layered media
C Imbedding method in boundary-value wave problems 380
Bibliography
Index


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