The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions PDF full book. Access full book title The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions by Christian Soize. Download full books in PDF and EPUB format.
Author: Christian Soize
Publisher: World Scientific
ISBN: 9789810217556
Category : Science
Languages : en
Pages : 346
Get Book
Book Description
This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?
Author: Christian Soize
Publisher: World Scientific
ISBN: 9789810217556
Category : Science
Languages : en
Pages : 346
Get Book
Book Description
This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?
Author: Da-Quan Jiang
Publisher: Springer Science & Business Media
ISBN: 9783540206118
Category : Markov processes
Languages : en
Pages : 296
Get Book
Book Description
Author: Manolis Papadrakakis
Publisher: Springer
ISBN: 3319063316
Category : Science
Languages : en
Pages : 306
Get Book
Book Description
This book contains the proceedings of the IUTAM Symposium on Multiscale Modeling and Uncertainty Quantification of Materials and Structures that was held at Santorini, Greece, September 9 – 11, 2013. It consists of 20 chapters which are divided in five thematic topics: Damage and fracture, homogenization, inverse problems–identification, multiscale stochastic mechanics and stochastic dynamics. Over the last few years, the intense research activity at micro scale and nano scale reflected the need to account for disparate levels of uncertainty from various sources and across scales. As even over-refined deterministic approaches are not able to account for this issue, an efficient blending of stochastic and multiscale methodologies is required to provide a rational framework for the analysis and design of materials and structures. The purpose of this IUTAM Symposium was to promote achievements in uncertainty quantification combined with multiscale modeling and to encourage research and development in this growing field with the aim of improving the safety and reliability of engineered materials and structures. Special emphasis was placed on multiscale material modeling and simulation as well as on the multiscale analysis and uncertainty quantification of fracture mechanics of heterogeneous media. The homogenization of two-phase random media was also thoroughly examined in several presentations. Various topics of multiscale stochastic mechanics, such as identification of material models, scale coupling, modeling of random microstructures, analysis of CNT-reinforced composites and stochastic finite elements, have been analyzed and discussed. A large number of papers were finally devoted to innovative methods in stochastic dynamics.
Author: Wolfgang Kliemann
Publisher: CRC Press
ISBN: 1351083503
Category : Mathematics
Languages : en
Pages : 560
Get Book
Book Description
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.
Author: Johan Grasman
Publisher: Springer Science & Business Media
ISBN: 3662038579
Category : Mathematics
Languages : en
Pages : 224
Get Book
Book Description
Asymptotic methods are of great importance for practical applications, especially in dealing with boundary value problems for small stochastic perturbations. This book deals with nonlinear dynamical systems perturbed by noise. It addresses problems in which noise leads to qualitative changes, escape from the attraction domain, or extinction in population dynamics. The most likely exit point and expected escape time are determined with singular perturbation methods for the corresponding Fokker-Planck equation. The authors indicate how their techniques relate to the Itô calculus applied to the Langevin equation. The book will be useful to researchers and graduate students.
Author: Piermarco Cannarsa
Publisher: Springer Nature
ISBN: 3030386694
Category : Science
Languages : en
Pages : 243
Get Book
Book Description
This book presents important recent applied mathematics research on environmental problems and impacts due to climate change. Although there are inherent difficulties in addressing phenomena that are part of such a complex system, exploration of the subject using mathematical modelling is especially suited to tackling poorly understood issues in the field. It is in this spirit that the book was conceived. It is an outcome of the International INDAM Workshop “Mathematical Approach to Climate Change Impacts – MAC2I”, held in Rome in March 2017. The workshop comprised four sessions, on Ecosystems, Hydrology, Glaciology, and Monitoring. The book includes peer-reviewed contributions on research issues discussed during each of these sessions or generated by collaborations among the specialists involved. Accurate parameter determination techniques are explained and innovative mathematical modelling approaches, presented. The book also provides useful material and mathematical problem-solving tools for doctoral programs dealing with the complexities of climate change.
Author: Emil Simiu
Publisher: Princeton University Press
ISBN: 1400832500
Category : Mathematics
Languages : en
Pages : 244
Get Book
Book Description
The classical Melnikov method provides information on the behavior of deterministic planar systems that may exhibit transitions, i.e. escapes from and captures into preferred regions of phase space. This book develops a unified treatment of deterministic and stochastic systems that extends the applicability of the Melnikov method to physically realizable stochastic planar systems with additive, state-dependent, white, colored, or dichotomous noise. The extended Melnikov method yields the novel result that motions with transitions are chaotic regardless of whether the excitation is deterministic or stochastic. It explains the role in the occurrence of transitions of the characteristics of the system and its deterministic or stochastic excitation, and is a powerful modeling and identification tool. The book is designed primarily for readers interested in applications. The level of preparation required corresponds to the equivalent of a first-year graduate course in applied mathematics. No previous exposure to dynamical systems theory or the theory of stochastic processes is required. The theoretical prerequisites and developments are presented in the first part of the book. The second part of the book is devoted to applications, ranging from physics to mechanical engineering, naval architecture, oceanography, nonlinear control, stochastic resonance, and neurophysiology.
Author: Yevgeny Mamontov
Publisher: World Scientific
ISBN: 9810243855
Category : Mathematics
Languages : en
Pages : 322
Get Book
Book Description
This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are closely associated with nonlinear Ito's stochastic ordinary differential equations (ISODEs) and with the space-discretized versions of nonlinear Ito's stochastic partial integro-differential equations. The latter models include Ito's stochastic partial differential equations (ISPDEs).The book presents the new analytical treatment which can serve as the basis of a combined, analytical-numerical approach to greater computational efficiency in engineering problems. A few examples discussed in the book include: the high-dimensional DSPs described with the ISODE systems for semiconductor circuits; the nonrandom model for stochastic resonance (and other noise-induced phenomena) in high-dimensional DSPs; the modification of the well-known stochastic-adaptive-interpolation method by means of bases of function spaces; ISPDEs as the tool to consistently model non-Markov phenomena; the ISPDE system for semiconductor devices; the corresponding classification of charge transport in macroscale, mesoscale and microscale semiconductor regions based on the wave-diffusion equation; the fully time-domain nonlinear-friction aware analytical model for the velocity covariance of particle of uniform fluid, simple or dispersed; the specific time-domain analytics for the long, non-exponential “tails” of the velocity in case of the hard-sphere fluid.These examples demonstrate not only the capabilities of the developed techniques but also emphasize the usefulness of the complex-system-related approaches to solve some problems which have not been solved with the traditional, statistical-physics methods yet. From this veiwpoint, the book can be regarded as a kind of complement to such books as “Introduction to the Physics of Complex Systems. The Mesoscopic Approach to Fluctuations, Nonlinearity and Self-Organization” by Serra, Andretta, Compiani and Zanarini, “Stochastic Dynamical Systems. Concepts, Numerical Methods, Data Analysis” and “Statistical Physics: An Advanced Approach with Applications” by Honerkamp which deal with physics of complex systems, some of the corresponding analysis methods and an innovative, stochastics-based vision of theoretical physics.To facilitate the reading by nonmathematicians, the introductory chapter outlines the basic notions and results of theory of Markov and diffusion stochastic processes without involving the measure-theoretical approach. This presentation is based on probability densities commonly used in engineering and applied sciences.
Author: Tim Palmer
Publisher: Cambridge University Press
ISBN: 1139458205
Category : Science
Languages : en
Pages : 693
Get Book
Book Description
With contributions by leading experts, including an unpublished paper by Ed Lorenz, this book, first published in 2006, covers many topics in weather and climate predictability. It will interest those in the fields of environmental science and weather and climate forecasting, from graduate students to researchers, by examining theoretical and practical aspects of predictability.
Author: Mircea Grigoriu
Publisher: Springer Science & Business Media
ISBN: 9780817642426
Category : Mathematics
Languages : en
Pages : 794
Get Book
Book Description
Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".
