Stochastic equations: theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics. Volume 1. Basic concepts, exact results, and asymptotic approximations. Translated from the Russian by A. Vinogradov

DOI10.1007/978-3-319-07587-7MaRDI QIDQ2515052zbMATH OpenOpenAlexFDO

Authors V. I. Klyatskin

Publication date 9 February 2015

Published in Understanding Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-07587-7

zbMATH Keywords

acousticsapproximate methodsasymptotic methodsFokker-Planck equationhydrodynamicsmagnetohydrodynamicsMarkov fluctuationsrandom processesstochastic differential equationsstochastic dynamical systemsstochastic integral equations

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Generation, random and stochastic difference and differential equations (37H10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20) Continuous-time Markov processes on general state spaces (60J25) Magnetohydrodynamics and electrohydrodynamics (76W05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Review text

In the first of the two volumes of this work, general methods for stochastic equations are developed. The author considers a statistical theory of dynamic and wave systems with fluctuating parameters. These systems can be described by ordinary differential equations, partial differential equations, integro-differential equations, integral equations, and boundary-value problems (in wave problems). The considered dynamic systems are mainly with fluctuating parameters being Gaussian random processes (fields), although the presented theory is valid also for general fluctuating parameters. The physical systems in the book are mainly taken from statistical hydrodynamics, statistical radiophysics and acoustics (the author's earlier research). However, similar problems and solution techniques occur in plasma physics, solid-state physics, and magnetohydrodynamics. For Gaussian fluctuating parameters, the functional method devised by Novikov in turbulence theory is applied; this method was developed by the author for general dynamic systems and fluctuating parameters of arbitrary nature. The Markov property of the solutions and equations for probability densities (Fokker-Planck, Kolmogorov-Feller type) are established. For a review of the second volume, see [Zbl 1333.60007].

Recommendations

• Stochastic equations. Theory and its application to acoustics, hydrodynamics and radiophysics. Vol. I. Fundamental aspects, exact results and asymptotic approximations
• Stochastic equations: theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics. Volume 2. Coherent phenomena in stochastic dynamic systems. Translated from the Russian by A. Vinogradov
• Stochastic equations. Theory and its application to acoustics, hydrodynamics and radiophysics. Vol. II: Coherent phenomena in stochastic dynamical systems
• Lectures on dynamics of stochastic systems. Translated from the Russian by A. Vinogradov.
• Stochastic equations with the eyes of a physicist.

Cited in

(9)

• Stochastic equations: theory and applications in acoustics, hydrodynamics, magnetohydrodynamics, and radiophysics. Volume 2. Coherent phenomena in stochastic dynamic systems. Translated from the Russian by A. Vinogradov
• Stochastic equations with the eyes of a physicist.
• Lectures on dynamics of stochastic systems. Translated from the Russian by A. Vinogradov.
• Stochastic equations. Theory and its application to acoustics, hydrodynamics and radiophysics. Vol. I. Fundamental aspects, exact results and asymptotic approximations
• Stochastic equations. Theory and its application to acoustics, hydrodynamics and radiophysics. Vol. II: Coherent phenomena in stochastic dynamical systems
• Floating tracer clustering in divergent random flows modulated by an unsteady mesoscale ocean field
• scientific article; zbMATH DE number 2234766 (Why is no real title available?)
• Anomalous diffusion and fluctuations in complex systems and networks
• Shear-driven finite-velocity diffusion and its generalization

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