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
acousticsapproximate methodsasymptotic methodsFokker-Planck equationhydrodynamicsmagnetohydrodynamicsMarkov fluctuationsrandom processesstochastic differential equationsstochastic dynamical systemsstochastic integral equations
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) Random fields (60G60) 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) Processes in random environments (60K37) Magnetohydrodynamics and electrohydrodynamics (76W05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
In the present second volume, the methods developed in the first volume are used in the theory of coherent phenomena occurring in stochastic dynamic systems with probability one, that is, clustering of particles and passive scalar tracer field (density field) in a random velocity field, passive vector tracer field (magnetic field) in a random velocity field, dynamic localization of plane waves in layered random media, propagation of monochromatic waves in random media, and formation of caustic structures in different-nature wavefields propagating in multidimensional random media (under the assumption that wave propagation is described in terms of a scalar parabolic equation). In the preface to this volume, the author says: ``It would be physically impossible to give an exhaustive bibliography -- and he refers nearly only to his own papers, in both volumes. They were cited in the past, but his recent books are not cited. Probably the reason is the style: no generally accepted terms and forms of presentation for stochastic differential equations for Markov processes are applied; instead of referring to well-known books with a description of Wiener processes, the author gives it in a nonstandard way [Vol. 1, p.\,10] and does not refer at all to mathematical textbooks or monographs with finely described models and conceptions of stochastic differential equations. For a review of the first volume, see [Zbl 1333.60006].
- scientific article; zbMATH DE number 4197525
- Lectures on dynamics of stochastic systems. Translated from the Russian by A. Vinogradov.
- scientific article; zbMATH DE number 2234766
- 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
- scientific article; zbMATH DE number 1889081
- Stochastic equations. Theory and its application to acoustics, hydrodynamics and radiophysics. Vol. II: Coherent phenomena in stochastic dynamical systems
- scientific article; zbMATH DE number 46122
- scientific article; zbMATH DE number 3909468
- scientific article; zbMATH DE number 939853
- Publication:4867171
- Stochastic differential equation in a random environment
- A predictor-corrector scheme for solving the time fractional Fokker-Planck equation with uniform and non-uniform meshes
- 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
- 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. II: Coherent phenomena in stochastic dynamical systems
- scientific article; zbMATH DE number 42081 (Why is no real title available?)
- Fractional Schrödinger equation in gravitational optics
- Soliton-like structures in the spectrum and the corresponding eigenstates morphology for the quantum desymmetrized Sinai billiard
- Stochastic descriptor pursuit game
- Characterising early warning signals for critical transitions using a distribution moment approximation for the Fokker-Planck equation
- Ultrasonic field estimation for random P- and S-wavenumbers in isotropic solids using dpsm
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