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Regular and Stochastic Motion

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Release : 2013-03-14
Genre : Mathematics
Kind : eBook
Book Rating : 576/5 ( reviews)

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Book Synopsis Regular and Stochastic Motion by : A. J. Lichtenberg

Download or read book Regular and Stochastic Motion written by A. J. Lichtenberg. This book was released on 2013-03-14. Available in PDF, EPUB and Kindle. Book excerpt: This book treats stochastic motion in nonlinear oscillator systems. It describes a rapidly growing field of nonlinear mechanics with applications to a number of areas in science and engineering, including astronomy, plasma physics, statistical mechanics and hydrodynamics. The main em phasis is on intrinsic stochasticity in Hamiltonian systems, where the stochastic motion is generated by the dynamics itself and not by external noise. However, the effects of noise in modifying the intrinsic motion are also considered. A thorough introduction to chaotic motion in dissipative systems is given in the final chapter. Although the roots of the field are old, dating back to the last century when Poincare and others attempted to formulate a theory for nonlinear perturbations of planetary orbits, it was new mathematical results obtained in the 1960's, together with computational results obtained using high speed computers, that facilitated our new treatment of the subject. Since the new methods partly originated in mathematical advances, there have been two or three mathematical monographs exposing these developments. However, these monographs employ methods and language that are not readily accessible to scientists and engineers, and also do not give explicit tech niques for making practical calculations. In our treatment of the material, we emphasize physical insight rather than mathematical rigor. We present practical methods for describing the motion, for determining the transition from regular to stochastic behavior, and for characterizing the stochasticity. We rely heavily on numerical computations to illustrate the methods and to validate them.

Regular and Stochastic Motion

Download Regular and Stochastic Motion PDF Online Free

Author :
Release : 2014-01-15
Genre :
Kind : eBook
Book Rating : 589/5 ( reviews)

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Book Synopsis Regular and Stochastic Motion by : A. J. Lichtenberg

Download or read book Regular and Stochastic Motion written by A. J. Lichtenberg. This book was released on 2014-01-15. Available in PDF, EPUB and Kindle. Book excerpt:

Regular and Stochastic Motion in Nonlinear Oscillator Systems

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Release : 1986
Genre : Hamiltonian systems
Kind : eBook
Book Rating : /5 ( reviews)

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Book Synopsis Regular and Stochastic Motion in Nonlinear Oscillator Systems by : Thomas Russo

Download or read book Regular and Stochastic Motion in Nonlinear Oscillator Systems written by Thomas Russo. This book was released on 1986. Available in PDF, EPUB and Kindle. Book excerpt:

Regular and Chaotic Dynamics

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Release : 2013-03-14
Genre : Mathematics
Kind : eBook
Book Rating : 846/5 ( reviews)

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Book Synopsis Regular and Chaotic Dynamics by : A.J. Lichtenberg

Download or read book Regular and Chaotic Dynamics written by A.J. Lichtenberg. This book was released on 2013-03-14. Available in PDF, EPUB and Kindle. Book excerpt: This book treats nonlinear dynamics in both Hamiltonian and dissipative systems. The emphasis is on the mechanics for generating chaotic motion, methods of calculating the transitions from regular to chaotic motion, and the dynamical and statistical properties of the dynamics when it is chaotic. The new edition brings the subject matter in a rapidly expanding field up to date, and has greatly expanded the treatment of dissipative dynamics to include most important subjects.

Brownian Motion and Stochastic Calculus

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Release : 2014-03-27
Genre : Mathematics
Kind : eBook
Book Rating : 498/5 ( reviews)

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Book Synopsis Brownian Motion and Stochastic Calculus by : Ioannis Karatzas

Download or read book Brownian Motion and Stochastic Calculus written by Ioannis Karatzas. This book was released on 2014-03-27. Available in PDF, EPUB and Kindle. Book excerpt: A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. The book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The whole is backed by a large number of problems and exercises.

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