Noise in Nonlinear Dynamical Systems: Volume 1, Theory of Continuous Fokker-Planck Systems


Book Description

Nature is inherently noisy and nonlinear. It is noisy in the sense that all macroscopic systems are subject to the fluctuations of their environments and also to internal fluctuations. It is nonlinear in the sense that the restoring force on a system displaced from equilibrium does not usually vary linearly with the size of the displacement. To calculate the properties of stochastic (noisy) nonlinear systems is in general extremely difficult, although considerable progress has been made in the past. The three volumes that make up Noise in Nonlinear Dynamical Systems comprise a collection of specially written authoritative reviews on all aspects of the subject, representative of all the major practitioners in the field. The first volume deals with the basic theory of stochastic nonlinear systems. It includes an historical overview of the origins of the field, chapters covering some developed theoretical techniques for the study of coloured noise, and the first English-language translation of the landmark 1933 paper by Pontriagin, Andronov and Vitt.




Noise in Nonlinear Dynamical Systems


Book Description

A specially written review of all areas of noise and nonlinear in natural environments.




The Fokker-planck Equation For Stochastic Dynamical Systems And Its Explicit Steady State Solutions


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?




The Fokker-Planck Equation


Book Description

This is the first textbook to include the matrix continued-fraction method, which is very effective in dealing with simple Fokker-Planck equations having two variables. Other methods covered are the simulation method, the eigen-function expansion, numerical integration, and the variational method. Each solution is applied to the statistics of a simple laser model and to Brownian motion in potentials. The whole is rounded off with a supplement containing a short review of new material together with some recent references. This new study edition will prove to be very useful for graduate students in physics, chemical physics, and electrical engineering, as well as for research workers in these fields.




Nonlinear Dynamics and Complexity


Book Description

This important collection presents recent advances in nonlinear dynamics including analytical solutions, chaos in Hamiltonian systems, time-delay, uncertainty, and bio-network dynamics. Nonlinear Dynamics and Complexity equips readers to appreciate this increasingly main-stream approach to understanding complex phenomena in nonlinear systems as they are examined in a broad array of disciplines. The book facilitates a better understanding of the mechanisms and phenomena in nonlinear dynamics and develops the corresponding mathematical theory to apply nonlinear design to practical engineering.




Nonlinear Dynamics of Chaotic and Stochastic Systems


Book Description

We present an improved and enlarged version of our book Nonlinear - namics of Chaotic and Stochastic Systems published by Springer in 2002. Basically, the new edition of the book corresponds to its ?rst version. While preparingthiseditionwemadesomeclari?cationsinseveralsectionsandalso corrected the misprints noticed in some formulas. Besides, three new sections have been added to Chapter 2. They are “Statistical Properties of Dynamical Chaos,” “E?ects of Synchronization in Extended Self-Sustained Oscillatory Systems,” and “Synchronization in Living Systems.” The sections indicated re?ect the most interesting results obtained by the authors after publication of the ?rst edition. We hope that the new edition of the book will be of great interest for a widesectionofreaderswhoarealreadyspecialistsorthosewhoarebeginning research in the ?elds of nonlinear oscillation and wave theory, dynamical chaos, synchronization, and stochastic process theory. Saratov, Berlin, and St. Louis V.S. Anishchenko November 2006 A.B. Neiman T.E. Vadiavasova V.V. Astakhov L. Schimansky-Geier Preface to the First Edition Thisbookisdevotedtotheclassicalbackgroundandtocontemporaryresults on nonlinear dynamics of deterministic and stochastic systems. Considerable attentionisgiventothee?ectsofnoiseonvariousregimesofdynamicsystems with noise-induced order. On the one hand, there exists a rich literature of excellent books on n- linear dynamics and chaos; on the other hand, there are many marvelous monographs and textbooks on the statistical physics of far-from-equilibrium andstochasticprocesses.Thisbookisanattempttocombinetheapproachof nonlinear dynamics based on the deterministic evolution equations with the approach of statistical physics based on stochastic or kinetic equations. One of our main aims is to show the important role of noise in the organization and properties of dynamic regimes of nonlinear dissipative systems.




Noise-Driven Phenomena in Hysteretic Systems


Book Description

Noise-Driven Phenomena in Hysteretic Systems provides a general approach to nonlinear systems with hysteresis driven by noisy inputs, which leads to a unitary framework for the analysis of various stochastic aspects of hysteresis. This book includes integral, differential and algebraic models that are used to describe scalar and vector hysteretic nonlinearities originating from various areas of science and engineering. The universality of the authors approach is also reflected by the diversity of the models used to portray the input noise, from the classical Gaussian white noise to its impulsive forms, often encountered in economics and biological systems, and pink noise, ubiquitous in multi-stable electronic systems. The book is accompanied by HysterSoft© - a robust simulation environment designed to perform complex hysteresis modeling – that can be used by the reader to reproduce many of the results presented in the book as well as to research both disruptive and constructive effects of noise in hysteretic systems.




British Book News


Book Description




Stochastically Excited Nonlinear Ocean Structures


Book Description

Ocean structures, including ships, boats, piers, docks, rigs and platforms, are subject to fair weather wind and waves, as well as violent storms. A scientific analysis of these structures, under varying conditions, requires a mix of civil engineering, physics and applied mathematics. Chapters by experts in these fields are presented which explore the nonlinear responses of ocean structures to stochastic forcing. Theoretical methods calculate aspects of time, frequency and phase space responses. Probabilities governed by stochastic differential equations are investigated directly or through moment correlations, such as power spectra. Calculations can also involve level crossing statistics and first passage times. This book will help scientists study stochastic nonlinear equations and help engineers design for short term survivability of structures in storms and long life in the face of everyday fatigue.