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

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

Author: Frank Moss

Publisher: Cambridge University Press

Published: 1989-04-06

Total Pages: 0

ISBN-13: 9780521352284

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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: Volume 1, Theory of Continuous Fokker-Planck Systems

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

Author: Frank Moss

Publisher: Cambridge University Press

Published: 1989

Total Pages: 392

ISBN-13: 9780521352284

DOWNLOAD EBOOK →

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 Spatially Extended Systems

Noise in Spatially Extended Systems PDF

Author: Jordi Garcia-Ojalvo

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 314

ISBN-13: 1461215366

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Intended for graduates and researchers in physics, chemistry, biology, and applied mathematics, this book provides an up-to-date introduction to current research in fluctuations in spatially extended systems. It covers the theory of stochastic partial differential equations and gives an overview of the effects of external noise on dynamical systems with spatial degrees of freedom. Starting with a general introduction to noise-induced phenomena in dynamical systems, the text moves on to an extensive discussion of analytical and numerical tools needed to gain information from stochastic partial differential equations. It then turns to particular problems described by stochastic PDEs, covering a wide part of the rich phenomenology of spatially extended systems, such as nonequilibrium phase transitions, domain growth, pattern formation, and front propagation. The only prerequisite is a minimal background knowledge of the Langevin and Fokker-Planck equations.

Nonlinear Dynamics and Complexity

Nonlinear Dynamics and Complexity PDF

Author: Valentin Afraimovich

Publisher: Springer Science & Business Media

Published: 2013-11-22

Total Pages: 297

ISBN-13: 3319023535

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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.

The Fokker-Planck Equation

The Fokker-Planck Equation PDF

Author: Hannes Risken

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 486

ISBN-13: 3642615449

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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.

Stochastically Excited Nonlinear Ocean Structures

Stochastically Excited Nonlinear Ocean Structures PDF

Author: Michael F Shlesinger

Publisher: World Scientific

Published: 1998-03-26

Total Pages: 337

ISBN-13: 9814496391

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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.

Harnessing Bistable Structural Dynamics

Harnessing Bistable Structural Dynamics PDF

Author: Ryan L. Harne

Publisher: John Wiley & Sons

Published: 2017-01-06

Total Pages: 656

ISBN-13: 1119128072

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This book formulates and consolidates a coherent understanding of how harnessing the dynamics of bistable structures may enhance the technical fields of vibration control, energy harvesting, and sensing. Theoretical rigor and practical experimental insights are provided in numerous case studies. The three fields have received significant research interest in recent years, particularly in regards to the advantageous exploitation of nonlinearities. Harnessing the dynamics of bistable structures--that is, systems with two configurations of static equilibria--is a popular subset of the recent efforts. This book provides a timely consolidation of the advancements that are relevant to a large body of active researchers and engineers in these areas of understanding and leveraging nonlinearities for engineering applications. Coverage includes: Provides a one-source reference on how bistable system dynamics may enhance the aims of vibration control, energy harvesting, and sensing with a breadth of case studies Includes details for comprehensive methods of analysis, numerical simulation, and experimentation that are widely useful in the assessment of the dynamics of bistable structures Details approaches to evaluate, by analytical and numerical analysis and experiment, the influences of harmonic and random excitations, multiple degrees-of-freedom, and electromechanical coupling towards tailoring the underlying bistable system dynamics Establishes how intelligently utilizing bistability could enable technology advances that would be useful in various industries, such as automotive engineering, aerospace systems, microsystems and microelectronics, and manufacturing

Nonlinear Dynamics of Chaotic and Stochastic Systems

Nonlinear Dynamics of Chaotic and Stochastic Systems PDF

Author: Vadim S. Anishchenko

Publisher: Springer Science & Business Media

Published: 2007-07-20

Total Pages: 463

ISBN-13: 3540381686

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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.

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