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2017 | Buch

Fundamentals of Stochastic Nature Sciences

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This book addresses the processes of stochastic structure formation in two-dimensional geophysical fluid dynamics based on statistical analysis of Gaussian random fields, as well as stochastic structure formation in dynamic systems with parametric excitation of positive random fields f(r,t) described by partial differential equations. Further, the book considers two examples of stochastic structure formation in dynamic systems with parametric excitation in the presence of Gaussian pumping. In dynamic systems with parametric excitation in space and time, this type of structure formation either happens – or doesn’t! However, if it occurs in space, then this almost always happens (exponentially quickly) in individual realizations with a unit probability.

In the case considered, clustering of the field f(r,t) of any nature is a general feature of dynamic fields, and one may claim that structure formation is the Law of Nature for arbitrary random fields of such type. The study clarifies the conditions under which such structure formation takes place. To make the content more accessible, these conditions are described at a comparatively elementary mathematical level by employing ideas from statistical topography.

Inhaltsverzeichnis

Frontmatter
Chapter 1. Two-Dimensional Geophysical Fluid Dynamics
Abstract
Nonlinear interactions must bring the hydrodynamic system (1) to statistical equilibrium.
Valery I. Klyatskin
Chapter 2. Parametrically Excited Dynamic Systems
Abstract
We turn now to the statistical analysis of stochastic dynamic systems related to random parametric excitation in space and time.
Valery I. Klyatskin
Chapter 3. Examples of Stochastic Dynamic Systems
Abstract
One of the simplest physical problems related to parametric excitation is the problem on diffusion of a particle or an ensemble of particles in a random velocity field \(\mathbf {u}(\mathbf {r}, t)\) with given statistical properties in the kinematic approximation (see, for example, monographs [28, 29], which provide an extensive bibliography of problems considered).
Valery I. Klyatskin
Chapter 4. Statistical Characteristics of a Random Velocity Field
Abstract
The random velocity field \(\mathbf {u}(\mathbf {r}, t)\) will be considered Gaussian, statistically homogeneous and isotropic in space, and stationary in time, with the respective correlation and spectral functions.
Valery I. Klyatskin
Chapter 5. Lognormal Processes, Intermittency, and Dynamic Localization
Abstract
The one-time probability density \(P(y, t;\alpha )=\left\langle \delta (y(t;\alpha )-y)\right\rangle \).
Valery I. Klyatskin
Chapter 6. Stochastic Parametric Resonance
Abstract
As the first example, consider in more detail stochastic equation of the second order (2.​3), which is equivalent to the system of equations of the first order.
Valery I. Klyatskin
Chapter 7. Wave Localization in Randomly Layered Media
Abstract
The problem on plane wave propagation in layered media is formulated in terms of the one-dimensional boundary-value problem.
Valery I. Klyatskin
Chapter 8. Lognormal Fields, Statistical Topography, and Clustering
Abstract
Let us consider now a positive lognormal random field \(f(\mathbf {r}, t)\), whose one-point probability density.
Valery I. Klyatskin
Chapter 9. Stochastic Transport Phenomena in a Random Velocity Field
Abstract
Stochastic structure formation in a spatially homogeneous statistical problem on diffusion of the density field.
Valery I. Klyatskin
Chapter 10. Parametrically Excited Dynamic Systems with Gaussian Pumping
Abstract
Turn now to the simplest model of the velocity field (3.​4) that allows a solution in the analytic form (3.​55).
Valery I. Klyatskin
Backmatter
Metadaten
Titel
Fundamentals of Stochastic Nature Sciences
verfasst von
Valery I. Klyatskin
Copyright-Jahr
2017
Electronic ISBN
978-3-319-56922-2
Print ISBN
978-3-319-56921-5
DOI
https://doi.org/10.1007/978-3-319-56922-2