By Valery I. Klyatskin

Fluctuating parameters look in various actual structures and phenomena. they generally come both as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, and so on. versions obviously render to statistical description, the place random methods and fields convey the enter parameters and strategies. the basic challenge of stochastic dynamics is to spot the basic features of the approach (its kingdom and evolution), and relate these to the enter parameters of the process and preliminary data.

This booklet is a revised and extra finished model of *Dynamics of Stochastic Systems*. half I presents an advent to the subject. half II is dedicated to the final thought of statistical research of dynamic structures with fluctuating parameters defined by way of differential and essential equations. half III bargains with the research of particular actual difficulties linked to coherent phenomena.

- A entire replace of
*Dynamics of Stochastic Systems* - Develops mathematical instruments of stochastic research and applies them to a variety of actual versions of debris, fluids and waves
- Includes difficulties for the reader to solve

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**Additional resources for Lectures on Dynamics of Stochastic Systems**

**Sample text**

107) and ψs-s (r) = − cos y. 105) corresponding to the laminar flow is unstable with respect to small disturbances for certain values of parameter R. 105); this causes the Reynolds stresses described by the nonlinear terms in Eq. 107) to increase, which results in decreasing the amplitude of laminar flow until certain new steady-state flow (called usually the secondary flow) is formed. We represent the hydrodynamic fields in the form u(r, t) = U(y, t) + u(r, t), P(r, t) = P0 + P(r, t), v(r, t) = v(r, t), ψ(r, t) = (y, t) + ψ(r, t).

59) assumes the form ∂ ∂ H(x, t) + vx (t) sin 2(kx) ∂t ∂x = 2k cos 2(kx) [v(t)Hx (x, t) − vx (t)H(x, t)], H(x, 0) = H0 , from which follows that the x-component of the magnetic field remains constant (Hx (x, t) = Hx0 ), and the existence of this component Hx0 causes the appearance of an additional source of magnetic field in the transverse (y, z)-plane ∂ ∂ + vx (t) sin 2(kx) H⊥ (r, t) ∂t ∂x = 2k cos 2(kx) [v⊥ (t)Hx0 − vx (t)H⊥ (x, t)], H⊥ (x, 0) = H⊥0 . 61) is a partial differential equation, and we can solve it using the method of characteristics (the Lagrangian description).

84) where p(r, t) = ∇q(r, t). In terms of the Lagrangian description, this equation can be rewritten in the form of the system of characteristic equations: ∂ d r(t|r0 ) = H (r, t, q, p), r(0|r0 ) = r0 ; dt ∂p d ∂ ∂ p(t|r0 ) = − +p H (r, t, q, p), p(0|r0 ) = p0 (r0 ); dt ∂r ∂q ∂ d q(t|r0 ) = p − 1 H (r, t, q, p), q(0|r0 ) = q0 (r0 ). 85) Now, we supplement Eq. 84) with the equation for the conservative quantity I(r, t) ∂ ∂ I(r, t) + ∂t ∂r ∂H (r, t, q, p) I(r, t) = 0, ∂p I (r, 0) = I0 (r). 86) From Eq.