Text
Stochastic Equations: Theory and Applications in Acoustics, Hydrodynamics, Magnetohydrodynamics, and Radiophysics, Volume 1
This monograph is revised and more comprehensive translation of my Russian
monograph in 2 volumes [56, 57]. For reasons of usability, the material is
divided into two practically independent volumes.
Volume 1 gives the theory of stochastic equations (including ordinary differential equations, partial differential equations, boundary-value problems,
and integral equations) in terms of the functional analysis. The developed
approach yields exact solutions to stochastic problems for a number of models
of fluctuating parameters among which are telegrapher’s and generalized telegrapher’s processes, Markovian processes with a finite number of states, Gaussian Markovian processes, and functions of the above processes. Asymptotic
methods of analyzing stochastic dynamic systems, such as delta-correlated
random process (field) approximation and diffusion and higher approximations are also considered. The material is supplemented with the sections
concerning dynamical and statistical descriptions of simplest hydrodynamictype systems. Sections dealing with the stochastic structure formation in
random media such as the clustering of parametrically excited random fields,
and statistical problems of turbulent dynamo (magnetic field generation in
random fields) are also added in this Volume
No copy data
No other version available