High-Dimensional Nonlinear Diffusion Stochastic Pprocesses. Modelling for Engineering Applications

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High-Dimensional Nonlinear Diffusion Stochastic Pprocesses. Modelling for Engineering Applications

Mamontov, Eugen, 1955 (författare): Gothenburg University,Göteborgs universitet,Institutionen för fysik (GU),Department of Physics (GU)

Willander, Magnus, 1948 (författare): Gothenburg University,Göteborgs universitet,Institutionen för fysik (GU),Department of Physics (GU)

(creator_code:org_t)

ISBN 9810243855
2001
Engelska.

Relaterad länk:: https://gup.ub.gu.se...

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This book is the first one devoted to high-dimensional (or large-scale) diffusion stochastic processes (DSPs) with nonlinear coefficients. These processes are closely associated with nonlinear Ito's stochastic ordinary differential equations (ISODEs) and with the space-discretized versions of nonlinear Ito's stochastic partial integro-differential equations. The latter models include Ito's stochastic partial differential equations (ISPDEs). The book presents the new analytical treatment which can serve as the basis of a combined, analytical-numerical approach to greater computational efficiency in engineering problems. A few examples discussed in the book include: the high-dimensional DSPs described with the ISODE systems for semiconductor circuits; the nonrandom model for stochastic resonance (and other noise-induced phenomena) in high-dimensional DSPs; the modification of the well-known stochastic-adaptive-interpolation method by means of bases of function spaces; ISPDEs as the tool to consistently model non-Markov phenomena; the ISPDE system for semiconductor devices; the corresponding classification of charge transport in macroscale, mesoscale and microscale semiconductor regions based on the wave-diffusion equation; the fully time-domain nonlinear-friction aware analytical model for the velocity covariance of particle of uniform fluid, simple or dispersed; the specific time-domain analytics for the long, non-exponential "tails" of the velocity in case of the hard-sphere fluid. These examples demonstrate not only the capabilities of the developed techniques but also emphasize the usefulness of the complex-system-related approaches to solve some problems which have not been solved with the traditional, statistical-physics methods yet. From this veiwpoint, the book can be regarded as a kind of complement to such books as "Introduction to the Physics of Complex Systems. The Mesoscopic Approach to Fluctuations, Nonlinearity and Self-Organization" by Serra, Andretta, Compiani and Zanarini, "Stochastic Dynamical Systems. Concepts, Numerical Methods, Data Analysis" and "Statistical Physics: An Advanced Approach with Applications" by Honerkamp which deal with physics of complex systems, some of the corresponding analysis methods and an innovative, stochastics-based vision of theoretical physics. To facilitate the reading by nonmathematicians, the introductory chapter outlines the basic notions and results of theory of Markov and diffusion stochastic processes without involving the measure-theoretical approach. This presentation is based on probability densities commonly used in engineering and applied sciences.

Ämnesord

NATURVETENSKAP -- Kemi -- Teoretisk kemi (hsv//swe)
NATURAL SCIENCES -- Chemical Sciences -- Theoretical Chemistry (hsv//eng)
TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
NATURVETENSKAP -- Fysik -- Annan fysik (hsv//swe)
NATURAL SCIENCES -- Physical Sciences -- Other Physics Topics (hsv//eng)
NATURVETENSKAP -- Matematik -- Beräkningsmatematik (hsv//swe)
NATURAL SCIENCES -- Mathematics -- Computational Mathematics (hsv//eng)
NATURVETENSKAP -- Fysik -- Den kondenserade materiens fysik (hsv//swe)
NATURAL SCIENCES -- Physical Sciences -- Condensed Matter Physics (hsv//eng)
TEKNIK OCH TEKNOLOGIER -- Maskinteknik -- Strömningsmekanik och akustik (hsv//swe)
ENGINEERING AND TECHNOLOGY -- Mechanical Engineering -- Fluid Mechanics and Acoustics (hsv//eng)
TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
NATURVETENSKAP -- Matematik -- Matematisk analys (hsv//swe)
NATURAL SCIENCES -- Mathematics -- Mathematical Analysis (hsv//eng)
NATURVETENSKAP -- Data- och informationsvetenskap -- Systemvetenskap, informationssystem och informatik (hsv//swe)
NATURAL SCIENCES -- Computer and Information Sciences -- Information Systems (hsv//eng)

Nyckelord

probability theory
diffusion stochastic process
process with nonlinear coefficients
stochastic nonlinear ordinary or partial(-integro) differential equation
stochastic mechanics
engineering computing

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NATURVETENSKAP: NATURVETENSKAP; och Kemi; och Teoretisk kemi

TEKNIK OCH TEKNOLOGIER: TEKNIK OCH TEKNO ...; och Elektroteknik oc ...; och Reglerteknik

NATURVETENSKAP: NATURVETENSKAP; och Fysik; och Annan fysik

NATURVETENSKAP: NATURVETENSKAP; och Matematik; och Beräkningsmatema ...

NATURVETENSKAP: NATURVETENSKAP; och Fysik; och Den kondenserade ...

TEKNIK OCH TEKNOLOGIER: TEKNIK OCH TEKNO ...; och Maskinteknik; och Strömningsmekani ...

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TEKNIK OCH TEKNOLOGIER: TEKNIK OCH TEKNO ...; och Elektroteknik oc ...; och Signalbehandling

NATURVETENSKAP: NATURVETENSKAP; och Matematik; och Matematisk analy ...

NATURVETENSKAP: NATURVETENSKAP; och Data och informa ...; och Systemvetenskap ...

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Av lärosätet: Göteborgs universitet

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