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

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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 ...

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Overview

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.

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Editorial Reviews

Booknews
Deals with the basic theory of stochastic nonlinear systems. Includes a historical overview of the origins of the field, recently developed theoretical techniques for the study of colored noise, and the first English language translation of the landmark 1933 paper by Pontriagin, Andronov and Vitt, "On the statistical treatment of dynamical systems". Annotation c. Book News, Inc., Portland, OR (booknews.com)
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Product Details

  • ISBN-13: 9780521352284
  • Publisher: Cambridge University Press
  • Publication date: 4/6/1989
  • Series: Noise in Nonlinear Dynamical Systems , #1
  • Pages: 384
  • Product dimensions: 5.98 (w) x 8.98 (h) x 0.94 (d)

Table of Contents

List of contributors; Preface; Introduction to volume one; 1. Noise-activated wscape from metastable states: an historical view Rolf Landauer; 2. Some Markov methods in the theory of stochastic processes in non-linear dynamical systems R. L. Stratonovich; 3. Langevin equations with coloured noise J. M. Sancho and M. San Miguel; 4. First passage time problems for non-Markovian processes Katja Lindenberg, Bruce J. West and Jaume Masoliver; 5. The projection approach to the Fokker-Planck equation: applications to phenomenological stochastic equations with coloured noises Paolo Grigolini; 6. Methods for solving Fokker-Planck equations with applications to bistable and periodic potentials H. Risken and H. D. Vollmer; 7. Macroscopic potentials, bifurcations and noise in dissipative systems Robert Graham; 8. Transition phenomena in multidimensional systems - models of evolution W. Ebeling and L. Schimansky-Geier; 9. Coloured noise in continuous dynamical systems: a functional calculus approach Peter Hanggi; Appendix: On the statistical treatment of dynamical systems L. Pontryagin, A. Andronov and A. Vitt; Index.

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