Stochastic Dynamics / Edition 1

by Hans Crauel, Matthias Gundlach

Overview

Focusing on the mathematical description of shastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular shastic partial differential equations. Example applications are presented from biology, chemistry and engineering, while describing numerical treatments of shastic systems.

Product Details

ISBN-13:	9780387985121
Publisher:	Springer New York
Publication date:	03/26/1999
Edition description:	1999
Pages:	440
Product dimensions:	6.10(w) x 9.25(h) x 0.04(d)

Table of Contents

Stability Along Trajectories at a Shastic Bifurcation Point.- Bifurcations of One-Dimensional Shastic Differential Equations.- P-Bifurcations in the Noisy Duffing-van der Pol Equation.- The Shastic Brusselator: Parametric Noise Destroys Hoft Bifurcation.- Numerical Approximation of Random Attractors.- Random Hyperbolic Systems.- Some Questions in Random Dynamical Systems Involving Real Noise Processes.- Topological, Smooth, and Control Techniques for Perturbed Systems.- Perturbation Methods for Lyapunov Exponents.- The Lyapunov Exponent of the Euler Scheme for Shastic Differential Equations.- Towards a Theory of Random Numerical Dynamics.- Canonical Shastic Differential Equations based on Lévy Processes and Their Supports.- On the Link Between Fractional and Shastic Calculus.- Asymptotic Curvature for Shastic Dynamical Systems.- Shastic Analysis on (Infinite-Dimensional) Product Manifolds.- Evolutionary Dynamics in Random Environments.- Microscopic and Mezoscopic Models for Mass Distributions.