Stochastic Equations through the Eye of the Physicist Ebook

Basic Concepts, Exact Results and Asymptotic Approximations

Publication: Elsevier Science
Is my Device Supported?

You're about to purchase a Downloadable Ebook

Hi, sorry for the interruption!
We're repeating some important information here to ensure that you're making an informed purchase. Please review it.

  • Don't get caught unaware. Preview ebook and open the sample ebook on each of your intended devices before continuing.
  • You will need a Free 3rd-party application that can read the intermediate .acsm file you will receive as download. PDF/Epub format is downloaded automatically by the application thereafter. Please install the necessary software first on your intended device of use.
  • - Printing is permitted.
    - You can copy text from file.
  • Refund Policy
    Refunds are not allowed after the ebook is opened so please open the ebook directly on your intended device. Refund requests should be recieved within 7 days after download is made available. Of course, if you get an incorrect ebook ( different from what is mentioned in the title) or if the ebook doesn't open on the initial device, then we'll assist with fixing the issue or get you a refund if a timely fix isn't available.
  • Customer Service
    We currently only provide ticket (online form submission) or email support. Rest assured that you're in good hands; customers like our professional service!
I have previewed the ebook and read the requirements and terms.

Language: English
Publication Date: May 2005
File Size: 26710 Kbytes

Restrictions set by Publisher:
- Text-to-speech feature not available.
- Printing is permitted.
- You can copy text from file.
- Free application Adobe Digital Editions, Aldiko reader, or Bluefire reader required .
$318.55 $350.00
( 8.99% savings )

Great Prices, Always!
Change Region
ISBN: 9780080457642   Should I buy this Ebook?   Write a Review


Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the foundation for modern stochastic calculus and statistical physics. Other important examples include turbulent transport and diffusion of particle-tracers (pollutants), or continuous densities (‘’oil slicks’’), wave propagation and scattering in randomly inhomogeneous media, for instance light or sound propagating in the turbulent atmosphere.

Such models naturally render to statistical description, where the input parameters and solutions are expressed by random processes and fields.

The fundamental problem of stochastic dynamics is to identify the essential characteristics of system (its state and evolution), and relate those to the input parameters of the system and initial data.

This raises a host of challenging mathematical issues. One could rarely solve such systems exactly (or approximately) in a closed analytic form, and their solutions depend in a complicated implicit manner on the initial-boundary data, forcing and system’s (media) parameters . In mathematical terms such solution becomes a complicated “nonlinear functional” of random fields and processes.

Part I gives mathematical formulation for the basic physical models of transport, diffusion, propagation and develops some analytic tools.

Part II and III sets up and applies the techniques of variational calculus and stochastic analysis, like Fokker-Plank equation to those models, to produce exact or approximate solutions, or in worst case numeric procedures. The exposition is motivated and demonstrated with numerous examples.

Part IV takes up issues for the coherent phenomena in stochastic dynamical systems, described by ordinary and partial differential equations, like wave propagation in randomly layered media (localization), turbulent advection of passive tracers (clustering), wave propagation in disordered 2D and 3D media.

For the sake of reader I provide several appendixes (Part V) that give many technical mathematical details needed in the book.

For scientists dealing with stochastic dynamic systems in different areas, such as hydrodynamics, acoustics, radio wave physics, theoretical and mathematical physics, and applied mathematics

the theory of stochastic in terms of the functional analysis

Referencing those papers, which are used or discussed in this book and also recent review papers with extensive bibliography on the subject.


Nanostructured Materials ebook cover
Save 6.82%
Properties of Polymers ebook cover
Save 5.96%
Media and Identity in Contemporary Europe: Consequences of global convergence ebook cover
Save 19.53%

Should you buy this Ebook?

We've put together a collection of resources to help you make a decision regarding whether you should buy this Ebook from us.

  1. Is your device one of these? Ebook reading software will work on the following devices: Windows, Mac, Android 2.2+ Devices, IPad (iOS 3+), IPhone (iOS 3+), Kindle Fire. Several other devices are also supported by the software.
  2. Compare prices. Our price is $318.55. If you would like to research our competitors to see their prices. Here're some places to look:
  3. Why should you buy Ebooks from

    We've had 1000s of downloads so far and with over 300000+ Ebooks to choose from, is becoming a favorite Ebook Store for many. Allow us to win you over with our competitive pricing, upfront policies and diligent customer service.

    We're Upfront:

    • Every Ebook page on has information on restrictions that publishers have placed on the Ebook along with a clear indication of software required to read the Ebooks.
    • If ratings for an Ebook are available from one of several sources online, then we've attempted to get those to help you make a better purchasing decision about the Ebook. Reviews from Goodreads (a popular reviews site) are provided on the same if they're available.
    • In most cases, we've also attempted to get you links to the Ebook on our competitor's site so that you can compare prices with relative ease.
    • We use McAfee to scan for any vulnerabilities in the system to ensure that any information that you give us does not fall into the wrong hands.
    • We use Paypal, a trusted 3rd party payment provider to accept Payments -- your payment information doen't reside with us. Any information that does end up with us is safe.

After installing the appropriate app for your device, try a Sample Download (Sherlock Holmes from Project Gutenberg) before purchase. The sample is only for checking device compatibility.

Check below for device compatibility and any free 3rd-party software requirements. Choice of what ebook reading app to use is yours, we only present a few common apps that several customers of ours have preferred. You should be able to transfer your purchase to more than one (upto 6) compatible devices as long as your ebook-reading apps have been registered with the same Adobe ID before opening the file.


Windows/Mac PC or Laptop

Free app Adobe Digital Editions required. Note that this software is not the same as Adobe Reader.


Android 2.1+

Free app Aldiko Reader or Bluefire Reader required.

Kindle Fire (and any Android based Kindle models)

Free Kindle Android app Bluefire Reader required.


IPad or IPhone

Free app Bluefire Reader required. Kindly review their tutorial for the requirement (note that while they're talking about library ebooks, same applies to your purchased .acsm file) -- feel free to use the sample download for testing. Tutorial .

Other E-Reader

Several Other devices supported

Devices like Nook are supported via the free application Adobe Digital Editions . This software is not the same as Adobe Reader. Please check compatibility of your device before purchase.

Stochastic Equations through the Eye of the Physicist