Stochastic modelling of nonlinear dynamical systems
chao-dyn
2009-10-31 v1 Condensed Matter
Chaotic Dynamics
Quantum Physics
Abstract
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a Markovian diffusion process.
Cite
@article{arxiv.chao-dyn/9910027,
title = {Stochastic modelling of nonlinear dynamical systems},
author = {Piotr Garbaczewski},
journal= {arXiv preprint arXiv:chao-dyn/9910027},
year = {2009}
}
Comments
in D. S. Broomhead, E. A. Luchinskaya, P. V. E. McClintock and T. Mullin, ed., "Stochaos: Stochastic and Chaotic Dynamics in the Lakes", American Institute of Physics, Woodbury, Ny, in press