Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
Autore | Simiu Emil |
Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 515/.352 |
Collana | Princeton Series in Applied Mathematics |
Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
ISBN |
0-691-05094-5
1-4008-3250-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
Record Nr. | UNINA-9910786748903321 |
Simiu Emil | ||
Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
Autore | Simiu Emil |
Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
Descrizione fisica | 1 online resource (244 p.) |
Disciplina | 515/.352 |
Collana | Princeton Series in Applied Mathematics |
Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
ISBN |
0-691-05094-5
1-4008-3250-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
Record Nr. | UNINA-9910827211303321 |
Simiu Emil | ||
Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Selfsimilar processes [[electronic resource] /] / Paul Embrechts and Makoto Maejima |
Autore | Embrechts Paul <1953-> |
Edizione | [Course Book] |
Pubbl/distr/stampa | Princeton, N.J., : Princeton University Press, c2002 |
Descrizione fisica | 1 online resource (123 p.) |
Disciplina | 519.2/4 |
Altri autori (Persone) | MaejimaMakoto |
Collana | Princeton series in applied mathematics |
Soggetto topico |
Distribution (Probability theory)
Self-similar processes |
Soggetto non controllato |
Almost surely
Approximation Asymptotic analysis Autocorrelation Autoregressive conditional heteroskedasticity Autoregressive–moving-average model Availability Benoit Mandelbrot Brownian motion Central limit theorem Change of variables Computational problem Confidence interval Correlogram Covariance matrix Data analysis Data set Determination Fixed point (mathematics) Foreign exchange market Fractional Brownian motion Function (mathematics) Gaussian process Heavy-tailed distribution Heuristic method High frequency Inference Infimum and supremum Instance (computer science) Internet traffic Joint probability distribution Likelihood function Limit (mathematics) Linear regression Log–log plot Marginal distribution Mathematica Mathematical finance Mathematics Methodology Mixture model Model selection Normal distribution Parametric model Power law Probability theory Publication Random variable Regime Renormalization Result Riemann sum Self-similar process Self-similarity Simulation Smoothness Spectral density Square root Stable distribution Stable process Stationary process Stationary sequence Statistical inference Statistical physics Statistics Stochastic calculus Stochastic process Technology Telecommunication Textbook Theorem Time series Variance Wavelet Website |
ISBN |
1-282-08759-2
9786612087592 1-4008-2510-5 1-4008-1424-3 |
Classificazione | SK 820 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | Front matter -- Contents -- Chapter 1. Introduction -- Chapter 2. Some Historical Background -- Chapter 3. Self similar Processes with Stationary Increments -- Chapter 4. Fractional Brownian Motion -- Chapter 5. Self similar Processes with Independent Increments -- Chapter 6. Sample Path Properties of Self similar Stable Processes with Stationary Increments -- Chapter 7. Simulation of Self similar Processes -- Chapter 8. Statistical Estimation -- Chapter 9. Extensions -- References -- Index |
Record Nr. | UNINA-9910779907303321 |
Embrechts Paul <1953-> | ||
Princeton, N.J., : Princeton University Press, c2002 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|