Stochastic modelling of nonlinear dynamical systems

Details Stochastic modelling of nonlinear dynamical systems Stochastic modelling of nonlinear dynamical systems

1999-10-20

arxiv.org/abs/chao-dyn/9910027v1

Physics

Condensed Matter

in D. S. Broomhead, E. A. Luchinskaya, P. V. E. McClintock and T. Mullin, ed., "Stochaos: Stochastic and Chaotic Dynamics in t

Scientific paper

10.1063/1.1302402

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.

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