Reviews of topical problems

Integral characteristics: a key to understanding structure formation in stochastic dynamic systems

A M Obukhov Institute of Atmospheric Physics, Russian Academy of Sciences, Pyzhevskii per. 3, Moscow, 109017, Russian Federation

Some general problems concerning the stochastic approach are discussed in relation to parametrically excited stochastic dynamic systems described by partial differential equations. Such problems arise in hydrodynamics, magnetohydrodynamics, and astro, plasma, and radio physics and share the feature that the statistical characteristics of their solutions (moments, correlation and spectral functions, and so on) increasing exponentially with time, whereas some solution implementations lead to the formation of random structures with probability one as a result of clustering. The goal of this paper is to use the ideas of stochastic topography to find conditions under which such structures arise.

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Fulltext is also available at DOI: 10.3367/UFNe.0181.201105a.0457
PACS: 05.40.−a, 05.45.−a, 46.65.+g, 47.27.−i (all)
DOI: 10.3367/UFNe.0181.201105a.0457
Citation: Klyatskin V I "Integral characteristics: a key to understanding structure formation in stochastic dynamic systems" Phys. Usp. 54 441–464 (2011)
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Received: 12th, August 2010, revised: 1st, November 2010, 16th, November 2010

Оригинал: Кляцкин В И «Интегральные характеристики — ключ к пониманию структурообразования в стохастических динамических системах» УФН 181 457–482 (2011); DOI: 10.3367/UFNr.0181.201105a.0457

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