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Noise-Induced Phenomena in the Environmental Sciences by Luca Ridolfi

By Luca Ridolfi

Randomness is ubiquitous in nature. Random drivers are more often than not thought of a resource of illness in environmental structures. besides the fact that, the interplay among noise and nonlinear dynamics could lead to the emergence of a few ordered behaviors (in time and house) that may now not exist within the absence of noise. This counterintuitive impact of randomness may perhaps play a very important position in environmental procedures. for instance, probably "random" heritage occasions within the surroundings can develop into better instabilities that experience nice results on climate styles. This publication provides the fundamentals of the idea of stochastic calculus and its program to the examine of noise-induced phenomena in environmental structures. it is going to be a useful reference textual content for ecologists, geoscientists, and environmental engineers attracted to the learn of stochastic environmental dynamics.

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In this case the particle would have been attracted to the D1 22 Noise-driven dynamical systems domain. The possible boundaries of the domain, [φ− , φ+ ], are then all pairs of stable stationary points that are not separated by an unstable point. As noted, the stable points are the boundaries of the domain only if neither one of the two dynamics has an unstable point between them. For example, to the right of the domain D2 (see Fig. 4) there are two minima (one for each potential function), but the maximum of potential V2 (φ) existing between these minima prevents the long-term persistence of the particle in this interval.

In fact, once the particle enters D2 , it necessarily remains trapped inside it, and D2 becomes the domain of the steady-state pdf. Notice that the jump from position 2 to 3 could have occurred before the maximum of the V2 (φ) potential was reached. In this case the particle would have been attracted to the D1 22 Noise-driven dynamical systems domain. The possible boundaries of the domain, [φ− , φ+ ], are then all pairs of stable stationary points that are not separated by an unstable point. As noted, the stable points are the boundaries of the domain only if neither one of the two dynamics has an unstable point between them.

27) inserted into the first of Eqs. 26) leads to ∂ [P(φ, ∂φ 1 ) f 1 (φ)] + P(φ, + P(φ, 1 )k1 1) f 1 (φ) k2 = 0. 29) where C is an integration constant. 27) to obtain P(φ, 2) =− C exp − f 2 (x) k1 k2 + dφ f 1 (φ ) f 2 (φ ) φ . , 1980; van den Broeck, 1983): p (φ) = C 1 1 − exp − f 1 (φ) f 2 (φ) φ k1 k2 + dφ f 1 (φ ) f 2 (φ ) . 3) be equal to one. Using the definitions of f 1 (φ) and f 2 (φ) given in Eqs. 32) 2 g(φ)]. 1: f (φ) are defined as in Eqs. 17). , 1994) with parameters k1 and k2 . 2: f (φ) are defined as in Eqs.

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