Abstract
Nonlinear systems with stochastic parameters are approximated by simpler systems using a method that we call “statistical replacement.” This method is an extension of the previously developed AGREE which was restricted to systems with additive fluctuations. Statistical replacement incorporates the distinctions between globally stable thermodynamically closed systems and thermodynamically open systems that can be unstable.
Similar content being viewed by others
References
N. G. van Kampen,J. Stat. Phys. 17:71 (1977).
B. Caroli, C. Caroli, and B. Roulet,J. Stat. Phys. 21:415 (1979).
B. Caroli, C. Caroli, B. Roulet, and J. F. Gouyet,J. Stat. Phys. 22:515 (1980).
P. Hunt, K. Hunt, and J. Ross,J. Chem. Phys. 79:3765 (1983).
M. C. Valsakumar, inStochastic Processes: Formalism and Applications, Lecture Notes in Physics No. 184, Duttagupta, ed. (Springer, New York, 1983).
W. D. Iwan and I-Min Yang,J. Appl. Mech. 39:545 (1972).
J. D. Mason, ed.,Stochastic Differential Equations and Applications (Academic Press, New York, 1977).
T. K. Caughey, inAdvances in Applied Mechanics, Vol. 11 (Academic Press, New York, 1971), pp. 209–253.
S. H. Crandall,Int. J. Nonlinear Mech. 15:303 (1980).
B. J. West, K. Lindenberg, and K. E. Shuler,J. Stat. Phys. 18:217 (1978).
J. O. Eaves and W. P. Reinhardt,J. Stat. Phys. 25:127 (1981).
M. C. Valsakumar, K. P. N. Murthy, and G. Ananthakrishna,J. Stat. Phys. 30:617 (1983).
B. J. West, G. Rovner, and K. Lindenberg,J. Stat. Phys. 30:633 (1983).
G. E. Uhlenbeck and L. S. Ornstein,Phys. Rev. 36:823 (1930).
N. G. van Kampen,Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam, 1981).
V. Tatarskii,Wave Propagation in a Turbulent Medium (McGraw-Hill, New York, 1961).
U. Frisch, inProbabilistic Methods in Applied Mathematics, Vol. 1, A. T. Bharucha-Reid, ed. (Academic Press, New York, 1968).
W. Horsthemke and R. Lefever,Noise-Induced Transitions (Springer-Verlag, Berlin, 1984).
K. Lindenberg and B. J. West,Physica 119A:485 (1983).
K. Kaminiski, R. Roy, R. Short, and L. Mandel,Phys. Rev. A 24:370 (1981).
L. D. Landau and E. M. Lifshitz,Fluid Mechanics (Pergamon Press, London, 1959).
K. Lindenberg and B. J. West,Phys. Rev. Lett. 51:1370 (1983).
B. J. West and K. Lindenberg,J. Chem. Phys. 83:4118 (1985).
B. J. West and K. Lindenberg, inProceedings of the Workshop on Fluctuations and Sensitivity in Nonequilibrium Systems, V. Kondepudi and W. Horsthemke, eds. (Springer-Verlag, Berlin, 1984).
K. Lindenberg and V. Seshadri,Physica A 109:483 (1981).
B. Morton and S. Corrsin,J. Stat. Phys. 2:153 (1970).
A. Bulsara, K. Lindenberg, K. E. Shuler, R. Frehlich, and W. A. Coles,Int. J. Non-Linear Mech. 17:237 (1982).
T. Okada,J. Phys. Soc. J. 53:1943 (1984).
M. W. Evans, P. Grigolini, and G. Pastori Parravicini, eds.,Memory Function Approaches to Stochastic Problems in Condensed Matter (Wiley-Interscience, New York, 1985).
K. Lindenberg, K. E. Shuler, V. Seshadri, and B. J. West, inProbabilistic Analysis and Related Topics, Vol. 3, A. T. Bharucha-Reid, ed. (Academic Press, New York, 1983).
V. Seshadri, B. J. West, and K. Lindenberg,Physica 107A:219 (1981).
E. N. Lorenz,J. Atmos. Sci. 20:130 (1963).
E. Knobloch,J. Stat. Phys. 20:695 (1979).
J. G. Charney and J. G. De Vore,J. Atmos. Sci. 36:1205 (1979).
J. Egger,J. Atmos. Sci. 38:2606 (1982).
R. Benzi, A. R. Hansen, and A. Sutera,Q. J. R. Meteor. Soc. 110:393 (1984).
R. E. Moritz, inPredictability of Fluid Motions, G. Holloway and B. J. West, eds. AIP Conference Proceedings, Vol. 106 (American Institute of Physics, New York, 1984), p. 419.
K. Lindenberg and B. J. West,J. Atmos. Sci. 41:3021 (1984).
K. Lindenberg, B. J. West, and J. Kottalam, to appear in the ASI Proceedings of the conference onIrreversible Phenomena and Dynamical Systems Analysis in Geosciences (Crete, Greece, July 1985).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Kottalam, J., Lindenberg, K. & West, B.J. Statistical replacement for systems with delta-correlated fluctuations. J Stat Phys 42, 979–1008 (1986). https://doi.org/10.1007/BF01010458
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01010458