Skip to main content
Log in

Statistical replacement for systems with delta-correlated fluctuations

  • Articles
  • Published:
Journal of Statistical Physics Aims and scope Submit manuscript

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.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. N. G. van Kampen,J. Stat. Phys. 17:71 (1977).

    Google Scholar 

  2. B. Caroli, C. Caroli, and B. Roulet,J. Stat. Phys. 21:415 (1979).

    Google Scholar 

  3. B. Caroli, C. Caroli, B. Roulet, and J. F. Gouyet,J. Stat. Phys. 22:515 (1980).

    Google Scholar 

  4. P. Hunt, K. Hunt, and J. Ross,J. Chem. Phys. 79:3765 (1983).

    Google Scholar 

  5. M. C. Valsakumar, inStochastic Processes: Formalism and Applications, Lecture Notes in Physics No. 184, Duttagupta, ed. (Springer, New York, 1983).

    Google Scholar 

  6. W. D. Iwan and I-Min Yang,J. Appl. Mech. 39:545 (1972).

    Google Scholar 

  7. J. D. Mason, ed.,Stochastic Differential Equations and Applications (Academic Press, New York, 1977).

    Google Scholar 

  8. T. K. Caughey, inAdvances in Applied Mechanics, Vol. 11 (Academic Press, New York, 1971), pp. 209–253.

    Google Scholar 

  9. S. H. Crandall,Int. J. Nonlinear Mech. 15:303 (1980).

    Google Scholar 

  10. B. J. West, K. Lindenberg, and K. E. Shuler,J. Stat. Phys. 18:217 (1978).

    Google Scholar 

  11. J. O. Eaves and W. P. Reinhardt,J. Stat. Phys. 25:127 (1981).

    Google Scholar 

  12. M. C. Valsakumar, K. P. N. Murthy, and G. Ananthakrishna,J. Stat. Phys. 30:617 (1983).

    Google Scholar 

  13. B. J. West, G. Rovner, and K. Lindenberg,J. Stat. Phys. 30:633 (1983).

    Google Scholar 

  14. G. E. Uhlenbeck and L. S. Ornstein,Phys. Rev. 36:823 (1930).

    Google Scholar 

  15. N. G. van Kampen,Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam, 1981).

    Google Scholar 

  16. V. Tatarskii,Wave Propagation in a Turbulent Medium (McGraw-Hill, New York, 1961).

    Google Scholar 

  17. U. Frisch, inProbabilistic Methods in Applied Mathematics, Vol. 1, A. T. Bharucha-Reid, ed. (Academic Press, New York, 1968).

    Google Scholar 

  18. W. Horsthemke and R. Lefever,Noise-Induced Transitions (Springer-Verlag, Berlin, 1984).

    Google Scholar 

  19. K. Lindenberg and B. J. West,Physica 119A:485 (1983).

    Google Scholar 

  20. K. Kaminiski, R. Roy, R. Short, and L. Mandel,Phys. Rev. A 24:370 (1981).

    Google Scholar 

  21. L. D. Landau and E. M. Lifshitz,Fluid Mechanics (Pergamon Press, London, 1959).

    Google Scholar 

  22. K. Lindenberg and B. J. West,Phys. Rev. Lett. 51:1370 (1983).

    Google Scholar 

  23. B. J. West and K. Lindenberg,J. Chem. Phys. 83:4118 (1985).

    Google Scholar 

  24. 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).

    Google Scholar 

  25. K. Lindenberg and V. Seshadri,Physica A 109:483 (1981).

    Google Scholar 

  26. B. Morton and S. Corrsin,J. Stat. Phys. 2:153 (1970).

    Google Scholar 

  27. A. Bulsara, K. Lindenberg, K. E. Shuler, R. Frehlich, and W. A. Coles,Int. J. Non-Linear Mech. 17:237 (1982).

    Google Scholar 

  28. T. Okada,J. Phys. Soc. J. 53:1943 (1984).

    Google Scholar 

  29. M. W. Evans, P. Grigolini, and G. Pastori Parravicini, eds.,Memory Function Approaches to Stochastic Problems in Condensed Matter (Wiley-Interscience, New York, 1985).

    Google Scholar 

  30. 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).

    Google Scholar 

  31. V. Seshadri, B. J. West, and K. Lindenberg,Physica 107A:219 (1981).

    Google Scholar 

  32. E. N. Lorenz,J. Atmos. Sci. 20:130 (1963).

    Google Scholar 

  33. E. Knobloch,J. Stat. Phys. 20:695 (1979).

    Google Scholar 

  34. J. G. Charney and J. G. De Vore,J. Atmos. Sci. 36:1205 (1979).

    Google Scholar 

  35. J. Egger,J. Atmos. Sci. 38:2606 (1982).

    Google Scholar 

  36. R. Benzi, A. R. Hansen, and A. Sutera,Q. J. R. Meteor. Soc. 110:393 (1984).

    Google Scholar 

  37. 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.

    Google Scholar 

  38. K. Lindenberg and B. J. West,J. Atmos. Sci. 41:3021 (1984).

    Google Scholar 

  39. 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).

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints 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

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01010458

Key words

Navigation