The classical Melnikov method provides information on the behavior of deterministic planar systems that may exhibit transitions, i.e. escapes from and captures into preferred regions of phase space. This book develops a unified treatment of deterministic and stochastic systems that extends the applicability of the Melnikov method to physically realizable stochastic planar systems with additive, state-dependent, white, colored, or dichotomous noise. The extended Melnikov method yields the novel result that motions with transitions are chaotic regardless of whether the excitation is deterministic or stochastic. It explains the role in the occurrence of transitions of the characteristics of the system and its deterministic or stochastic excitation, and is a powerful modeling and identification tool. The book is designed primarily for readers interested in applications. The level of preparation required corresponds to the equivalent of a first-year graduate course in applied mathematics. No previous exposure to dynamical systems theory or the theory of stochastic processes is required. The theoretical prerequisites and developments are presented in the first part of the book. The second part of the book is devoted to applications, ranging from physics to mechanical engineering, naval architecture, oceanography, nonlinear control, stochastic resonance, and neurophysiology.

The author has chosen an excellent subject, which will probably become a main direction of research in the field of stochastic differential equations. This book is addressed to a wide readership: specialists in dynamical systems and stochastic processes, mathematicians, engineers, physicists, and neuroscientists. The author succeeds in making the material interesting to all these groups of researchers. -- Florin Diacu, Pacific Institute for the Mathematical Sciences, University of Victoria

About the Author
Emil Simiu is a NIST Fellow, National Institute of Standards and Technology, and Research Professor, Whiting School of Engineering, The Johns Hopkins University. A specialist in flow-structure interaction, he is the coauthor of "Wind Effects on Structures" and was the 1984 recipient of the Federal Engineer of the Year award.

Reviews
"Highly readable, elegant, and concise... Emil Simiu has succeeded in putting together a highly stimulating book that proposes a promising, unifying approach to various aspects of chaos theory. While encompassing a wide swath of topics, traditionally found only on scattered sources, the book is succinctly written, exhibiting a quality reserved to the best of review works."--Daniel ben-Avraham, Journal of Statistical Physics



Book Information
ISBN 9780691144344
Author Emil Simiu
Format Paperback
Page Count 240
Imprint Princeton University Press
Publisher Princeton University Press
Weight(grams) 340g