Random Perturbations of Dynamical System (Grundlehren Der Mathematischen): 260 - Brossura

Freidlin, M. I.

Brossura

ISBN 10: 1461268397 ISBN 13: 9781461268390

Casa editrice: Springerverlag New York, 2012

Riassunto

A treatment of various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems. Apart from the long-time behaviour of the perturbed system, exit problems, metastable states, optimal stabilisation, and asymptotics of stationary distributions are considered in detail. The authors'main tools are the large deviation theory, the central limit theorem for stochastic processes, and the averaging principle. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system, and most of these results are closely connected with PDEs. This new edition contains expansions on the averaging principle, a new chapter on random perturbations of Hamiltonian systems, along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDEs and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on sharpenings and generalisations.

Su questo libro

Recensione

Second Edition

M.I. Freidlin; A.D. Wentzell; and J. Szücs

Random Perturbations of Dynamical Systems

"A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems."―ZENTRALBLATT MATH

Contenuti

1: Random Perturbations. 2: Small Random Perturbations on a Finite Time Interval. 3: Action Functional. 4: Gaussian Perturbations of Dynamical Systems. Neighborhood of an Equilibrium Point. 5: Perturbations Leading to Markov Processes. 6: Markov Perturbations on Large Time Intervals. 7: The Averaging Principle. Fluctuations in Dynamical Systems with Averaging. 8: Random Perturbations of Hamiltonian Systems. 9: Stability Under Random Perturbations. 10: Sharpenings and Generalizations.

Dettagli dell?edizione

• Editore: Springerverlag New York
• Data di pubblicazione: 2012
• ISBN 10: 1461268397
• ISBN 13: 9781461268390
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero edizione: 2
• Numero di pagine: 448
• Contatto del produttore: non disponibile