Random Perturbations of Dynamics Systems

Freidlin M I and Wentzell A D

ISBN 10: 0387983627 / ISBN 13: 9780387983622

Editore: Springer, New York, 1998

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From an academic library with the usual stamps etc. This item is heavy and will attract postal surcharges. Codice articolo A00020397

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Titolo: Random Perturbations of Dynamics Systems

Casa editrice: Springer, New York

Data di pubblicazione: 1998

Legatura: Hard Cover

Condizione: Good

Condizione sovraccoperta: No Jacket

Edizione: Second Edition.

Tipologia articolo: A00020397

Descrizione articolo

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.

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