Read Books Online and Download eBooks, EPub, PDF, Mobi, Kindle, Text Full Free.
Random Perturbations Of Hamiltonian Systems
Download Random Perturbations Of Hamiltonian Systems full books in PDF, epub, and Kindle. Read online Random Perturbations Of Hamiltonian Systems ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!
Book Synopsis Random Perturbations of Hamiltonian Systems by : Mark Iosifovich Freĭdlin
Download or read book Random Perturbations of Hamiltonian Systems written by Mark Iosifovich Freĭdlin and published by American Mathematical Soc.. This book was released on 1994 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random perturbations of Hamiltonian systems in Euclidean spaces lead to stochastic processes on graphs, and these graphs are defined by the Hamiltonian. In the case of white-noise type perturbations, the limiting process will be a diffusion process on the graph. Its characteristics are expressed through the Hamiltonian and the characteristics of the noise. Freidlin and Wentzell calculate the process on the graph under certain conditions and develop a technique which allows consideration of a number of asymptotic problems. The Dirichlet problem for corresponding elliptic equations with a small parameter are connected with boundary problems on the graph.
Book Synopsis Random Perturbations of Dynamical Systems by : M. I. Freidlin
Download or read book Random Perturbations of Dynamical Systems written by M. I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.
Book Synopsis Random Perturbations of Dynamical Systems by : Mark I. Freidlin
Download or read book Random Perturbations of Dynamical Systems written by Mark I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-05-31 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been “rediscovered” in applied papers. In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed system is determined by large deviations. Most of these changes concern terminology. In particular, it is explained that the notion of sub-limiting distribution for a given initial point and a time scale is identical to the idea of metastability, that the stochastic resonance is a manifestation of metastability, and that the theory of this effect is a part of the large deviation theory. The reader will also find new comments on the notion of quasi-potential that the authors introduced more than forty years ago, and new references to recent papers in which the proofs of some conjectures included in previous editions have been obtained. Apart from the above mentioned changes the main innovations in the 3rd edition concern the averaging principle. A new Section on deterministic perturbations of one-degree-of-freedom systems was added in Chapter 8. It is shown there that pure deterministic perturbations of an oscillator may lead to a stochastic, in a certain sense, long-time behavior of the system, if the corresponding Hamiltonian has saddle points. The usefulness of a joint consideration of classical theory of deterministic perturbations together with stochastic perturbations is illustrated in this section. Also a new Chapter 9 has been inserted in which deterministic and stochastic perturbations of systems with many degrees of freedom are considered. Because of the resonances, stochastic regularization in this case is even more important.
Author :Mark Iosifovich Freĭdlin Publisher :Springer Science & Business Media ISBN 13 :0387983627 Total Pages :448 pages Book Rating :4.3/5 (879 download)
Book Synopsis Random Perturbations of Dynamical Systems by : Mark Iosifovich Freĭdlin
Download or read book Random Perturbations of Dynamical Systems written by Mark Iosifovich Freĭdlin and published by Springer Science & Business Media. This book was released on 1998 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors' main tools are the large deviation theory the centred limit theorem for stochastic processes, and the averaging principle - all presented in great detail. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system.
Book Synopsis Random Perturbation Methods with Applications in Science and Engineering by : Anatoli V. Skorokhod
Download or read book Random Perturbation Methods with Applications in Science and Engineering written by Anatoli V. Skorokhod and published by Springer Science & Business Media. This book was released on 2007-06-21 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.
Book Synopsis Random Perturbations of Hamiltonian Systems by : Mark Iosifovich Freĭdlin
Download or read book Random Perturbations of Hamiltonian Systems written by Mark Iosifovich Freĭdlin and published by American Mathematical Soc.. This book was released on 1994-01-01 with total page 100 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random perturbations of Hamiltonian systems in Euclidean spaces lead to stochastic processes on graphs, and these graphs are defined by the Hamiltonian. In the case of white-noise type perturbations, the limiting process will be a diffusion process on the graph. Its characteristics are expressed through the Hamiltonian and the characteristics of the noise. Freidlin and Wentzell calculate the process on the graph under certain conditions and develop a technique which allows consideration of a number of asymptotic problems. The Dirichlet problem for corresponding elliptic equations with a small parameter are connected with boundary problems on the graph.
Book Synopsis Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations by : Anatoliy M. Samoilenko
Download or read book Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations written by Anatoliy M. Samoilenko and published by World Scientific. This book was released on 2011 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Differential equations with random right-hand sides and impulsive effects. 1.1. An impulsive process as a solution of an impulsive system. 1.2. Dissipativity. 1.3. Stability and Lyapunov functions. 1.4. Stability of systems with permanently acting random perturbations. 1.5. Solutions periodic in the restricted sense. 1.6. Periodic solutions of systems with small perturbations. 1.7. Periodic solutions of linear impulsive systems. 1.8. Weakly nonlinear systems. 1.9. Comments and references -- 2. Invariant sets for systems with random perturbations. 2.1. Invariant sets for systems with random right-hand sides. 2.2. Invariant sets for stochastic Ito systems. 2.3. The behaviour of invariant sets under small perturbations. 2.4. A study of stability of an equilibrium via the reduction principle for systems with regular random perturbations. 2.5. Stability of an equilibrium and the reduction principle for Ito type systems. 2.6. A study of stability of the invariant set via the reduction principle. Regular perturbations. 2.7. Stability of invariant sets and the reduction principle for Ito type systems. 2.8. Comments and references -- 3. Linear and quasilinear stochastic Ito systems. 3.1. Mean square exponential dichotomy. 3.2. A study of dichotomy in terms of quadratic forms. 3.3. Linear system solutions that are mean square bounded on the semiaxis. 3.4. Quasilinear systems. 3.5. Linear system solutions that are probability bounded on the axis. A generalized notion of a solution. 3.6. Asymptotic equivalence of linear systems. 3.7. Conditions for asymptotic equivalence of nonlinear systems. 3.8. Comments and references -- 4. Extensions of Ito systems on a torus. 4.1. Stability of invariant tori. 4.2. Random invariant tori for linear extensions. 4.3. Smoothness of invariant tori. 4.4. Random invariant tori for nonlinear extensions. 4.5. An ergodic theorem for a class of stochastic systems having a toroidal manifold. 4.6. Comments and references -- 5. The averaging method for equations with random perturbations. 5.1. A substantiation of the averaging method for systems with impulsive effect. 5.2. Asymptotics of normalized deviations of averaged solutions. 5.3. Applications to the theory of nonlinear oscillations. 5.4. Averaging for systems with impulsive effects at random times. 5.5. The second theorem of M.M. Bogolyubov for systems with regular random perturbations. 5.6. Averaging for stochastic Ito systems. An asymptotically finite interval. 5.7. Averaging on the semiaxis. 5.8. The averaging method and two-sided bounded solutions of Ito systems. 5.9. Comments and references
Book Synopsis Topics in Stochastic Analysis and Nonparametric Estimation by : Pao-Liu Chow
Download or read book Topics in Stochastic Analysis and Nonparametric Estimation written by Pao-Liu Chow and published by Springer Science & Business Media. This book was released on 2010-07-19 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.
Book Synopsis Symplectic Integration of Stochastic Hamiltonian Systems by : Jialin Hong
Download or read book Symplectic Integration of Stochastic Hamiltonian Systems written by Jialin Hong and published by Springer Nature. This book was released on 2023-02-21 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems. The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.
Book Synopsis New Trends in Mathematical Physics by : Vladas Sidoravicius
Download or read book New Trends in Mathematical Physics written by Vladas Sidoravicius and published by Springer Science & Business Media. This book was released on 2009-08-31 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects selected papers written by invited and plenary speakers of the 15th International Congress on Mathematical Physics (ICMP) in the aftermath of the conference. In extensive review articles and expository texts as well as advanced research articles the world leading experts present the state of the art in modern mathematical physics. New mathematical concepts and ideas are introduced by prominent mathematicalphysicists and mathematicians, covering among others the fields of Dynamical Systems, Operator Algebras, Partial Differential Equations, Probability Theory, Random Matrices, Condensed Matter Physics, Statistical Mechanics, General Relativity, Quantum Mechanics, Quantum Field Theory, Quantum Information and String Theory. All together the contributions in this book give a panoramic view of the latest developments in mathematical physics. They will help readers with a general interest in mathematical physics to get an update on the most recent developments in their field, and give a broad overview on actual and future research directions in this fascinating and rapidly expanding area.
Book Synopsis Chaos and Diffusion in Hamiltonian Systems by :
Download or read book Chaos and Diffusion in Hamiltonian Systems written by and published by Atlantica Séguier Frontières. This book was released on 1995 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis International Conference on Theory and Application in Nonlinear Dynamics (ICAND 2012) by : Visarath In
Download or read book International Conference on Theory and Application in Nonlinear Dynamics (ICAND 2012) written by Visarath In and published by Springer. This book was released on 2013-12-13 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: A collection of different lectures presented by experts in the field of nonlinear science provides the reader with contemporary, cutting-edge, research works that bridge the gap between theory and device realizations of nonlinear phenomena. Representative examples of topics covered include: chaos gates, social networks, communication, sensors, lasers, molecular motors, biomedical anomalies, stochastic resonance, nano-oscillators for generating microwave signals and related complex systems. A common theme among these and many other related lectures is to model, study, understand, and exploit the rich behavior exhibited by nonlinear systems to design and fabricate novel technologies with superior characteristics. Consider, for instance, the fact that a shark’s sensitivity to electric fields is 400 times more powerful than the most sophisticated electric-field sensor. In spite of significant advances in material properties, in many cases it remains a daunting task to duplicate the superior signal processing capabilities of most animals. Since nonlinear systems tend to be highly sensitive to perturbations when they occur near the onset of a bifurcation, there are also lectures on the general topic of bifurcation theory and on how to exploit such bifurcations for signal enhancements purposes. This manuscript will appeal to researchers interested in both theory and implementations of nonlinear systems.
Book Synopsis Lyapunov Exponents by : Arkady Pikovsky
Download or read book Lyapunov Exponents written by Arkady Pikovsky and published by Cambridge University Press. This book was released on 2016-02-11 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: Lyapunov exponents lie at the heart of chaos theory, and are widely used in studies of complex dynamics. Utilising a pragmatic, physical approach, this self-contained book provides a comprehensive description of the concept. Beginning with the basic properties and numerical methods, it then guides readers through to the most recent advances in applications to complex systems. Practical algorithms are thoroughly reviewed and their performance is discussed, while a broad set of examples illustrate the wide range of potential applications. The description of various numerical and analytical techniques for the computation of Lyapunov exponents offers an extensive array of tools for the characterization of phenomena such as synchronization, weak and global chaos in low and high-dimensional set-ups, and localization. This text equips readers with all the investigative expertise needed to fully explore the dynamical properties of complex systems, making it ideal for both graduate students and experienced researchers.
Book Synopsis IUTAM Symposium on Nonlinear Stochastic Dynamics by : N. Sri Namachchivaya
Download or read book IUTAM Symposium on Nonlinear Stochastic Dynamics written by N. Sri Namachchivaya and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 470 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-linear stochastic systems are at the center of many engineering disciplines and progress in theoretical research had led to a better understanding of non-linear phenomena. This book provides information on new fundamental results and their applications which are beginning to appear across the entire spectrum of mechanics. The outstanding points of these proceedings are Coherent compendium of the current state of modelling and analysis of non-linear stochastic systems from engineering, applied mathematics and physics point of view. Subject areas include: Multiscale phenomena, stability and bifurcations, control and estimation, computational methods and modelling. For the Engineering and Physics communities, this book will provide first-hand information on recent mathematical developments. The applied mathematics community will benefit from the modelling and information on various possible applications.
Book Synopsis On Finite Groups and Homotopy Theory by : Ran Levi
Download or read book On Finite Groups and Homotopy Theory written by Ran Levi and published by American Mathematical Soc.. This book was released on 1995 with total page 121 pages. Available in PDF, EPUB and Kindle. Book excerpt: In part 1 we study the homology, homotopy, and stable homotopy of [capital Greek]Omega[italic capital]B[lowercase Greek]Pi[up arrowhead][over][subscript italic]p, where [italic capital]G is a finite [italic]p-perfect group. In part 2 we define the concept of resolutions by fibrations over an arbitrary family of spaces.
Book Synopsis Christoffel Functions and Orthogonal Polynomials for Exponential Weights on $[-1, 1]$ by : A. L. Levin
Download or read book Christoffel Functions and Orthogonal Polynomials for Exponential Weights on $[-1, 1]$ written by A. L. Levin and published by American Mathematical Soc.. This book was released on 1994 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bounds for orthogonal polynomials which hold on the 'whole' interval of orthogonality are crucial to investigating mean convergence of orthogonal expansions, weighted approximation theory, and the structure of weighted spaces. This book focuses on a method of obtaining such bounds for orthogonal polynomials (and their Christoffel functions) associated with weights on [-1,1]. Also presented are uniform estimates of spacing of zeros of orthogonal polynomials and applications to weighted approximation theory.
Book Synopsis Inverse Nodal Problems: Finding the Potential from Nodal Lines by : Ole H. Hald
Download or read book Inverse Nodal Problems: Finding the Potential from Nodal Lines written by Ole H. Hald and published by American Mathematical Soc.. This book was released on 1996 with total page 162 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper we consider an eigenvalue problem which arises in the study of rectangular membranes. The mathematical model is an elliptic equation, in potential form, with Dirichlet boundary conditions. We show that the potential is uniquely determined, up to an additive constant, by a subset of the nodal lines of the eigenfunctions. A formula is shown which, when the additive constant is given, yields an approximation to the potential at a dense set of points. We present an estimate for the error made by the formula. A substantial part of this work is the derivation of the asymptotic forms for a rich set of eigenvalues and eigenfunctions for a large set of rectangles.
![Download Christoffel Functions and Orthogonal Polynomials for Exponential Weights on $[-1, 1]$ PDF Online Free](https://books.google.com/books/content/images/frontcover/7IzUCQAAQBAJ?fife=w200-h370)
