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Random Perturbations Of Hamiltonian Systems
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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 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 Society(RI). This book was released on 2014-08-31 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 : 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 2012-12-06 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
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 Introduction to the Perturbation Theory of Hamiltonian Systems by : Dmitry Treschev
Download or read book Introduction to the Perturbation Theory of Hamiltonian Systems written by Dmitry Treschev and published by Springer Science & Business Media. This book was released on 2009-10-08 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an extended version of lectures given by the ?rst author in 1995–1996 at the Department of Mechanics and Mathematics of Moscow State University. We believe that a major part of the book can be regarded as an additional material to the standard course of Hamiltonian mechanics. In comparison with the original Russian 1 version we have included new material, simpli?ed some proofs and corrected m- prints. Hamiltonian equations ?rst appeared in connection with problems of geometric optics and celestial mechanics. Later it became clear that these equations describe a large classof systemsin classical mechanics,physics,chemistry,and otherdomains. Hamiltonian systems and their discrete analogs play a basic role in such problems as rigid body dynamics, geodesics on Riemann surfaces, quasi-classic approximation in quantum mechanics, cosmological models, dynamics of particles in an accel- ator, billiards and other systems with elastic re?ections, many in?nite-dimensional models in mathematical physics, etc. In this book we study Hamiltonian systems assuming that they depend on some parameter (usually?), where for?= 0 the dynamics is in a sense simple (as a rule, integrable). Frequently such a parameter appears naturally. For example, in celestial mechanics it is accepted to take? equal to the ratio: the mass of Jupiter over the mass of the Sun. In other cases it is possible to introduce the small parameter ar- ?cially.
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 Dynamical Systems by : Yuri Kifer
Download or read book Random Perturbations of Dynamical Systems written by Yuri Kifer and published by Springer Science & Business Media. This book was released on 1988-05 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: Mathematicians often face the question to which extent mathematical models describe processes of the real world. These models are derived from experimental data, hence they describe real phenomena only approximately. Thus a mathematical approach must begin with choosing properties which are not very sensitive to small changes in the model, and so may be viewed as properties of the real process. In particular, this concerns real processes which can be described by means of ordinary differential equations. By this reason different notions of stability played an important role in the qualitative theory of ordinary differential equations commonly known nowdays as the theory of dynamical systems. Since physical processes are usually affected by an enormous number of small external fluctuations whose resulting action would be natural to consider as random, the stability of dynamical systems with respect to random perturbations comes into the picture. There are differences between the study of stability properties of single trajectories, i. e. , the Lyapunov stability, and the global stability of dynamical systems. The stochastic Lyapunov stability was dealt with in Hasminskii [Has]. In this book we are concerned mainly with questions of global stability in the presence of noise which can be described as recovering parameters of dynamical systems from the study of their random perturbations. The parameters which is possible to obtain in this way can be considered as stable under random perturbations, and so having physical sense. -1- Our set up is the following.
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 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 A Geometric Setting for Hamiltonian Perturbation Theory by : Anthony D. Blaom
Download or read book A Geometric Setting for Hamiltonian Perturbation Theory written by Anthony D. Blaom and published by American Mathematical Soc.. This book was released on 2001 with total page 137 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this text, the perturbation theory of non-commutatively integrable systems is revisited from the point of view of non-Abelian symmetry groups. Using a co-ordinate system intrinsic to the geometry of the symmetry, the book generalizes and geometrizes well-known estimates of Nekhoroshev (1977), in a class of systems having almost $G$-invariant Hamiltonians. These estimates are shown to have a natural interpretation in terms of momentum maps and co-adjoint orbits. The geometric framework adopted is described explicitly in examples, including the Euler-Poinsot rigid body.
Book Synopsis Proceedings of the 4th International Conference on Applications in Nonlinear Dynamics (ICAND 2016) by : Visarath In
Download or read book Proceedings of the 4th International Conference on Applications in Nonlinear Dynamics (ICAND 2016) written by Visarath In and published by Springer. This book was released on 2017-03-22 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents collaborative research works carried out by experimentalists and theorists around the world in the field of nonlinear dynamical systems. It provides a forum for applications of nonlinear systems while solving practical problems in science and engineering. Topics include: Applied Nonlinear Optics, Sensor, Radar & Communication Signal Processing, Nano Devices, Nonlinear Biomedical Applications, Circuits & Systems, Coupled Nonlinear Oscillator, Precision Timing Devices, Networks, and other contemporary topics in the general field of Nonlinear Science. This book provides a comprehensive report of the various research projects presented at the International Conference on Applications in Nonlinear Dynamics (ICAND 2016) held in Denver, Colorado, 2016. It can be a valuable tool for scientists and engineering interested in connecting ideas and methods in nonlinear dynamics with actual design, fabrication and implementation of engineering applications or devices.>
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 530 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.
