Random Perturbations of Dynamical Systems
(Sprache: Englisch)
This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems; especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable...
Leider schon ausverkauft
versandkostenfrei
Buch (Gebunden)
118.72 €
Produktdetails
Produktinformationen zu „Random Perturbations of Dynamical Systems “
This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems; especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered. The authors' main tools are the large deviation theory, the central 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. Most of the results are closely connected with PDE's and the author's approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDE's. The most essential additions and changes in this new edition concern the averaging principle. A new chapter on random perturbations of Hamiltonian systems has been added along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDE's and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on Sharpenings and Generalizations.
Klappentext zu „Random Perturbations of Dynamical Systems “
This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems; especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered. The authors' main tools are the large deviation theory, the central 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. Most of the results are closely connected with PDE's and the author's approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDE's. The most essential additions and changes in this new edition concern the averaging principle. A new chapter on random perturbations of Hamiltonian systems has been added along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDE's and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on Sharpenings and Generalizations.
This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems; especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered. The authors' main tools are the large deviation theory, the central 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. Most of the results are closely connected with PDE's and the author's approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDE's. The most essential additions and changes in this new edition concern the averaging principle. A new chapter on random perturbations of Hamiltonian systems has been added along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDE's and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on Sharpenings and Generalizations.
Inhaltsverzeichnis zu „Random Perturbations of Dynamical Systems “
From the contents: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.
Bibliographische Angaben
- Autoren: Mark I. Freidlin , Alexander D. Wentzell
- 1998, 2nd ed., XI, 430 Seiten, 33 Abbildungen, Maße: 15,5 x 23,5 cm, Gebunden, Englisch
- Herausgegeben: J. Szücs
- Verlag: Springer, Berlin
- ISBN-10: 0387983627
- ISBN-13: 9780387983622
Sprache:
Englisch
Rezension zu „Random Perturbations of Dynamical Systems “
Second EditionM.I. Freidlin; A.D. Wentzell; and J. SzücsRandom Perturbations of Dynamical Systems"A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems."-ZENTRALBLATT MATH
Kommentar zu "Random Perturbations of Dynamical Systems"
0 Gebrauchte Artikel zu „Random Perturbations of Dynamical Systems“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Random Perturbations of Dynamical Systems".
Kommentar verfassen