Random Perturbations of Hamiltonian Systems

Released on by Mark Iosifovich Freĭdlin
preview-18

  • Random Perturbations of Hamiltonian Systems Book Detail

  • Author : Mark Iosifovich Freĭdlin
  • Release Date : 1994
  • Publisher : American Mathematical Soc.
  • Genre : Mathematics
  • Pages : 97
  • ISBN 13 : 0821825860
  • File Size : 3,3 MB
DOWNLOAD BOOK

Random Perturbations of Hamiltonian Systems by Mark Iosifovich Freĭdlin PDF Summary

Book Description: 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.

Disclaimer: www.yourbookbest.com does not own Random Perturbations of Hamiltonian Systems books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Random Perturbations of Dynamical Systems

Random Perturbations of Dynamical Systems

File Size : 77,77 MB
Total View : 8079 Views
DOWNLOAD

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-ti