Cargando…

Random Perturbations of Dynamical Systems

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 p...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Freidlin, Mark I. (Autor), Wentzell, Alexander D. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
Edición:3rd ed. 2012.
Colección:Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, 260
Temas:
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-3-642-25847-3
003 DE-He213
005 20220117131737.0
007 cr nn 008mamaa
008 120530s2012 gw | s |||| 0|eng d
020 |a 9783642258473  |9 978-3-642-25847-3 
024 7 |a 10.1007/978-3-642-25847-3  |2 doi 
050 4 |a QA273.A1-274.9 
072 7 |a PBT  |2 bicssc 
072 7 |a PBWL  |2 bicssc 
072 7 |a MAT029000  |2 bisacsh 
072 7 |a PBT  |2 thema 
072 7 |a PBWL  |2 thema 
082 0 4 |a 519.2  |2 23 
100 1 |a Freidlin, Mark I.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Random Perturbations of Dynamical Systems  |h [electronic resource] /  |c by Mark I. Freidlin, Alexander D. Wentzell. 
250 |a 3rd ed. 2012. 
264 1 |a Berlin, Heidelberg :  |b Springer Berlin Heidelberg :  |b Imprint: Springer,  |c 2012. 
300 |a XXVIII, 460 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,  |x 2196-9701 ;  |v 260 
505 0 |a 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. The Multidimensional Case -- 10.Stability Under Random Perturbations -- 11.Sharpenings and Generalizations -- References -- Index. 
520 |a 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. 
650 0 |a Probabilities. 
650 1 4 |a Probability Theory. 
700 1 |a Wentzell, Alexander D.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783642258480 
776 0 8 |i Printed edition:  |z 9783642446870 
776 0 8 |i Printed edition:  |z 9783642258466 
830 0 |a Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics,  |x 2196-9701 ;  |v 260 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-642-25847-3  |z Texto Completo 
912 |a ZDB-2-SMA 
912 |a ZDB-2-SXMS 
950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713)