Random Perturbations of Dynamical Systems - Couverture rigide

Freidlin, Mark; Wentzell, A. D.

Couverture rigide

ISBN 10 : 0387983627 ISBN 13 : 9780387983622

Editeur : Springer-Verlag New York Inc., 1998

Synopsis

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.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 1998
• ISBN 10: 0387983627
• ISBN 13: 9780387983622
• Reliure: Relié
• Langue: anglais
• Numéro d'édition: 2
• Nombre de pages: 459
• Coordonnées du fabricant: non disponible