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Titlebook: Random Perturbations of Dynamical Systems; Mark I. Freidlin,Alexander D. Wentzell Textbook 2012Latest edition Springer-Verlag Berlin Heide

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书目名称Random Perturbations of Dynamical Systems
编辑Mark I. Freidlin,Alexander D. Wentzell
视频video
概述Third revised and enlarged edition.New chapters and enlarged bibliographic references.A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems.
丛书名称Grundlehren der mathematischen Wissenschaften
图书封面Titlebook: Random Perturbations of Dynamical Systems;  Mark I. Freidlin,Alexander D. Wentzell Textbook 2012Latest edition Springer-Verlag Berlin Heide
描述.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 deterministi
出版日期Textbook 2012Latest edition
关键词60F10, 34E10, 60H10, 60J60; averaging principle; exit problems; large deviations; metastability; perturba
版次3
doihttps://doi.org/10.1007/978-3-642-25847-3
isbn_softcover978-3-642-44687-0
isbn_ebook978-3-642-25847-3Series ISSN 0072-7830 Series E-ISSN 2196-9701
issn_series 0072-7830
copyrightSpringer-Verlag Berlin Heidelberg 2012
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Stability Under Random Perturbations,characterizes the stability. Using the results obtained in previous chapters, one can calculate the exit time up to its main term. If a problem of optimal stabilization is considered and the stochastic perturbations are small, one should maximize the main term of the exit time. Results of this type are considered in this chapter.
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Action Functional,in particular, Gaussian processes and diffusion processes with a constant diffusion matrix are considered as examples. General results concerning logarithmic asymptotics of the large deviation probabilities and the Laplace type asymptotics of expectations are presented in this chapter.
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Small Random Perturbations on a Finite Time Interval,imilar families of stochastic processes with decreasing randomness. These results allow considering the perturbed dynamics on finite time intervals and some asymptotic problems for elliptic and parabolic partial differential equations..The rest of the book is dealing mainly with long-time influence
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Gaussian Perturbations of Dynamical Systems. Neighborhood of an Equilibrium Point,e studied in Chap. 4. We calculate the action functional and introduce an important notion of quasi-potential. Properties of the quasi-potential are studied. One problem considered in this chapter (and in more general case, in Chap. 6) is the exit problem. The logarithmic asymptotics of the exit tim
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