دانلود کتاب Random Perturbations of Hamiltonian Systems

Name: Random Perturbations of Hamiltonian Systems
Availability: InStock
Author: M. I. Freidlin
ISBN: 0821825860,9780821825860

by M. I. Freidlin, A. D. Wentzell

عنوان فارسی: آشفتگی های تصادفی سیستم های همیلتونی
ناشر: Amer Mathematical Society
سال: 1994
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 82-97
شابک: 0821825860,9780821825860
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 6.14 مگابایت

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جزییات کتاب

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.