Download or read book Random Perturbations of Hamiltonian Systems written by Mark Iosifovich Freĭdlin and published by American Mathematical Soc.. This book was released on 1994 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Random Perturbations of Hamiltonian Systems written by Mark Iosifovich Freĭdlin and published by American Mathematical Society(RI). This book was released on 2014-08-31 with total page 97 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Random Perturbations of Dynamical Systems written by Mark I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 442 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book On Random Perturbations of Hamiltonian Systems with Many Degrees of Freedom written by Mark I. Frejdlin and published by . This book was released on 2000 with total page 88 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lyapunov Exponents for Small Random Perturbations of Nilpotent and Hamiltonian Systems written by Levon Goukasian and published by . This book was released on 2001 with total page 196 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Introduction to the Perturbation Theory of Hamiltonian Systems written by Dmitry Treschev and published by Springer Science & Business Media. This book was released on 2009-10-08 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an extended version of lectures given by the ?rst author in 1995–1996 at the Department of Mechanics and Mathematics of Moscow State University. We believe that a major part of the book can be regarded as an additional material to the standard course of Hamiltonian mechanics. In comparison with the original Russian 1 version we have included new material, simpli?ed some proofs and corrected m- prints. Hamiltonian equations ?rst appeared in connection with problems of geometric optics and celestial mechanics. Later it became clear that these equations describe a large classof systemsin classical mechanics,physics,chemistry,and otherdomains. Hamiltonian systems and their discrete analogs play a basic role in such problems as rigid body dynamics, geodesics on Riemann surfaces, quasi-classic approximation in quantum mechanics, cosmological models, dynamics of particles in an accel- ator, billiards and other systems with elastic re?ections, many in?nite-dimensional models in mathematical physics, etc. In this book we study Hamiltonian systems assuming that they depend on some parameter (usually?), where for?= 0 the dynamics is in a sense simple (as a rule, integrable). Frequently such a parameter appears naturally. For example, in celestial mechanics it is accepted to take? equal to the ratio: the mass of Jupiter over the mass of the Sun. In other cases it is possible to introduce the small parameter ar- ?cially.

Download or read book Random Perturbations of Dynamical Systems written by Mark I. Freidlin and published by Springer Science & Business Media. This book was released on 2012-05-31 with total page 483 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Random Perturbations of Dynamical Systems written by Mark Iosifovich Freĭdlin and published by Springer Science & Business Media. This book was released on 1998 with total page 448 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors' main tools are the large deviation theory the centred limit theorem for stochastic processes, and the averaging principle - all presented in great detail. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system.

Download or read book Hamiltonian Perturbation Theory for Ultra Differentiable Functions written by Abed Bounemoura and published by American Mathematical Soc.. This book was released on 2021-07-21 with total page 89 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some scales of spaces of ultra-differentiable functions are introduced, having good stability properties with respect to infinitely many derivatives and compositions. They are well-suited for solving non-linear functional equations by means of hard implicit function theorems. They comprise Gevrey functions and thus, as a limiting case, analytic functions. Using majorizing series, we manage to characterize them in terms of a real sequence M bounding the growth of derivatives. In this functional setting, we prove two fundamental results of Hamiltonian perturbation theory: the invariant torus theorem, where the invariant torus remains ultra-differentiable under the assumption that its frequency satisfies some arithmetic condition which we call BRM, and which generalizes the Bruno-R¨ussmann condition; and Nekhoroshev’s theorem, where the stability time depends on the ultra-differentiable class of the pertubation, through the same sequence M. Our proof uses periodic averaging, while a substitute for the analyticity width allows us to bypass analytic smoothing. We also prove converse statements on the destruction of invariant tori and on the existence of diffusing orbits with ultra-differentiable perturbations, by respectively mimicking a construction of Bessi (in the analytic category) and MarcoSauzin (in the Gevrey non-analytic category). When the perturbation space satisfies some additional condition (we then call it matching), we manage to narrow the gap between stability hypotheses (e.g. the BRM condition) and instability hypotheses, thus circumbscribing the stability threshold. The formulas relating the growth M of derivatives of the perturbation on the one hand, and the arithmetics of robust frequencies or the stability time on the other hand, bring light to the competition between stability properties of nearly integrable systems and the distance to integrability. Due to our method of proof using width of regularity as a regularizing parameter, these formulas are closer to optimal as the the regularity tends to analyticity

Download or read book Qualitative and Asymptotic Analysis of Differential Equations with Random Perturbations written by Anatoliy M. Samoilenko and published by World Scientific. This book was released on 2011 with total page 323 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. Differential equations with random right-hand sides and impulsive effects. 1.1. An impulsive process as a solution of an impulsive system. 1.2. Dissipativity. 1.3. Stability and Lyapunov functions. 1.4. Stability of systems with permanently acting random perturbations. 1.5. Solutions periodic in the restricted sense. 1.6. Periodic solutions of systems with small perturbations. 1.7. Periodic solutions of linear impulsive systems. 1.8. Weakly nonlinear systems. 1.9. Comments and references -- 2. Invariant sets for systems with random perturbations. 2.1. Invariant sets for systems with random right-hand sides. 2.2. Invariant sets for stochastic Ito systems. 2.3. The behaviour of invariant sets under small perturbations. 2.4. A study of stability of an equilibrium via the reduction principle for systems with regular random perturbations. 2.5. Stability of an equilibrium and the reduction principle for Ito type systems. 2.6. A study of stability of the invariant set via the reduction principle. Regular perturbations. 2.7. Stability of invariant sets and the reduction principle for Ito type systems. 2.8. Comments and references -- 3. Linear and quasilinear stochastic Ito systems. 3.1. Mean square exponential dichotomy. 3.2. A study of dichotomy in terms of quadratic forms. 3.3. Linear system solutions that are mean square bounded on the semiaxis. 3.4. Quasilinear systems. 3.5. Linear system solutions that are probability bounded on the axis. A generalized notion of a solution. 3.6. Asymptotic equivalence of linear systems. 3.7. Conditions for asymptotic equivalence of nonlinear systems. 3.8. Comments and references -- 4. Extensions of Ito systems on a torus. 4.1. Stability of invariant tori. 4.2. Random invariant tori for linear extensions. 4.3. Smoothness of invariant tori. 4.4. Random invariant tori for nonlinear extensions. 4.5. An ergodic theorem for a class of stochastic systems having a toroidal manifold. 4.6. Comments and references -- 5. The averaging method for equations with random perturbations. 5.1. A substantiation of the averaging method for systems with impulsive effect. 5.2. Asymptotics of normalized deviations of averaged solutions. 5.3. Applications to the theory of nonlinear oscillations. 5.4. Averaging for systems with impulsive effects at random times. 5.5. The second theorem of M.M. Bogolyubov for systems with regular random perturbations. 5.6. Averaging for stochastic Ito systems. An asymptotically finite interval. 5.7. Averaging on the semiaxis. 5.8. The averaging method and two-sided bounded solutions of Ito systems. 5.9. Comments and references

Download or read book Random Perturbation Methods with Applications in Science and Engineering written by Anatoli V. Skorokhod and published by Springer Science & Business Media. This book was released on 2007-06-21 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book develops methods for describing random dynamical systems, and it illustrats how the methods can be used in a variety of applications. Appeals to researchers and graduate students who require tools to investigate stochastic systems.

Download or read book Topics in Stochastic Analysis and Nonparametric Estimation written by Pao-Liu Chow and published by Springer Science & Business Media. This book was released on 2010-07-19 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.

Download or read book Hamiltonian Systems with Three or More Degrees of Freedom written by Carles Simó and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 681 pages. Available in PDF, EPUB and Kindle. Book excerpt: A survey of current knowledge about Hamiltonian systems with three or more degrees of freedom and related topics. The Hamiltonian systems appearing in most of the applications are non-integrable. Hence methods to prove non-integrability results are presented and the different meaning attributed to non-integrability are discussed. For systems near an integrable one, it can be shown that, under suitable conditions, some parts of the integrable structure, most of the invariant tori, survive. Many of the papers discuss near-integrable systems. From a topological point of view, some singularities must appear in different problems, either caustics, geodesics, moving wavefronts, etc. This is also related to singularities in the projections of invariant objects, and can be used as a signature of these objects. Hyperbolic dynamics appear as a source on unpredictable behaviour and several mechanisms of hyperbolicity are presented. The destruction of tori leads to Aubrey-Mather objects, and this is touched on for a related class of systems. Examples without periodic orbits are constructed, against a classical conjecture. Other topics concern higher dimensional systems, either finite (networks and localised vibrations on them) or infinite, like the quasiperiodic Schrödinger operator or nonlinear hyperbolic PDE displaying quasiperiodic solutions. Most of the applications presented concern celestial mechanics problems, like the asteroid problem, the design of spacecraft orbits, and methods to compute periodic solutions.

Download or read book Symplectic Integration of Stochastic Hamiltonian Systems written by Jialin Hong and published by Springer Nature. This book was released on 2023-02-21 with total page 307 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an accessible overview concerning the stochastic numerical methods inheriting long-time dynamical behaviours of finite and infinite-dimensional stochastic Hamiltonian systems. The long-time dynamical behaviours under study involve symplectic structure, invariants, ergodicity and invariant measure. The emphasis is placed on the systematic construction and the probabilistic superiority of stochastic symplectic methods, which preserve the geometric structure of the stochastic flow of stochastic Hamiltonian systems. The problems considered in this book are related to several fascinating research hotspots: numerical analysis, stochastic analysis, ergodic theory, stochastic ordinary and partial differential equations, and rough path theory. This book will appeal to researchers who are interested in these topics.

Download or read book New Trends in Mathematical Physics written by Vladas Sidoravicius and published by Springer Science & Business Media. This book was released on 2009-08-31 with total page 886 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects selected papers written by invited and plenary speakers of the 15th International Congress on Mathematical Physics (ICMP) in the aftermath of the conference. In extensive review articles and expository texts as well as advanced research articles the world leading experts present the state of the art in modern mathematical physics. New mathematical concepts and ideas are introduced by prominent mathematicalphysicists and mathematicians, covering among others the fields of Dynamical Systems, Operator Algebras, Partial Differential Equations, Probability Theory, Random Matrices, Condensed Matter Physics, Statistical Mechanics, General Relativity, Quantum Mechanics, Quantum Field Theory, Quantum Information and String Theory. All together the contributions in this book give a panoramic view of the latest developments in mathematical physics. They will help readers with a general interest in mathematical physics to get an update on the most recent developments in their field, and give a broad overview on actual and future research directions in this fascinating and rapidly expanding area.

Download or read book Chaos and Diffusion in Hamiltonian Systems written by and published by Atlantica Séguier Frontières. This book was released on 1995 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Stochastic Perturbations of Hamiltonian Systems written by Astrid Hilbert and published by . This book was released on 1989 with total page 61 pages. Available in PDF, EPUB and Kindle. Book excerpt: