Random Perturbations of Dynamical Systems
ISBN-13:
9780387908588
ISBN-10:
0387908587
Author:
Mark I. Freidlin, A. D. Wentzell
Publication date:
1984
Publisher:
Springer Verlag
Format:
Hardcover
326 pages
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Book details
ISBN-13:
9780387908588
ISBN-10:
0387908587
Author:
Mark I. Freidlin, A. D. Wentzell
Publication date:
1984
Publisher:
Springer Verlag
Format:
Hardcover
326 pages
Summary
Random Perturbations of Dynamical Systems (ISBN-13: 9780387908588 and ISBN-10: 0387908587), written by authors
Mark I. Freidlin, A. D. Wentzell, was published by Springer Verlag in 1984.
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Description
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.
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