Author: Mark I. FrejdlinPublisher:
ISBN:
Category :
Languages : en
Pages : 88
Book Description
On Random Perturbations of Hamiltonian Systems with Many Degrees of Freedom
Author: Mark I. FrejdlinRandom Perturbations of Hamiltonian Systems
Author: Mark Iosifovich FreĭdlinPublisher: American Mathematical Soc.
ISBN: 0821825860
Category : Mathematics
Languages : en
Pages : 97
Book Description
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.
Random Perturbations of Dynamical Systems
Author: Mark I. FreidlinPublisher: Springer Science & Business Media
ISBN: 3642258476
Category : Mathematics
Languages : en
Pages : 483
Book Description
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.
Hamiltonian Systems with Three or More Degrees of Freedom
Author: Carles SimóPublisher: Springer Science & Business Media
ISBN: 940114673X
Category : Mathematics
Languages : en
Pages : 681
Book Description
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.
Introduction to the Perturbation Theory of Hamiltonian Systems
Author: Dmitry TreschevPublisher: Springer Science & Business Media
ISBN: 3642030289
Category : Mathematics
Languages : en
Pages : 221
Book Description
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.
Random Perturbations of Hamiltonian Systems
Author: Mark Iosifovich FreĭdlinPublisher: American Mathematical Society(RI)
ISBN: 9781470401009
Category : Diffusion processes
Languages : en
Pages : 97
Book Description
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.
Random Perturbations of Dynamical Systems
Author: M. I. FreidlinPublisher: Springer Science & Business Media
ISBN: 1468401769
Category : Mathematics
Languages : en
Pages : 334
Book Description
Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central limit theorem, and theorems on large deviations constitute a major part of all investigations. In recent years, when random processes have become the main subject of study, asymptotic investigations have continued to playa major role. We can say that in the theory of random processes such investigations play an even greater role than in classical probability theory, because it is apparently impossible to obtain simple exact formulas in problems connected with large classes of random processes. Asymptotical investigations in the theory of random processes include results of the types of both the laws of large numbers and the central limit theorem and, in the past decade, theorems on large deviations. Of course, all these problems have acquired new aspects and new interpretations in the theory of random processes.
Random Perturbations of Dynamical Systems
Author: Mark Iosifovich FreĭdlinPublisher: Springer Science & Business Media
ISBN: 0387983627
Category : Perturbation (Mathematics)
Languages : en
Pages : 448
Book Description
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.
Topics in Stochastic Analysis and Nonparametric Estimation
Author: Pao-Liu ChowPublisher: Springer Science & Business Media
ISBN: 0387751114
Category : Mathematics
Languages : en
Pages : 223
Book Description
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.
Differential Galois Theory and Non-Integrability of Hamiltonian Systems
Author: Juan J. Morales RuizPublisher: Springer Science & Business Media
ISBN: 9783764360788
Category : Mathematics
Languages : en
Pages : 194
Book Description
This book is devoted to the relation between two different concepts of integrability: the complete integrability of complex analytical Hamiltonian systems and the integrability of complex analytical linear differential equations. For linear differential equations, integrability is made precise within the framework of differential Galois theory. The connection of these two integrability notions is given by the variational equation (i.e. linearized equation) along a particular integral curve of the Hamiltonian system. The underlying heuristic idea, which motivated the main results presented in this monograph, is that a necessary condition for the integrability of a Hamiltonian system is the integrability of the variational equation along any of its particular integral curves. This idea led to the algebraic non-integrability criteria for Hamiltonian systems. These criteria can be considered as generalizations of classical non-integrability results by Poincaré and Lyapunov, as well as more recent results by Ziglin and Yoshida. Thus, by means of the differential Galois theory it is not only possible to understand all these approaches in a unified way but also to improve them. Several important applications are also included: homogeneous potentials, Bianchi IX cosmological model, three-body problem, Hénon-Heiles system, etc. The book is based on the original joint research of the author with J.M. Peris, J.P. Ramis and C. Simó, but an effort was made to present these achievements in their logical order rather than their historical one. The necessary background on differential Galois theory and Hamiltonian systems is included, and several new problems and conjectures which open new lines of research are proposed. - - - The book is an excellent introduction to non-integrability methods in Hamiltonian mechanics and brings the reader to the forefront of research in the area. The inclusion of a large number of worked-out examples, many of wide applied interest, is commendable. There are many historical references, and an extensive bibliography. (Mathematical Reviews) For readers already prepared in the two prerequisite subjects [differential Galois theory and Hamiltonian dynamical systems], the author has provided a logically accessible account of a remarkable interaction between differential algebra and dynamics. (Zentralblatt MATH)