Random perturbations of dynamical systems
 Responsibility
 Mark I. Freidlin, Alexander D. Wentzell ; translated by Joseph Szücs.
 Language
 English.
 Edition
 3rd ed.
 Imprint
 Heidelberg ; New York : Springer, c2012.
 Physical description
 xxviii, 458 p. : ill ; 25 cm.
 Series
 Grundlehren der mathematischen Wissenschaften ; 260.
Access
Available online
 dx.doi.org SpringerLink
Math & Statistics Library

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QA274 .F73 2012

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QA274 .F73 2012
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Creators/Contributors
 Author/Creator
 Freĭdlin, M. I. (Mark Iosifovich)
 Contributor
 Wentzell, Alexander D.
Contents/Summary
 Bibliography
 Includes bibliographical references (p. 441455) and index.
 Contents

 1.Random Perturbations. 2.Small Random Perturbations on a Finite Time Interval. 3.Action Functional. 4.Gaussian Perturbations of Dynamical Systems. Neighborhood of an Equilibrium Point. 5.Perturbations Leading to Markov Processes. 6.Markov Perturbations on Large Time Intervals. 7.The Averaging Principle. Fluctuations in Dynamical Systems with Averaging. 8.Random Perturbations of Hamiltonian Systems. 9. The Multidimensional Case. 10.Stability Under Random Perturbations. 11.Sharpenings and Generalizations. References. Index.
 (source: Nielsen Book Data)
 Publisher's Summary
 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 longtime 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 sublimiting 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 quasipotential 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 onedegreeoffreedom 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, longtime 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.
(source: Nielsen Book Data)
Subjects
Bibliographic information
 Publication date
 2012
 Series
 Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics, 00727830 ; 260
 Note
 "The first edition of this book was published in 1979 in Russian"Pref. to 2nd. ed.
 ISBN
 9783642258466 (hd. bd.)
 3642258468 (hd. bd.)
 9783642258473 (eBook)
 3642258476 (eBook)