Random Perturbations of Hamiltonian Systems is popular PDF and ePub book, written by Mark Iosifovich Freĭdlin in 1994, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Random Perturbations of Hamiltonian Systems can be Read Online from any device for your convenience.
Random Perturbations of Hamiltonian Systems Book PDF Summary
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.
Detail Book of Random Perturbations of Hamiltonian Systems PDF
- Author : Mark Iosifovich Freĭdlin
- Release : 20 September 1994
- Publisher : American Mathematical Soc.
- ISBN : 9780821825860
- Genre : Mathematics
- Total Page : 97 pages
- Language : English
- PDF File Size : 11,8 Mb
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