Random perturbations of dynamical systems
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 syst...
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| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Livre numérique |
| Language: | Anglais |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edition: | 3rd edition. |
| Series: | Grundlehren der mathematischen Wissenschaften = = A Series of Comprehensive Studies in Mathematics
260 |
| Subjects: | |
| Online Access: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Note: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Random Perturbations of Dynamical Systems, Texte imprimé, 9783642258480 • Random perturbations of dynamical systems, Mark I. Freidlin, Alexander D. Wentzell, 3rd edition, 2012, Heidelberg, Springer, 1 vol. (XXVIII-458 p.), Grundlehren der mathematischen Wissenschaften, 978-3-642-25846-6 • Random perturbations of dynamical systems, Mark I. Freidlin, Alexander D. Wentzell, 3rd edition, 2012, Heidelberg, Springer, 1 vol. (XXVIII-458 p.), Grundlehren der mathematischen Wissenschaften, 978-3-642-25846-6 |
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| 100 | 1 | |a Frejdlin, Mark Iosifovič, |d 1938-...., |c mathématicien. | |
| 245 | 1 | 0 | |a Random perturbations of dynamical systems |c Mark I. Freidlin, Alexander D. Wentzell ; translated by Joseph Szücs. |
| 250 | |a 3rd edition. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Grundlehren der mathematischen Wissenschaften = = A Series of Comprehensive Studies in Mathematics |v 260 |x 2196-9701 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a 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. | |
| 505 | 0 | |a 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 | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a 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 | ||
| 650 | |a Perturbation (mathématiques) | ||
| 650 | |a Systèmes dynamiques | ||
| 650 | |a Processus stochastiques | ||
| 650 | |a Distribution (théorie des probabilités) | ||
| 700 | 1 | |a Ventcel½, Aleksandr Dmitrievič, |d 1937-...., |c mathématicien. |4 aut | |
| 700 | 1 | |a Szücs, Joseph, |d 19..-...., |c mathématicien. |4 trl | |
| 765 | 0 | |t Fluktuatsii v dinamicheskikh sistemakh pod dežstviem malykh sluchažnykh vozmushcheniž | |
| 776 | 0 | |t Random Perturbations of Dynamical Systems |b Texte imprimé |z 9783642258480 | |
| 776 | 0 | |0 17799052X |t Random perturbations of dynamical systems |f Mark I. Freidlin, Alexander D. Wentzell |e 3rd edition |d 2012 |c Heidelberg |n Springer |p 1 vol. (XXVIII-458 p.) |s Grundlehren der mathematischen Wissenschaften |z 978-3-642-25846-6 | |
| 776 | 0 | |0 17799052X |t Random perturbations of dynamical systems |f Mark I. Freidlin, Alexander D. Wentzell |e 3rd edition |d 2012 |c Heidelberg |n Springer |p 1 vol. (XXVIII-458 p.) |s Grundlehren der mathematischen Wissenschaften |z 978-3-642-25846-6 | |
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