Random Perturbations of Hamiltonian Systems (Memoirs of the American Mathematical Society) - Softcover

Freidlin, M. I.; Wentzell, A. D.

Softcover

ISBN 10: 0821825860 ISBN 13: 9780821825860

Publisher: Amer Mathematical Society, 1994

Synopsis

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.

Edition details

• Publisher: Amer Mathematical Society
• Publication date: 1994
• ISBN 10: 0821825860
• ISBN 13: 9780821825860
• Binding: Paperback
• Language: English
• Number of pages: 82