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Random Perturbations of Hamiltonian Systems

Random Perturbations of Hamiltonian Systems - Memoirs of the American Mathematical Society

Paperback (30 May 1994)

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Publisher's 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.

Book information

ISBN: 9780821825860
Publisher: American Mathematical Society
Imprint: American Mathematical Society
Pub date:
DEWEY: 510 s
DEWEY edition: 20
Language: English
Number of pages: 82
Weight: 181g
Height: 254mm
Width: 184mm
Spine width: 6mm