Overview
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.
Full Product Details
Author: Mark I. Freidlin ,
J. Szücs ,
Alexander D. Wentzell
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint: Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition: 3rd ed. 2012
Volume: 260
Dimensions:
Width: 15.50cm
, Height: 2.50cm
, Length: 23.50cm
Weight: 0.741kg
ISBN: 9783642446870
ISBN 10: 3642446876
Pages: 460
Publication Date: 11 June 2014
Audience:
Professional and scholarly
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: Manufactured on demand
We will order this item for you from a manufactured on demand supplier.
Reviews
From the reviews of the third edition: The celebrated work of Ventsel and Freidlin has proved to be a major contribution in this development, with their phenomenal text Random Perturbations of Dynamical Systems, now in its third edition, playing a unique role. ... The book under review has evolved since its first English edition was published in 1984, a translation from the Russian original of 1979. ... it will attract an ever growing population of applied mathematicians to the fascinating new frontier of stochastic dynamics. (Hong Qian and Hao Ge, SIAM Review, Vol. 55 (3), 2013)
