Stochastic embedding of dynamical systems
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Publication:3529804
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic mechanics (including stochastic electrodynamics) (81P20) Random dynamical systems (37H99)
Abstract: Most physical systems are modelled by an ordinary or a partial differential equation, like the n-body problem in celestial mechanics. In some cases, for example when studying the long term behaviour of the solar system or for complex systems, there exist elements which can influence the dynamics of the system which are not well modelled or even known. One way to take these problems into account consists of looking at the dynamics of the system on a larger class of objects, that are eventually stochastic. In this paper, we develop a theory for the stochastic embedding of ordinary differential equations. We apply this method to Lagrangian systems. In this particular case, we extend many results of classical mechanics namely, the least action principle, the Euler-Lagrange equations, and Noether's theorem. We also obtain a Hamiltonian formulation for our stochastic Lagrangian systems. Many applications are discussed at the end of the paper.
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Cited in
(39)- A stochastic Burgers-Zeldovich model for the formation of planetary ring systems and the satellites of Jupiter and Saturn
- The Sharma-Parthasarathy stochastic two-body problem
- Stochastic equations and inclusions with mean derivatives and their applications
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