Connection between deterministic and stochastic descriptions of nonlinear systems
نویسنده
چکیده
Using the recent statistical mechanical theory for nonlinear irreversible processes of Grabert, Graham and Green, we re-examine the fluctuations in an electric circuit containing a nonlinear dissipative resistance. We explicitly establish the relationship between the nonlinear thermal fluctuations and the deterministic irreversible transport law. In particular, we verify their choice of the metric in frames where the macrovariables are sums of molecular variables. In a second part, we discuss the connection between the stochastic differential equation description and the deterministics. We show that neither the Ito-drift nor the Stratonovitch-drift coincides with the deterministic flow. By use of the example of driven Brownian motion with nonuniform damping we further demonstrate the usefulness of the nonlinear transport theory for the problem of adiabatic elimination in stochastic nonlinear equilibrium systems.
منابع مشابه
Effects of Probability Function on the Performance of Stochastic Programming
Stochastic programming is a valuable optimization tool where used when some or all of the design parameters of an optimization problem are defined by stochastic variables rather than by deterministic quantities. Depending on the nature of equations involved in the problem, a stochastic optimization problem is called a stochastic linear or nonlinear programming problem. In this paper,a stochasti...
متن کاملSolving a Stochastic Cellular Manufacturing Model by Using Genetic Algorithms
This paper presents a mathematical model for designing cellular manufacturing systems (CMSs) solved by genetic algorithms. This model assumes a dynamic production, a stochastic demand, routing flexibility, and machine flexibility. CMS is an application of group technology (GT) for clustering parts and machines by means of their operational and / or apparent form similarity in different aspects ...
متن کاملStochastic H∞
We consider stochastic linear plants which are controlled by dynamic output feedback and subjected to both deterministic and stochastic perturbations. Our objective is to develop an H-type theory for such systems. We prove a bounded real lemma for stochastic systems with deterministic and stochastic perturbations. This enables us to obtain necessary and sufficient conditions for the existence o...
متن کاملNonlinear fluctuations: The problem of deterministic limit and reconstruction of stochastic dynamics
The paper discusses the connection between the deterministic and stochastic description of nonlinear, generally nonequilibrium systems. The fluctuations are treated in terms of a Markov process (master equation or Fokker Planck equation). For processes obeying the symmetry of generalized detailed balance (GDB), the deterministic flow is cast into a form exhibiting the maximum amount of informa...
متن کاملOn the Hamiltonian structure of large deviations in stochastic hybrid systems
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a piecewise deterministic dynamical system in Rd and a time-homogeneous Markov chain on some discrete space Γ. We assume that the Markov chain on Γ is ergodic, and tha...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2003