Conserved quantities and symmetries related to stochastic Hamiltonian systems  

Conserved quantities and symmetries related to stochastic Hamiltonian systems

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作  者:尚玫 梅凤翔 

机构地区:[1]Faculty of Science,Beijing Institute of Technology,Beijing100081,China

出  处:《Chinese Physics B》2007年第11期3161-3167,共7页中国物理B(英文版)

基  金:Project supported by the National Natural Science Foundation of China (Grant Nos 10572021 and 10372053), and Fundamental Research Foundation of Beijing Institute of Technology, China (Grant No BIT-UBF-200507A4206)

摘  要:In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether's theorem.In this paper symmetries and conservation laws for stochastic dynamical systems are discussed in detail. Determining equations for infinitesimal approximate symmetries of Ito and Stratonovich dynamical systems are derived. It shows how to derive conserved quantities for stochastic dynamical systems by using their symmetries without recourse to Noether's theorem.

关 键 词:stochastic dynamical systems symmetries and conserved quantities Ito and Stratanovich dynamical systems 

分 类 号:O17[理学—数学]

 

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