Conserved quantities and symmetries related to stochastic Hamiltonian systems

doi:10.1088/1009-1963/16/11/003

中国物理B ›› 2007, Vol. 16 ›› Issue (11): 3161-3167.doi: 10.1088/1009-1963/16/11/003

Conserved quantities and symmetries related to stochastic Hamiltonian systems

尚玫, 梅凤翔

Faculty of Science, Beijing Institute of Technology, Beijing 100081, China

收稿日期:2007-01-12 修回日期:2007-02-01 出版日期:2007-11-20 发布日期:2007-11-20
基金资助:
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).

Conserved quantities and symmetries related to stochastic Hamiltonian systems

Shang Mei(尚玫)^† and Mei Feng-Xiang (梅凤翔)

Faculty of Science, Beijing Institute of Technology, Beijing 100081, China

Received:2007-01-12 Revised:2007-02-01 Online:2007-11-20 Published:2007-11-20
Supported by:
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/Abstract

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.

Abstract: 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.

Key words: stochastic dynamical systems, symmetries and conserved quantities, Ito and Stratanovich dynamical systems

中图分类号: (Stochastic processes)

02.50.Ey

02.30.Jr (Partial differential equations) 05.40.Ca (Noise)

尚玫, 梅凤翔. Conserved quantities and symmetries related to stochastic Hamiltonian systems[J]. 中国物理B, 2007, 16(11): 3161-3167.

Shang Mei(尚玫) and Mei Feng-Xiang (梅凤翔). Conserved quantities and symmetries related to stochastic Hamiltonian systems[J]. Chinese Physics, 2007, 16(11): 3161-3167.

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Conserved quantities and symmetries related to stochastic Hamiltonian systems

Conserved quantities and symmetries related to stochastic Hamiltonian systems

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