Conserved quantities and symmetries related to stochastic Hamiltonian systems

Mei Shang; Feng Xiang Mei

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

Conserved quantities and symmetries related to stochastic Hamiltonian systems

Mei Shang^*, Feng Xiang Mei

^*Corresponding author for this work

School of Aerospace Engineering

Beijing Institute of Technology

Research output: Contribution to journal › Article › peer-review

12 Citations (Scopus)

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.

Original language	English
Pages (from-to)	3161-3167
Number of pages	7
Journal	Chinese Physics
Volume	16
Issue number	11
DOIs	https://doi.org/10.1088/1009-1963/16/11/003
Publication status	Published - 1 Nov 2007

Keywords

ITO and Stratanovich dynamical systems
Stochastic dynamical systems
Symmetries and conserved quantities

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10.1088/1009-1963/16/11/003

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title = "Conserved quantities and symmetries related to stochastic Hamiltonian systems",

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.",

keywords = "ITO and Stratanovich dynamical systems, Stochastic dynamical systems, Symmetries and conserved quantities",

author = "Mei Shang and Mei, {Feng Xiang}",

year = "2007",

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T1 - Conserved quantities and symmetries related to stochastic Hamiltonian systems

AU - Shang, Mei

AU - Mei, Feng Xiang

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N2 - 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.

AB - 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.

KW - ITO and Stratanovich dynamical systems

KW - Stochastic dynamical systems

KW - Symmetries and conserved quantities

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U2 - 10.1088/1009-1963/16/11/003

DO - 10.1088/1009-1963/16/11/003

M3 - Article

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SN - 1009-1963

VL - 16

SP - 3161

EP - 3167

JO - Chinese Physics

JF - Chinese Physics

IS - 11

ER -

Conserved quantities and symmetries related to stochastic Hamiltonian systems

Abstract

Keywords

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