Construction of stochastic differential equations of motion in canonical variables

Galiullin proposed a classification of inverse problems of dynamics for the class of ordinary differential equations (ODE). Considered problem belongs to the first type of inverse problems of dynamics (of the three main types of inverse problems of dynamics): the main inverse problem under...

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Bibliographic Details
Main Authors: M.I. Tleubergenov, G.K. Vassilina, S.R. Seisenbayeva
Format: Article
Language:English
Published: Academician Ye.A. Buketov Karaganda University 2022-09-01
Series:Қарағанды университетінің хабаршысы. Математика сериясы
Online Access:https://mathematics-vestnik.ksu.kz/apart/2022-107-3/15.pdf
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Summary:Galiullin proposed a classification of inverse problems of dynamics for the class of ordinary differential equations (ODE). Considered problem belongs to the first type of inverse problems of dynamics (of the three main types of inverse problems of dynamics): the main inverse problem under the additional assumption of the presence of random perturbations. In this paper Hamilton and Birkhoff equations are constructed according to the given properties of motion in the presence of random perturbations from the class of processes with independent increments. The obtained necessary and sufficient conditions for the solvability of the problem of constructing stochastic differential equations of both Hamiltonian and Birkhoffian structure by the given properties of motion are illustrated by the example of the motion of an artificial Earth satellite under the action of gravitational and aerodynamic forces.
ISSN:2518-7929
2663-5011