时间可逆性和不消失的莱维区

IF 1.6 2区数学 Q2 MATHEMATICS, APPLIED

Nonlinearity Pub Date : 2024-05-28 DOI:10.1088/1361-6544/ad4947

Georg A Gottwald and Ian Melbourne

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引用次数: 0

摘要

我们对作为时间可逆确定性动力学系统极限而产生的伊托/斯特拉托诺维奇随机积分的勒维面积修正结构进行了完整的描述和澄清。我们特别指出，时间可逆性迫使莱维面积只在非常特殊的情况下消失，而这些情况很容易归类。如果不存在这种障碍，我们就能证明莱维面积没有进一步的限制，而且它通常是不消失的，远非可以忽略不计。

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Time-reversibility and nonvanishing Lévy area

We give a complete description and clarification of the structure of the Lévy area correction to Itô/Stratonovich stochastic integrals arising as limits of time-reversible deterministic dynamical systems. In particular, we show that time-reversibility forces the Lévy area to vanish only in very specific situations that are easily classified. In the absence of such obstructions, we prove that there are no further restrictions on the Lévy area and that it is typically nonvanishing and far from negligible.

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来源期刊

Nonlinearity 物理-物理：数学物理

CiteScore

3.00

自引率

5.90%

发文量

170

审稿时长

12 months

期刊介绍： Aimed primarily at mathematicians and physicists interested in research on nonlinear phenomena, the journal''s coverage ranges from proofs of important theorems to papers presenting ideas, conjectures and numerical or physical experiments of significant physical and mathematical interest. Subject coverage: The journal publishes papers on nonlinear mathematics, mathematical physics, experimental physics, theoretical physics and other areas in the sciences where nonlinear phenomena are of fundamental importance. A more detailed indication is given by the subject interests of the Editorial Board members, which are listed in every issue of the journal. Due to the broad scope of Nonlinearity, and in order to make all papers published in the journal accessible to its wide readership, authors are required to provide sufficient introductory material in their paper. This material should contain enough detail and background information to place their research into context and to make it understandable to scientists working on nonlinear phenomena. Nonlinearity is a journal of the Institute of Physics and the London Mathematical Society.