非线性随机动力学与控制研究进展及展望

Recent Developments in Nonlinear Stochastic Dynamics and Control

随机动力学系用概率与统计方法研究自然界、工程及社会中各种随机动力学过程与现象。经一个世纪的发展 ,非线性随机动力学与控制已有相当的理论方法 ,主要是扩散过程理论方法。本文概述该理论方法 ,特别是作者提出与发展的非线性随机动力学与控制的Hamilton理论体系框架。最后建议各领域随机动力学与控制研究者进行跨学科的合作研究。

Stochastic dynamics studies various stochastic dynamical processes and phenomena in nature, engineering and society using probability and statistics. After the developments in the last century, nonlinear stochastic dynamics has plenty of theories and methods, among which the theory and method of diffusion processes are dominant. The present paper outlines this theory and method, especially the Hamiltonian theoretical framework of nonlinear stochastic dynamics and control proposed and developed by the present author. Finally, the collaboration of researchers in various fields of stochastic dynamics and control is suggested.