Construction of stochastic differential equations of motion in canonical variables

BULLETIN OF THE KARAGANDA UNIVERSITY-MATHEMATICS, 2022

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DOI 10.31489/2022m3/152-162
Data confidence 70 medium
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Abstract

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.