Construction of the differential equations system of the program motion in Lagrangian variables in the presence of random perturbations


  • M.I. Tleubergenov
  • G.K. Vassilina
  • D.T. Azhymbaev



stochastic differential equation, stochastic basic inverse problem, stochastic equation of Lagrangian structure, integral manifold, quasi-inversion method


The classification of inverse problems of dynamics in the class of ordinary differential equations is given in the Galiullin’s monograph. The problem studied in this paper belongs to the main inverse problem of dynamics, but already in the class of second-order stochastic differential equations of the Ito type. Stochastic equations of the Lagrangian structure are constructed according to the given properties of motion under the assumption that the random perturbing forces belong to the class of processes with independent increments. The problem is solved as follows: First, a second-order Ito differential equation is constructed so that the properties of motion are the integral manifold of the constructed stochastic equation. At this stage, the quasi-inversion method, Erugin’s method and Ito’s rule of stochastic differentiation of a complex function are used. Then, by applying the constructed Ito equation, an equivalent stochastic equation of the Lagrangian structure is constructed. The necessary and sufficient conditions for the solvability of the problem of constructing the stochastic equation of the Lagrangian structure are illustrated by the example of the problem of constructing the Lagrange function from a motion property of an artificial Earth satellite under the action of gravitational forces and aerodynamic forces.