Stochastic averaging of quasi-Hamiltonian systems

被引：0
|
作者：
朱位秋
机构：
[1] China
[2] Zhejiang University
[3] Department of Mechanics
[4] Hangzhou 310027
来源：
Science China Mathematics | 1996年 / 01期
基金：
中国国家自然科学基金;
关键词：
Hamiltonian system; integrability; stochastic excitation; stochastic averaging; diffusion process;
D O I：
暂无
中图分类号：
O211 [概率论（几率论、或然率论）];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A stochastic averaging method is proposed for quasi-Hamiltonian systems (Hamiltonian systems with light dampings subject to weakly stochastic excitations). Various versions of the method, depending on whether the associated Hamiltonian systems are integrable or nonintegrable, resonant or nonresonant, are discussed. It is pointed out that the standard stochastic averaging method and the stochastic averaging method of energy envelope are special cases of the stochastic averaging method of quasi-Hamiltonian systems and that the results obtained by this method for several examples prove its effectiveness.
引用
收藏
页码：97 / 107
页数：11
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