Homogenization of Dissipative Hamiltonian Systems Under Levy Fluctuations

被引:1
|
作者
Wang, Zibo [1 ,2 ]
Lv, Li [1 ,2 ]
Duan, Jinqiao [3 ,4 ]
机构
[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Peoples R China
[2] Huazhong Univ Sci & Technol, Ctr Math Sci, Wuhan 430074, Peoples R China
[3] IIT, Dept Appl Math, Chicago, IL 60616 USA
[4] IIT, Dept Phys, Chicago, IL 60616 USA
关键词
Homogenization; Hamiltonian systems; Non-Gaussian Levy noise; Noise-induced drift; Small mass limit; Effective reduction; LIMIT; EQUATIONS; DRIVEN; NOISE;
D O I
10.1007/s00332-022-09872-z
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We study the small mass limit for a class of Hamiltonian systems with multiplicative non-Gaussian Levy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which a discontinuous noise-induced drift term arises. Firstly, we show that the momentum in the stochastic Hamiltonian system converges to zero when the kinetic energy has polynomial growth. Then, we prove that the stochastic Hamiltonian system with classical kinetic energy converges to the limiting equation in probability, with respect to Skorokhod topology as the mass tends to zero.
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收藏
页数:39
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