On random perturbations of Hamiltonian systems with many degrees of freedom

被引:20
|
作者
Freidlin, M
Weber, M [1 ]
机构
[1] Dresden Univ Technol, Dept Math, D-01062 Dresden, Germany
[2] Univ Maryland, Dept Math, College Pk, MD 20742 USA
关键词
averaging principle; random perturbations; Hamiltonian systems;
D O I
10.1016/S0304-4149(01)00083-7
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a class of random perturbations of Hamiltonian systems with many degrees of freedom. We assume that the perturbations consist of two components: a larger one which preserves the energy and destroys all other first integrals, and a smaller one which is a non-degenerate white noise type process. Under these assumptions, we show that the long time behavior of such a perturbed system is described by a diffusion process on a graph corresponding to the Hamiltonian of the system. The graph is homeomorphic to the set of all connected components of the level sets of the Hamiltonian. We calculate the differential operators which govern the process inside the edges of the graph and the gluing conditions at the vertices. (C) 2001 Elsevier Science B.V. All rights reserved.
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页码:199 / 239
页数:41
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