The central limit theorems for integrable Hamiltonian systems perturbed by white noise

被引:0
|
作者
Wang, Chen [1 ]
Li, Yong [1 ,2 ]
机构
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
[2] Northeast Normal Univ, Ctr Math & Interdisciplinary Sci, Changchun 130024, Peoples R China
基金
中国国家自然科学基金;
关键词
Integrable stochastic Hamiltonian system; Central limit theorem; Invariant tori; PRINCIPLE;
D O I
10.1016/j.jde.2024.09.047
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff ergodic theorem, we prove that the invariant tori persist under stochastic perturbations. Moreover, they asymptotically follow a Gaussian distribution, which gives a positive answer to the stability of integrable stochastic Hamiltonian systems over time. Our results hold true for both Gaussian and non-Gaussian noises, and their intensities can be not small. (c) 2024 Elsevier Inc. All rights are reserved, including those for text and data mining, AI training, and similar technologies.
引用
收藏
页码:28 / 51
页数:24
相关论文
共 50 条
  • [1] Stabilization of Hamiltonian systems perturbed by white noise
    Dunyak, JP
    Freidlin, MI
    PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5, 1997, : 2809 - 2814
  • [2] Limit Cycles in Two Plane Non-Hamiltonian Perturbed Integrable Systems
    Hong, Xiaochun
    Cui, Ping
    Ma, Rui
    2015 11TH INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION (ICNC), 2015, : 535 - 539
  • [3] Bifurcation of Limit Cycles for Three Perturbed Integrable Non-Hamiltonian Systems
    Hong, Xiao-Chun
    Yan, Jianxue
    2012 2ND INTERNATIONAL CONFERENCE ON APPLIED ROBOTICS FOR THE POWER INDUSTRY (CARPI), 2012, : 637 - 641
  • [4] Optimal residence time control of Hamiltonian systems perturbed by white noise
    Dunyak, JP
    Freidlin, MI
    SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1998, 36 (01) : 233 - 252
  • [5] ANALYSIS OF LIMIT CYCLES TO A PERTURBED INTEGRABLE NON-HAMILTONIAN SYSTEM
    Xiaochun HongYunqiu WangXuemei Zhang School of Statistics and MathYunnan University of Finance and EconomicsKunming School of Mathand Information ScienceQujing Normal UniversityQujing Yunnan
    Annals of Differential Equations, 2012, 28 (03) : 263 - 268
  • [6] ANALYSIS OF LIMIT CYCLES TO A PERTURBED INTEGRABLE NON-HAMILTONIAN SYSTEM
    Xiaochun Hong1
    2.School of Math.and Information Science
    Annals of Applied Mathematics, 2012, (03) : 263 - 268
  • [7] Stochastic stability of quasi-integrable-Hamiltonian systems with Gaussian white noise excitations
    Huang, ZL
    Zhu, WQ
    3RD INTERNATIONAL CONFERENCE ON NONLINEAR MECHANICS, 1998, : 679 - 683
  • [8] Bifurcations of limit cycles of perturbed completely integrable systems
    Tudoran, Razvan M.
    Girban, Anania
    NONLINEARITY, 2017, 30 (03) : 1058 - 1088
  • [9] Numerical Investigation of Limit Cycles to A Non-Hamiltonian Perturbed Integrable System
    Hong, Xiaochun
    Hong, Lijun
    Wang, Bin
    2015 11TH INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION (ICNC), 2015, : 583 - 587
  • [10] Kolmogorov operators of Hamiltonian systems perturbed by noise
    Da Prato, Giuseppe
    Lunardi, Alessandra
    PARTIAL DIFFERENTIAL EQUATIONS AND FUNCTIONAL ANALYSIS: THE PHILIPPE CLEMENT FESTSCHRIFT, 2006, 168 : 61 - +