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