Random perturbations of nonlinear oscillators

被引：0

作者：

Freidlin, M ^{[1
]}

Weber, M

机构：

[1] Univ Maryland, Dept Math, College Pk, MD 20742 USA

[2] Tech Univ Dresden, Inst Math Stochast, D-01062 Dresden, Germany

来源：

ANNALS OF PROBABILITY | 1998年 / 26卷 / 03期

关键词：

averaging principle; random perturbations; Hamiltonian systems;

D O I：

暂无

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：

Degenerate white noise perturbations of Hamiltonian systems in R-2 are studied. In particular perturbations of a nonlinear oscillator with 1 degree of freedom are considered. If the oscillator has more than one stable equilibrium, the long time behavior of the system is defined by a diffusion process on a graph. Inside the edges the process is defined by a standard averaging procedure, but to define the process for all t > 0, one should add gluing conditions at the vertices. Calculation of the gluing conditions is based on delicate Hormander-type estimates.

引用

页码：925 / 967

页数：43

共 8 条

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