Autonomous Stochastic Perturbations of Dynamical Systems

被引:0
作者
Mark Freidlin
机构
来源
Acta Applicandae Mathematica | 2003年 / 78卷
关键词
averaging principle; perturbations of Hamiltonian systems; random perturbations;
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学科分类号
摘要
Long-time effects of autonomous stochastic perturbations of Hamiltonian systems are considered. In particular, these perturbations allow us to obtain the averaging principle for deterministic perturbations in the case of Hamiltonians with many critical points. The limiting slow motion in this case is a stochastic process even when the system and perturbations are purely deterministic.
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页码:121 / 128
页数:7
相关论文
共 5 条
[1]  
Brin M.(2000)On stochastic behavior of perturbed Hamiltonian systems Ergodic Theory Dynam. Systems 20 55-76
[2]  
Freidlin M.(2002)Autonomous stochastic pertubations of dynamical systems Russian Math. Survey 57 595-596
[3]  
Freidlin M.(1975)Averaging in multifrequency systems Dokl. Akad. Nauk SSSR 223 394-317
[4]  
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