On random perturbations of Hamiltonian systems with many degrees of freedom

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:94

Article

Freidlin, M ; Weber, M

关键词: averaging principle;    random perturbations;    Hamiltonian systems;   

DOI  :  10.1016/S0304-4149(01)00083-7

来源: Elsevier

【 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.

【 授权许可】

Free