• Title of article

    On random perturbations of Hamiltonian systems with many degrees of freedom

  • Author/Authors

    Freidlin، نويسنده , , Mark and Weber، نويسنده , , Matthias، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    41
  • From page
    199
  • To page
    239
  • Abstract
    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.
  • Keywords
    Averaging principle , random perturbations , Hamiltonian systems
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    2001
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576858