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引用次数: 0
摘要
我们考虑的是慢-快耦合随机过程,其中平均慢动作由一个具有多个临界点的二维哈密顿系统给出。在适当的时间尺度上,第一积分的演化收敛于相应里布图上的扩散过程,并在内部顶点指定了某些胶合条件,就像 M. Freidlin 和 A. Wentzell 所考虑的哈密顿系统的加性白噪声扰动的情况一样。本文提供了第一个结果,即由于具有哈密顿结构的慢-快系统在大时间尺度上的平均化,图上的运动和相应的胶合条件就会出现。这一结果允许我们考虑具有一个以上井势的振荡器的长时扩散近似等问题。
Fast-oscillating random perturbations of Hamiltonian systems
We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a diffusion process on the corresponding Reeb graph, with certain gluing conditions specified at the interior vertices, as in the case of additive white noise perturbations of Hamiltonian systems considered by M. Freidlin and A. Wentzell. The current paper provides the first result where the motion on a graph and the corresponding gluing conditions appear due to the averaging of a slow-fast system, with a Hamiltonian structure, on a large time scale. The result allows one to consider, for instance, long-time diffusion approximation for an oscillator with a potential with more than one well.
期刊介绍:
Probability Theory and Related Fields publishes research papers in modern probability theory and its various fields of application. Thus, subjects of interest include: mathematical statistical physics, mathematical statistics, mathematical biology, theoretical computer science, and applications of probability theory to other areas of mathematics such as combinatorics, analysis, ergodic theory and geometry. Survey papers on emerging areas of importance may be considered for publication. The main languages of publication are English, French and German.