Random perturbations of dynamical systems and diffusion processes with conservation laws

DOI10.1007/S00440-003-0312-0zbMath1044.60044OpenAlexW2093540440MaRDI QIDQ1434093

Matthias Weber, Mark I. Freidlin

Publication date: 1 July 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0312-0

zbMATH Keywords

random perturbationsaveraging principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Perturbations in context of PDEs (35B20)

Related Items (17)

ON STOCHASTICITY IN NEARLY-ELASTIC SYSTEMS ⋮ Reduction and integrability of stochastic dynamical systems ⋮ Noise induced escape from a nonhyperbolic chaotic attractor of a periodically driven nonlinear oscillator ⋮ Dirichlet forms for singular one-dimensional operators and on graphs ⋮ Perturbations of the motion of a charged particle in a noisy magnetic field ⋮ On perturbations of generalized Landau-Lifshitz dynamics ⋮ A PDE approach to small stochastic perturbations of Hamiltonian flows ⋮ Averaging principle for diffusion processes via Dirichlet forms ⋮ Analysis of Multiscale Integrators for Multiple Attractors and Irreversible Langevin Samplers ⋮ ON STOCHASTICITY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS WITH A SMALL DELAY ⋮ Exit asymptotics for small diffusion about an unstable equilibrium ⋮ On Second Order Elliptic Equations with a Small Parameter ⋮ Large deviations of empirical measures of diffusions in weighted topologies ⋮ Perturbation of systems with a first integral: motion on the Reeb graph ⋮ The effect of classical noise on a quantum two-level system ⋮ Lyapunov functions in barriers for parabolic equations and in stability problems with respect to ``white noise ⋮ A generalization of the Freidlin–Wentcell theorem on averaging of Hamiltonian systems

Cites Work

• Diffusion processes on graphs and the averaging principle
• A remark on random perturbations of the nonlinear pendulum
• On random perturbations of Hamiltonian systems with many degrees of freedom.
• Diffusion processes on an open book and the averaging principle
• Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
• Functional Integration and Partial Differential Equations. (AM-109)
• Random perturbations of Hamiltonian systems
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Random perturbations of dynamical systems and diffusion processes with conservation laws