Averaging Principle for Stochastic Perturbations of Multifrequency Systems

DOI10.1142/S0219493703000747MaRDI QIDQ4474374zbMATH OpenOpenAlexFDO

Authors Mark Freidlin, Alexander D. Wentzell

Publication date 12 July 2004

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219493703000747

zbMATH Keywords

Averaging principlemultifrequency averagingrandom perturbations

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Averaging of perturbations for nonlinear problems in mechanics (70K65)

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Cites work

• Elliptic Partial Differential Equations of Second Order
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• On stochastic behavior of perturbed Hamiltonian systems
• Random perturbations of Hamiltonian systems

Cited in

(28)

• On distribution of energy and vorticity for solutions of 2D Navier-Stokes equation with small viscosity
• Averaging in randomly perturbed multifrequency nonlinear systems
• Rigorous stochastic averaging at a center with additive noise
• Rough homogenisation with fractional dynamics
• Stochastic three-dimensional rotating Navier-Stokes equations: averaging, convergence and regularity
• Stochastic homogenization of multicontinuum heterogeneous flows
• Nonequilibrium statistical mechanics of Hamiltonian rotators with alternated spins
• Khasminskii-Whitham averaging for randomly perturbed KdV equation
• Diffusion processes on an open book and the averaging principle
• Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems
• Time-averaging for weakly nonlinear CGL equations with arbitrary potentials
• Averaging principle for quasi-linear parabolic PDEs and realted diffusion processes
• scientific article; zbMATH DE number 4172088 (Why is no real title available?)
• STOCHASTIC VERSIONS OF ANOSOV'S AND NEISTADT'S THEOREMS ON AVERAGING
• scientific article; zbMATH DE number 6961037 (Why is no real title available?)
• scientific article; zbMATH DE number 774033 (Why is no real title available?)
• Stochastic homogenization of a convection-diffusion equation
• Nonequilibrium statistical mechanics of a solid immersed in a continuum
• Random perturbations of a periodically driven nonlinear oscillator: escape from a resonance zone
• An averaging principle for a completely integrable stochastic Hamiltonian system
• EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING
• Damped-driven KdV and effective equations for long-time behaviour of its solutions
• Averaging and mixing for stochastic perturbations of linear conservative systems
• A PDE approach to small stochastic perturbations of Hamiltonian flows
• Averaging for stochastic perturbations of integrable systems
• Averaging of stochastic flows: twist maps and escape from resonance
• Long-time behavior of weakly coupled oscillators
• Some remarks on the Smoluchowski-Kramers approximation

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