Autonomous random perturbations of dynamical systems (Q4469800)

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scientific article; zbMATH DE number 2076310
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    Autonomous random perturbations of dynamical systems
    scientific article; zbMATH DE number 2076310

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      Autonomous random perturbations of dynamical systems (English)
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      22 June 2004
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      Consider an oscillation with one degree of freedom perturbed by a small friction \[ \ddot q_t^{\varepsilon} + f(q_t^{\varepsilon}) = -\varepsilon \dot q_t^{\varepsilon}, \qquad 0< \varepsilon \ll 1. \] This equation is a special case of the Hamiltonian system \[ \dot X_t^{\varepsilon}=\bar\nabla H(X_t^{\varepsilon}) +\varepsilon b(X_t^{\varepsilon}), \quad X_0^{\varepsilon}=x_0=(p,q)^T\in \mathbb{R}^2, \] with \(H(p,q)=\frac{p^2}{2}+F(q), \, F'(q)=f(q),\, b(p,q)=(-p,0)^T\). The authors assume that \(H(x)\) has finitely many nondegenerate critical points, has no local maxima, \(\lim_{| x| \to \infty} H(x)=\infty\), and \(\text{ div}\, b(x)<0\). Then under some assumptions on the random perturbation \(b(x)\), the authors derive conditions for the weak convergence of the process defined by the solution of the system to some Markov process.
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