Longtime behaviour of stochastic Hamiltonian systems: the multidimensional case

DOI10.1023/A:1008614526163MaRDI QIDQ1977889zbMATH OpenFDO

Authors Yanyan Li

Publication date 28 April 2002

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1008614526163

zbMATH Keywords

energy and angular momentum processesHamiltonian systemsnonlinear force

Mathematics Subject Classification ID

Nonlinear oscillations and coupled oscillators for ordinary differential equations (34C15) Generation, random and stochastic difference and differential equations (37H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Forced motions for nonlinear problems in mechanics (70K40) Random vibrations in mechanics of particles and systems (70L05) Stochastic stability in control theory (93E15)

Review text

This paper is a continuation of [J. Math. Phys. 35, 4005-4027 (1994; Zbl 0808.60060)] and it is devoted to stochastic perturbations of multidimensional Hamiltonian systems with a general nonlinear force field. By using an appropriate scaling of the stochastic force a convergence theorem for the invariants of the deterministic motion is proved. In particular, ergodic systems and systems with a central force field are considered; the energy and angular momentum processes are investigated.

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