Lyapunov exponents for small random perturbations of Hamiltonian systems.

DOI10.1214/AOP/1020107762MaRDI QIDQ1872253zbMATH OpenOpenAlexFDO

Authors Peter H. Baxendale, Levon Goukasian

Publication date 6 May 2003

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1020107762

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99) Random dynamical systems (37H99)

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Cited in

(23)

• Scaling with System Size of the Lyapunov Exponents for the Hamiltonian Mean Field Model
• Hopf bifurcation with additive noise
• Stability of noisy nonlinear auto-parametric systems
• LYAPUNOV EXPONENTS AND RESONANCE FOR SMALL PERIODIC AND RANDOM PERTURBATIONS OF A CONSERVATIVE LINEAR SYSTEM
• Reliability of coupled oscillators
• scientific article; zbMATH DE number 4086115 (Why is no real title available?)
• Averaging of stochastic flows: twist maps and escape from resonance
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
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• A regularity method for lower bounds on the Lyapunov exponent for stochastic differential equations
• Asymptotic Analysis of the Lyapunov Exponents of Certain Linear Hamiltonian Systems with Small Noise
• Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation
• Lower bounds on the Lyapunov exponents of stochastic differential equations
• Bifurcations in Asymptotically Autonomous Hamiltonian Systems Subject to Multiplicative Noise
• First-order weak balanced schemes for stochastic differential equations
• On Lyapunov Exponents and Rotation Number of Random Linear Hamiltonian Systems
• Sharp bounds on mobility of the Lyapunov exponents of linear Hamiltonian systems under small average perturbations
• Filtering for a Duffing-van der Pol stochastic differential equation
• A Kolmogorov-Fokker-Planck approach for a stochastic Duffing-van der Pol system
• Long-Term Behaviour of Asymptotically Autonomous Hamiltonian Systems with Multiplicative Noise
• MOMENT LYAPUNOV EXPONENT FOR CONSERVATIVE SYSTEMS WITH SMALL PERIODIC AND RANDOM PERTURBATIONS
• Positive Lyapunov exponent in the Hopf normal form with additive noise
• A Kushner approach for small random perturbations of the Duffing-van der Pol system

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