A PDE approach to small stochastic perturbations of Hamiltonian flows

DOI10.1016/J.JDE.2011.08.036MaRDI QIDQ652502zbMATH OpenOpenAlexFDO

Authors Hitoshi Ishii, Panagiotis E. Souganidis

Publication date 14 December 2011

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jde.2011.08.036

zbMATH Keywords

averagingHamiltonian flowsPDE approachstochastic perturbations

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Boundary value problems for second-order elliptic equations (35J25) Random dynamical systems (37H99) Stability problems for finite-dimensional Hamiltonian and Lagrangian systems (37J25) Dynamical aspects of finite-dimensional Hamiltonian and Lagrangian systems (37J99)

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Cites work

• Differentiable manifolds.
• On random perturbations of Hamiltonian systems with many degrees of freedom.
• Random perturbations of dynamical systems and diffusion processes with conservation laws
• Random perturbations of Hamiltonian systems
• Random perturbations of nonlinear oscillators
• Random perturbations of two-dimensional pseudoperiodic flows
• Stochastic Averaging Near Homoclinic Orbits Via Singular Perturbations
• User’s guide to viscosity solutions of second order partial differential equations

Cited in

(15)

• Fast flow asymptotics for stochastic incompressible viscous fluids in \(\mathbb {R}^2\) and SPDEs on graphs
• Averaging of Hamilton-Jacobi equations along divergence-free vector fields
• Incompressible viscous fluids in \(\mathbb{R}^2\) and SPDEs on graphs, in presence of fast advection and non smooth noise
• Effective transmission conditions for second-order elliptic equations on networks in the limit of thin domains
• An asymptotic analysis for Hamilton-Jacobi equations with large Hamiltonian drift terms
• Variational approach to coarse-graining of generalized gradient flows
• Random perturbations of Hamiltonian systems
• On the spatio-temporal development of small perturbations of Jeffery-Hamel flows
• A generalization of the Freidlin-Wentzell theorem on averaging of Hamiltonian systems
• Large deviations for Hamiltonian systems on intermediate time scales
• Bounds on the heat transfer rate via passive advection
• A perturbation problem involving singular perturbations of domains for Hamilton-Jacobi equations
• Hamilton-Jacobi Equations on Networks as Limits of Singularly Perturbed Problems in Optimal Control: Dimension Reduction
• Effective Hamiltonians and averaging for Hamiltonian dynamics. I
• Averaging of stochastic flows: twist maps and escape from resonance

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