Random perturbations of dynamical systems and diffusion processes with conservation laws

DOI10.1007/S00440-003-0312-0MaRDI QIDQ1434093zbMATH OpenOpenAlexFDO

Authors Matthias Weber, Mark Freidlin

Publication date 1 July 2004

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-003-0312-0

zbMATH Keywords

random perturbationsaveraging principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Perturbations in context of PDEs (35B20)

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• Random perturbations of Hamiltonian systems
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Cited in

(23)

• Analysis of multiscale integrators for multiple attractors and irreversible Langevin samplers
• The effect of classical noise on a quantum two-level system
• Dirichlet forms for singular one-dimensional operators and on graphs
• On stochasticity in nearly-elastic systems
• Lyapunov functions in barriers for parabolic equations and in stability problems with respect to ``white noise
• Perturbations of the motion of a charged particle in a noisy magnetic field
• Large deviations of empirical measures of diffusions in weighted topologies
• Fast oscillating random perturbations of dynamical systems with conservation laws
• Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems
• On perturbations of generalized Landau-Lifshitz dynamics
• Averaging principle for diffusion processes via Dirichlet forms
• Captive diffusions and their applications to order-preserving dynamics
• Fast-oscillating random perturbations of Hamiltonian systems
• Noise induced escape from a nonhyperbolic chaotic attractor of a periodically driven nonlinear oscillator
• scientific article; zbMATH DE number 6533710 (Why is no real title available?)
• ON STOCHASTICITY OF SOLUTIONS OF DIFFERENTIAL EQUATIONS WITH A SMALL DELAY
• On Second Order Elliptic Equations with a Small Parameter
• A PDE approach to small stochastic perturbations of Hamiltonian flows
• Exit asymptotics for small diffusion about an unstable equilibrium
• scientific article; zbMATH DE number 1762669 (Why is no real title available?)
• Perturbation of systems with a first integral: motion on the Reeb graph
• Reduction and integrability of stochastic dynamical systems
• A generalization of the Freidlin-Wentzell theorem on averaging of Hamiltonian systems

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