Lyapunov exponents for small random perturbations of Hamiltonian systems. (Q1872253)
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English | Lyapunov exponents for small random perturbations of Hamiltonian systems. |
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Lyapunov exponents for small random perturbations of Hamiltonian systems. (English)
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6 May 2003
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The main result of this paper gives an asymptotic of the top Lyapunov exponent for the system of equations \[ dx_1 = x_2 dt, \qquad dx_2 = (-x_1- x_1^3 + \varepsilon^2\beta x_2-\varepsilon^2bx_1^2x_2) dt + \varepsilon\sigma x_1 dW_t . \] The behavior of the stationary probability measure \(\mu_\varepsilon\) as \(\varepsilon \to 0\) is also determined.
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