Random perturbations of nonlinear oscillators

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Abstract

Degenerate white noise perturbations of Hamiltonian systems in R2 are studied. In particular, perturbations of a nonlinear oscillator with 1 degree of freedom are considered. If the oscillator has more than one stable equilibrium, the long time behavior of the system is denned by a diffusion process on a graph. Inside the edges the process is denned by a standard averaging procedure, but to define the process for all t > 0, one should add gluing conditions at the vertices. Calculation of the gluing conditions is based on delicate Hörmander-type estimates.

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APA

Freidlin, M., & Weber, M. (1998). Random perturbations of nonlinear oscillators. Annals of Probability, 26(3), 925–967. https://doi.org/10.1214/aop/1022855739

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