Lyapunov exponents for small random perturbations of Hamiltonian systems. (Q1872253)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Lyapunov exponents for small random perturbations of Hamiltonian systems. |
scientific article; zbMATH DE number 1906046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lyapunov exponents for small random perturbations of Hamiltonian systems. |
scientific article; zbMATH DE number 1906046 |
Statements
Lyapunov exponents for small random perturbations of Hamiltonian systems. (English)
0 references
6 May 2003
0 references
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.
0 references
0 references
0 references
0 references
0 references
0 references
