On random perturbations of Hamiltonian systems with many degrees of freedom.

DOI10.1016/S0304-4149(01)00083-7zbMath1053.60058OpenAlexW2077571404WikidataQ126439227 ScholiaQ126439227MaRDI QIDQ1888777

Matthias Weber, Mark I. Freidlin

Publication date: 26 November 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00083-7

zbMATH Keywords

Hamiltonian systemsrandom 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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Cites Work

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• Random perturbations of nonlinear oscillators
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• Ergodic Properties of Recurrent Diffusion Processes and Stabilization of the Solution to the Cauchy Problem for Parabolic Equations
• Functional Integration and Partial Differential Equations. (AM-109)
• Random perturbations of Hamiltonian systems
• Diffusion Processes in One Dimension

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