RANDOM PERTURBATIONS OF NONLINEAR OSCILLATORS

Citation
M. Freidlin et M. Weber, RANDOM PERTURBATIONS OF NONLINEAR OSCILLATORS, Annals of probability, 26(3), 1998, pp. 925-967
Citations number
8
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
ISSN journal
00911798
Volume
26
Issue
3
Year of publication
1998
Pages
925 - 967
Database
ISI
SICI code
0091-1798(1998)26:3<925:RPONO>2.0.ZU;2-T
Abstract
Degenerate white noise perturbations of Hamiltonian systems in R-2 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 defined b y a diffusion process on a graph. Inside the edges the process is defi ned by a standard averaging procedure, but to define the process for a ll t > 0, one should add gluing conditions at the vertices. Calculatio n of the gluing conditions is based on delicate Hormander-type estimat es.