We study some examples of Hamiltonian systems perturbed by a small ran
dom noise, which are relevant in accelerator physics; generalization t
o other Hamiltonian systems is briefly sketched. Starting from the Lio
uville equation, we derive a Fokker-Planck equation for the distributi
on function in the unperturbed action angle variables, which is valid
for a vanishingly small noise. When the angle distribution has relaxed
we write a simple equation for the distribution in the action; howeve
r there is evidence that such an equation governs the distribution ave
raged on the angle even before the relaxation occurs, suggesting that
an averaging principle does apply. We compare the solution of this equ
ation with the numerical simulation obtained by using a symplectic int
egrator of the stochastic Hamilton's equations. We consider also a sto
chastically perturbed isochronous Hamiltonian and the corresponding ar
ea preserving map. For the map we write the action diffusion coefficie
nts and compare, with the numerical simulations, the averaged distribu
tion functions both in the angle and in the action, obtained by solvin
g the diffusion equation.