Longtime behaviour of stochastic Hamiltonian systems: The multidimensionalcase

Citation
S. Albeverio et A. Klar, Longtime behaviour of stochastic Hamiltonian systems: The multidimensionalcase, POTENT ANAL, 12(3), 2000, pp. 281-297
Citations number
13
Categorie Soggetti
Mathematics
Journal title
POTENTIAL ANALYSIS
ISSN journal
09262601 → ACNP
Volume
12
Issue
3
Year of publication
2000
Pages
281 - 297
Database
ISI
SICI code
0926-2601(200005)12:3<281:LBOSHS>2.0.ZU;2-N
Abstract
Hamiltonian systems perturbed by a white noise force are discussed in sever al dimensions. By using an appropriate scaling of the stochastic force a co nvergence theorem for the invariants of the deterministic motion is proved. This corresponds to convergence of the system to a stationary distribution . Especially motion in a central force field is considered; the energy and angular momentum processes are investigated.