On the averaging theorems for stochastic perturbation of conservative linear systems
On the averaging theorems for stochastic perturbation of conservative linear systems
For stochastic perturbations of linear systems with non-zero pure imaginary spectrum we discuss the averaging theorems in terms of the slow-fast action-angle variables and in the sense of Krylov-Bogoliubov. Then we show that if the diffusion matrix of the perturbation is uniformly elliptic, then in all cases the averaged dynamics does not depend on a hamiltonian part of the perturbation.
Jing Guo、Sergei Kuksin、Zhenxin Liu
物理学
Jing Guo,Sergei Kuksin,Zhenxin Liu.On the averaging theorems for stochastic perturbation of conservative linear systems[EB/OL].(2025-04-06)[2025-04-24].https://arxiv.org/abs/2504.04379.点此复制
评论