English

A generalization of the Freidlin-Wentcell theorem on averaging of Hamiltonian systems

Probability 2020-02-06 v1

Abstract

In this paper, we generalize the classical Freidlin-Wentzell's theorem for random perturbations of Hamiltonian systems. In stead of the two-dimensional standard Brownian motion, the coefficient for the noise term is no longer the identity matrix but a state-dependent matrix plus a state-dependent matrix that converges uniformly to 0 on any compact sets as ϵ\epsilon tends to 0. We also take the drift term into consideration where the drfit term also contains two parts, the state-dependent mapping and a state-dependent mapping that converges uniformly to 0 on any compact sets as ϵ\epsilon tends to 0. In the proof, we use the result of generalized differential operator. We also adapt a new way to prove the weak convergence inside the edge by constructing an auxiliary process and apply Girsanov's theorem in the proof of gluing condition.

Keywords

Cite

@article{arxiv.2002.01851,
  title  = {A generalization of the Freidlin-Wentcell theorem on averaging of Hamiltonian systems},
  author = {Yichun Zhu},
  journal= {arXiv preprint arXiv:2002.01851},
  year   = {2020}
}

Comments

arXiv admin note: text overlap with arXiv:1609.02828 by other authors