Homogenization of Dissipative Hamiltonian Systems under L\'evy Fluctuations
Probability
2021-05-18 v1 Dynamical Systems
Abstract
This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative L\'evy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which a noise-induced drift term arises. We prove convergence to the limiting equation in probability under appropriate assumptions on smoothness and boundedness. Furthermore, we demonstrate convergence in moment under stronger assumptions. A L\'evy type Smoluchowski-Kramers approximation result is presented as an illustrative example.
Keywords
Cite
@article{arxiv.2105.07349,
title = {Homogenization of Dissipative Hamiltonian Systems under L\'evy Fluctuations},
author = {Zibo Wang and Li Lv and Jinqiao Duan},
journal= {arXiv preprint arXiv:2105.07349},
year = {2021}
}