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On the averaging theorems for stochastic perturbation of conservative linear systems

Dynamical Systems 2025-05-13 v2

Abstract

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.

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Cite

@article{arxiv.2504.04379,
  title  = {On the averaging theorems for stochastic perturbation of conservative linear systems},
  author = {Jing Guo and Sergei Kuksin and Zhenxin Liu},
  journal= {arXiv preprint arXiv:2504.04379},
  year   = {2025}
}

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11 pages