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