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We consider the long-time behavior of systems close to a system with a smooth first integral. Under certain assumptions, the limiting behavior, to some extent, turns out to be universal: it is determined by the first integral, the…

Probability · Mathematics 2022-10-19 Mark Freidlin

We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…

Probability · Mathematics 2022-05-24 Shuo Yan

There are many problems that lead to analysis of dynamical systems in which one can distinguish motions of two types: slow one and fast one. An averaging over fast motion is used for approximate description of the slow motion. First…

Chaotic Dynamics · Physics 2009-11-11 A. I. Neishtadt , A. A. Vasiliev

We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure…

Probability · Mathematics 2009-01-20 Dmitry Dolgopyat , Leonid Koralov

We consider a two-dimensional weakly dissipative dynamical system with time-periodic drift and diffusion coefficients. The average of the drift is governed by a degenerate Hamiltonian whose set of critical points has an interior. The…

Probability · Mathematics 2007-05-23 Natella V. O'Bryant

We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…

Probability · Mathematics 2025-12-10 Xue-Mei Li , Colin Piernot , Szymon Sobczak , Kexing Ying

In this work we are concerned with the study of the strong order of convergence in the averaging principle for slow-fast systems of stochastic evolution equations in Hilbert spaces with additive noise. In particular the stochastic…

Probability · Mathematics 2023-06-07 Filippo de Feo

We discuss recent results obtained for the Hamiltonian Mean Field model. The model describes a system of N fully-coupled particles in one dimension and shows a second-order phase transition from a clustered phase to a homogeneous one when…

Statistical Mechanics · Physics 2009-10-31 V. Latora , A. Rapisarda , S. Ruffo

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

Numerical Analysis · Mathematics 2010-08-06 Matthew Dobson , Claude Le Bris , Frederic Legoll

In this note, we consider the dynamics associated to an epsilon-perturbation of an integrable Hamiltonian system in action-angle coordinates in any number of degrees of freedom and we prove the following result of "micro-diffusion": under…

Dynamical Systems · Mathematics 2015-01-12 Abed Bounemoura , Vadim Kaloshin

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…

Probability · Mathematics 2019-07-26 Enrico Bernardi , Alberto Lanconelli

We study the drift of slow variables in a slow-fast Hamiltonian system with several fast and slow degrees of freedom. For any periodic trajectory of the fast subsystem with the frozen slow variables we define an action. For a family of…

Dynamical Systems · Mathematics 2009-11-13 N. Brännström , V. Gelfreich

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

The motion of oscillatory-like nonlinear Hamiltonian systems, driven by a weak noise, is considered. A general method to find regions of stability in the phase space of a randomly-driven system, based on a specific Poincar\'e map, is…

Chaotic Dynamics · Physics 2011-11-10 D. V. Makarov , M. Yu. Uleysky , M. V Budyansky , S. V. Prants

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

Astrophysics · Physics 2009-10-31 Ilya V. Pogorelov , Henry E. Kandrup

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We study a slow-fast system with two slow and one fast variables. We assume that the slow manifold of the system possesses a fold and there is an equilibrium of the system in a small neighbourhood of the fold. We derive a normal form for…

Dynamical Systems · Mathematics 2023-07-04 Natalia G. Gelfreikh , Alexey V. Ivanov

We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…

Statistical Mechanics · Physics 2009-11-11 Luis G. Moyano , Celia Anteneodo

We consider fast oscillating perturbations of dynamical systems in regions where one can introduce action-angle type coordinates. In an appropriate time scale, a diffusion approximation of the first-integrals evolution is described under…

Probability · Mathematics 2021-03-17 M. I. Freidlin , A. D. Wentzell
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