Related papers: On Averaging for Hamiltonian Systems with One Fast…
We study the validity of an averaging principle for a slow-fast system of stochastic reaction diffusion equations. We assume here that the coefficients of the fast equation depend on time, so that the classical formulation of the averaging…
We consider coupled slow-fast stochastic processes, where the averaged slow motion is given by a two-dimensional Hamiltonian system with multiple critical points. On a proper time scale, the evolution of the first integral converges to a…
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed to show that the averaged coefficients may become…
In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…
We study the evolution of angular variable (phase) for general (not necessarily Hamiltonian) perturbations of Hamiltonian systems with one degree of freedom near separatrices of the unperturbed system. To this end, we use averaged system of…
The averaging principle is established for the slow component and the fast component being two dimensional stochastic Navier-Stokes equations and stochastic reaction-diffusion equations, respectively. The classical Khasminskii approach…
In this article we formulate and prove sufficient conditions for the existence of trajectories of nonstationary periodic solutions of autonomous Hamiltonian systems in a neighbourhood of equilibria. It is worth pointing out that assumptions…
We consider the statistics of the results of a measurement of the spreading operator in the Krylov basis generated by the Hamiltonian of a quantum system starting from a specified initial pure state. We first obtain the probability…
In this paper, we aim to develop the averaging principle for a slow-fast system of stochastic reaction-diffusion equations driven by Poisson random measures. The coefficients of the equation are assumed to be functions of time, and some of…
In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations…
We investigate the large population dynamics of a family of stochastic particle systems with three-state cyclic individual behaviour and parameter-dependent transition rates. On short time scales, the dynamics turns out to be approximated…
In this paper, we develop a novel argument, the non-autonomous approximation method, to seek the asymptotic limits of the fully coupled multi-scale McKean-Vlasov stochastic systems with irregular coefficients, which, as summarized in…
We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…
Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…
We develop a framework for the average-case analysis of random quadratic problems and derive algorithms that are optimal under this analysis. This yields a new class of methods that achieve acceleration given a model of the Hessian's…
This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast…
This paper introduces an algorithmic approach to the analysis of bifurcation of limit cycles from the centers of nonlinear continuous differential systems via the averaging method. We develop three algorithms to implement the averaging…
It is well known that typical Hamiltonian systems have divided phase space consisting of regions with regular dynamics on KAM tori and region(s) with chaotic dynamics called chaotic sea(s). This complex structure makes rigorous analysis of…
We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions. Our investigation is motivated by some problems arising from…
The question of the total measure of invariant tori in analytic, nearly--integrable Hamiltonian systems is considered. In 1985, Arnol'd, Kozlov and Neishtadt, in the Encyclopaedia of Mathematical Sciences \cite{AKN1}, and in subsequent…