English

Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems

Probability 2021-03-17 v1

Abstract

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 the assumption that the set of resonance tori is small enough. If the action-angle coordinates can be introduced just piece-wise , the limiting diffusion process should be considered on an open book space. Such a process can be described by differential operators, one on each page, supplemented by some gluing conditions on the binding of the open book.

Keywords

Cite

@article{arxiv.2006.16286,
  title  = {Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems},
  author = {M. I. Freidlin and A. D. Wentzell},
  journal= {arXiv preprint arXiv:2006.16286},
  year   = {2021}
}

Comments

26 pages, will be submitted to Journal of Statistical Physics

R2 v1 2026-06-23T16:42:45.234Z