受白噪声扰动的可积分哈密顿系统的中心极限定理

IF 2.4 2区 数学 Q1 MATHEMATICS Journal of Differential Equations Pub Date : 2024-09-27 DOI:10.1016/j.jde.2024.09.047
Chen Wang , Yong Li
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引用次数: 0

摘要

在本文中,我们考虑了可积分随机哈密尔顿系统的动力学问题。利用 Nagaev-Guivarc'h 方法,我们得到了中心极限定理的几个广义结果。利用这一技术和伯克霍夫遍历定理,我们证明了不变环在随机扰动下持续存在。此外,它们渐近地服从高斯分布,这给出了可积分随机哈密顿系统随时间变化的稳定性的正面答案。我们的结果对高斯和非高斯噪声都适用,而且它们的强度可以不小。
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The central limit theorems for integrable Hamiltonian systems perturbed by white noise
In this paper, we consider the dynamics of integrable stochastic Hamiltonian systems. Utilizing the Nagaev-Guivarc'h method, we obtain several generalized results of the central limit theorem. Making use of this technique and the Birkhoff ergodic theorem, we prove that the invariant tori persist under stochastic perturbations. Moreover, they asymptotically follow a Gaussian distribution, which gives a positive answer to the stability of integrable stochastic Hamiltonian systems over time. Our results hold true for both Gaussian and non-Gaussian noises, and their intensities can be not small.
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来源期刊
CiteScore
4.40
自引率
8.30%
发文量
543
审稿时长
9 months
期刊介绍: The Journal of Differential Equations is concerned with the theory and the application of differential equations. The articles published are addressed not only to mathematicians but also to those engineers, physicists, and other scientists for whom differential equations are valuable research tools. Research Areas Include: • Mathematical control theory • Ordinary differential equations • Partial differential equations • Stochastic differential equations • Topological dynamics • Related topics
期刊最新文献
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