کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156109 958802 2009 34 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Averaging of stochastic flows: Twist maps and escape from resonance
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Averaging of stochastic flows: Twist maps and escape from resonance
چکیده انگلیسی

Our setup is a classical stochastic averaging one studied by Has’minskiĭ, which is a two-dimensional SDE (on a cylinder) consisting of a fast angular drift and a slow axial diffusion. We seek to understand the asymptotics of the flow generated by this SDE. To do so, we fix nn initial points on the cylinder and consider the axial components of the trajectories evolving from these points. We conclude a propagation-of-chaos. There are two components of the limiting nn-point motion: a common Brownian motion, and nn independent Brownian motions, one for each initial point.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 10, October 2009, Pages 3549–3582
نویسندگان
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