Title of article
Averaging of stochastic flows: Twist maps and escape from resonance
Author/Authors
Sowers، نويسنده , , Richard B.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
34
From page
3549
To page
3582
Abstract
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 n 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 n -point motion: a common Brownian motion, and n independent Brownian motions, one for each initial point.
Keywords
Stochastic averaging , Stochastic flows of diffeomorphisms , Escape from resonance
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578202
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