• 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