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Longtime Behaviour of Stochastic Hamiltonian Systems: The Multidimensional Case

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Abstract

Hamiltonian systems perturbed by a white noise force are discussed in several dimensions. By using an appropriate scaling of the stochastic force a convergence theorem for the invariants of the deterministic motion is proved. This corresponds to convergence of the system to a stationary distribution. Especially motion in a central force field is considered; the energy and angular momentum processes are investigated.

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Authors and Affiliations

  1. Fakultät für Mathematik, Ruhr-Universität Bochum, 44780, Bochum, Germany

    S. Albeverio

  2. Inst. Ang. Math., Universität Bonn, Wegelerstr. 6, D53115, Bonn, Germany SFB 237, Bochum-Essen-Düsseldorf; BiBoS Bielefeld; CERFIM Locarno, Switzerland

    S. Albeverio

  3. Fachbereich Mathematik und Informatik, FU Berlin, D14195, Berlin, Germany

    A. Klar

Authors
  1. S. Albeverio
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  2. A. Klar
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Albeverio, S., Klar, A. Longtime Behaviour of Stochastic Hamiltonian Systems: The Multidimensional Case. Potential Analysis 12, 281–297 (2000). https://doi.org/10.1023/A:1008614526163

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