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arXiv 2112.00548math.DS
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乘性噪声下渐近自治哈密顿系统的分岔

Bifurcations in asymptotically autonomous Hamiltonian systems under multiplicative noise

O. A. Sultanov

摘要:

研究了乘性随机扰动对平面上哈密顿系统的影响。假设扰动随时间衰减并保持极限系统的稳定平衡。本文研究了与平衡点稳定性的变化和扰动系统中新的随机稳定状态的出现有关的分岔。结果表明,依赖于结构和参数的衰减扰动的平衡可以保持稳定或变得不稳定。在一些中间的情况下,一个实际的稳定性的平衡与估计的长度的稳定区间是合理的。所提出的稳定性分析是基于一个组合的平均方法和随机李雅普诺夫函数的建设。

英文摘要:

The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates bifurcations associated with changes in the stability of the equilibrium and with the appearance of new stochastically stable states in the perturbed system. It is shown that depending on the structure and the parameters of the decaying perturbations the equilibrium can remain stable or become unstable. In some intermediate cases, a practical stability of the equilibrium with estimates for the length of the stability interval is justified. The proposed stability analysis is based on a combination of the averaging method and the construction of stochastic Lyapunov functions.

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