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arXiv 2202.07973math.DS
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带乘性噪声的渐近自治哈密顿系统的长期行为

Long-term behaviour of asymptotically autonomous Hamiltonian systems with multiplicative noise

O. A. Sultanov

AI总结:

本文研究带乘性噪声的平面渐近哈密顿系统的长期行为,结合平均法与随机李雅普诺夫函数分析,揭示了受扰轨迹的两种演化趋势,并将结果应用于噪声下的参数自共振俘获问题。

摘要:

本文研究了乘性随机扰动对平面上一类渐近哈密顿系统的影响。研究假设扰动不保持对应极限系统的平衡态,且其强度随时间按幂律渐近衰减。本文讨论了系统解的长期渐近行为及其对扰动结构与参数的依赖关系。具体而言,研究表明受扰轨迹可能趋向于极限系统的平衡态,或者会产生新的随机稳定态。本文提出的分析方法结合了平均法与随机李雅普诺夫函数的构造。所得结果被应用于存在噪声情况下的参数自共振俘获问题。

英文摘要:

The influence of multiplicative stochastic perturbations on the class of asymptotically Hamiltonian systems on the plane is investigated. It is assumed that disturbances do not preserve the equilibrium of the corresponding limiting system and their intensity decays in time with power-law asymptotics. The paper discusses the long-term asymptotic behaviour of solutions and its dependence on the structure and parameters of perturbations. In particular, it is shown that perturbed trajectories can tend to the equilibrium of the limiting system or new stochastically stable states can arise. The proposed analysis is based on a combination of the averaging method and the construction of stochastic Lyapunov functions. The results obtained are applied to the problem of capture into parametric autoresonance in the presence of noise.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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