Rigorous stochastic averaging at a center with additive noise

N. Sri Namachchivaya, Richard B. Sowers

Research output: Contribution to journalConference articlepeer-review


We consider a random perturbation of a two-dimensional Hamiltonian system with an isolated elliptic fixed point; that is, a center. Under an appropriate change of time, we identify a reduced stochastically-averaged model. We give a rigorous proof of averaging at the center. Our main technique is to use the martingale problem. Our formulation of the result is in a sufficiently abstract setting that it agrees with more complicated averaging results.

Original languageEnglish (US)
Pages (from-to)85-114
Number of pages30
Issue number1-2
StatePublished - 2002
EventEuromech Colloquium No. 413 - Palermo, Italy
Duration: Jun 12 2000Jun 14 2000


  • Hamiltonian
  • Markov processes
  • Martingale problem
  • Stochastic averaging

ASJC Scopus subject areas

  • Condensed Matter Physics
  • Mechanics of Materials
  • Mechanical Engineering


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