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Stochastic Dynamical Systems and Control

March 26, 2007 to March 30, 2007
Organized By: Jonathan Mattingly (Duke), Igor Mezic (UCSB-Chair), Andrew Stuart (Warwick)
 
Parent Programs:
Dynamical Systems
 
Return to Workshop Description
 

A propagation-of-chaos type result in stochastic averaging

Monday March 26, 2007

03:30PM - 04:30PM

Speakers:
Richard Sowers

Abstract:

Stochastic averaging goes back to Khasminskii in the 1960's. The
standard result is
that, given a separation of scales, one can find effective dynamics
for slow components.
We investigate the motion of two particles in such a system, in
particular in a randomly-perturbed twist map. The nub of the issue
is how two points escape from a 1-1 resonance zone. Results of Pinsky
and Wihstutz
indicate that there is a third scale at work, which we can use to study
the escape from resonance.
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