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A Propagation-of -Chaos Type Result in Stochastic Averaging

Stochastic Dynamical Systems and Control
March 26, 2007 03:30 PM to 04:30 PM

Speakers:
Sowers, Richard

VMath - The Next Generation for Math Lectures on Streaming Video

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.

Lecture #13320

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