The Annals of Applied Probability

A remark on random perturbations of the nonlinear pendulum

Mark Freidlin and Matthias Weber

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We describe the long-time behavior of the nonlinear pendulum perturbed by a small noise. To derive this asymptotics, one has to consider diffusion processes on the graph corresponding to the Hamiltonian of the pendulum.

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Ann. Appl. Probab., Volume 9, Number 3 (1999), 611-628.

First available in Project Euclid: 21 August 2002

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Zentralblatt MATH identifier

Primary: 60H10: Stochastic ordinary differential equations [See also 34F05] 34C29: Averaging method 35B20: Perturbations

Averaging principle random perturbations nonlinear pendulum


Freidlin, Mark; Weber, Matthias. A remark on random perturbations of the nonlinear pendulum. Ann. Appl. Probab. 9 (1999), no. 3, 611--628. doi:10.1214/aoap/1029962806.

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