Homogenization of Dissipative Hamiltonian Systems under Lévy Fluctuations
Zibo Wang, Lv, Li, Jinqiao Duan · arXiv (Cornell University) · 2021
This work is devoted to deriving small mass limiting equation for a class of Hamiltonian systems with multiplicative Lévy noise. Derivation of the limiting equation depends on the structure of the stochastic Hamiltonian systems, in which a noise-induced drift term arises. We prove convergence to the limiting equation in probability under appropriate assumptions on smoothness and boundedness. Furthermore, we demonstrate convergence in moment under stronger assumptions. A Lévy type Smoluchowski-Kramers approximation result is presented as an illustrative example.