Higher order averaging of linear Fokker-Planck equations with periodic forcing

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• Stephan Martin (TU Kaiserslautern)
• Wednesday 17 November 2010, 15:30-16:30
• MR5, Centre for Mathematical Sciences, Wilberforce Road, Cambridge.

If you have a question about this talk, please contact Daniel Marahrens.

The exposure of Hamiltonian systems with noise to small external, deterministic forces can perturb the stationary energy distribution. In the systems we consider, standard stochastic averaging is not able to detect this disturbance. We present an averaging procedure to derive better limit equations for the energy distribution and give a motivation for our work from an industrial application.

This talk is part of the Applied and Computational Analysis Graduate Seminar series.

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