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Vanishing Stochastic Perturbations of Hamiltonian Systems CASA Day, Nov 2013 Work with M. Hong Duong and Mark Peletier Upanshu Sharma

Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

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Page 1: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Vanishing Stochastic Perturbations of

Hamiltonian Systems

CASA Day, Nov 2013

Work with M. Hong Duong and Mark Peletier

Upanshu Sharma

Page 2: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

“It has been said that something as small as the flutter

of a butterfly's wing can ultimately cause a typhoon

halfway around the world.”

-The Butterfly Effect

1

Page 3: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Toy Problem

2

Page 4: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Toy Problem

2

Page 5: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Toy Problem

2

Page 6: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Hamiltonian – Conserved Quantity

3

Page 7: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Celestial Mechanics

Magnetic Traps

etc…

Hamiltonian – Conserved Quantity

3

Page 8: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Problem

4

Page 9: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

What are the dynamics

as ?

Problem

4

Page 10: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

SDE to PDE

5

Page 11: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Diffusion on a Graph

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Page 12: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

In the limit :

Diffusion on a Graph

6

Page 13: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Show me the MATH !

7

Page 14: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Show me the MATH !

7

Page 15: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Result…

8

Page 16: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

• x\

• A

• C

Conclusions

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Page 17: Vanishing Stochastic Perturbations of Hamiltonian Systems · of a butterfly's wing can ultimately cause a typhoon halfway around the world.”-The Butterfly Effect 1 . Toy Problem

Result…