Random Iteration of Maps on a Cylinder and diffusive behavior

Autor: Castejón, O., Kaloshin, V.
Rok vydání: 2015
Předmět:
Druh dokumentu: Working Paper
Popis: In this paper we propose a model of random compositions of cylinder maps, which in the simplified form is as follows: $(\theta,r)\in \mathbb T\times \mathbb R=\mathbb A$ and \begin{eqnarray} \nonumber f_{\pm 1}: \left(\begin{array}{c}\theta\\r\end{array}\right) & \longmapsto & \left(\begin{array}{c}\theta+r+\varepsilon u_{\pm 1}(\theta,r). \\ r+\varepsilon v_{\pm 1}(\theta,r). \end{array}\right), \end{eqnarray} where $u_\pm$ and $v_\pm$ are smooth and $v_\pm$ are trigonometric polynomials in $\theta$ such that $\int v_\pm(\theta,r)\,d\theta=0$ for each $r$. We study the random compositions $$ (\theta_n,r_n)=f_{\omega_{n-1}}\circ \dots \circ f_{\omega_0}(\theta_0,r_0) $$ with $\omega_k \in \{-1,1\}$ with equal probabilities. We show that under non-degeneracy hypothesis for $n\sim \varepsilon^{-2}$ the distributions of $r_n-r_0$ weakly converge to a diffusion process with explicitly computable drift and variance. In the case of random iteration of the standard maps \begin{eqnarray} \nonumber f_{\pm 1}: \left(\begin{array}{c}\theta\\r\end{array}\right) & \longmapsto & \left(\begin{array}{c}\theta+r+\varepsilon v_{\pm 1}(\theta). \\ r+\varepsilon v_{\pm 1}(\theta) \end{array}\right), \end{eqnarray} where $v_\pm$ are trigonometric polynomials such that $\int v_\pm(\theta)\,d\theta=0$ we prove a vertical central limit theorem. Namely, for $n\sim \varepsilon^{-2}$ the distributions of $r_n-r_0$ weakly converge to a normal distribution $\mathcal N(0,\sigma^2)$ for $\sigma^2=\frac14\int (v_+(\theta)-v_-(\theta))^2\,d\theta$. Such random models arise as a restrictions to a Normally Hyperbolic Invariant Lamination for a Hamiltonian flow of the generalized example of Arnold. We expect that this mechanism of stochasticity sheds some light on formation of diffusive behaviour at resonances of nearly integrable Hamiltonian systems.
Databáze: arXiv