Small noise limit of a randomly perturbed Hamiltonian system - a variational approach
Upanshu Sharma  1, *@  , Manh Duong  2  , Agnes Lamacz  3  , Mark Peletier  1  
1 : Eindhoven University of Technology  (TUE)
Eindhoven University of Technology Den Dolech 2 5612 AZ Eindhoven -  Netherlands
2 : Warwick Mathematics Institute  (WMI)
Mathematics Institute, Zeeman Building, The University of Warwick, Coventry CV4 7AL, United Kingdom -  United Kingdom
3 : Fakultät für Mathematik [Dortmund]
Vogelpothsweg 87, D-44227 Dortmund -  Germany
* : Corresponding author

Coarse-graining or dimension reduction is the procedure of approximating a system by a simpler or lower dimensional one. This is typically achieved by passage to the limit of some parameter in the original system. Variational-evolution structures have been successfully used in recent years to pass to the limit in case of dissipative (gradient-flow) systems. However these structures do not straightforwardly apply to systems which additionally have inertial effects. In this talk, I will present a variational technique arising from large-deviations theory which applies to a class of systems where both dissipative and inertial effects are present. I will present the technique by means of an example, the small noise limit of a randomly perturbed Hamiltonian system. 


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