Graduate Student / Postdoc Seminar

On the Averaging Principle of Freidlin and Wentzell and its Refinement Along Trajectories Containing Saddle Points

Speaker: Zsolt Pajor-Gyulai

Location: Warren Weaver Hall 1302

Date: Friday, April 8, 2016, 1 p.m.


Hamiltonian systems arise in many areas of classical mechanics. The Freidlin-Wentzell averaging principle describes the long time behavior of such in the prescence of a small Brownian noise. In this talk we give an exposition of this classical result and then discuss a recent refining result on the local behavior of the averaged process along level sets of the Hamiltonian that contain saddle points obtained by the speaker and his collaborators.