Random Iteration of Maps on a Cylinder and diffusive behavior

preprint2015arXivOpen access

Abstract

In this paper we propose a model of random compositions of cylinder maps, which in the simplified form is as follows: (θ,r)∈T×R=A(θ,r)\in \mathbb T\times \mathbb R=\mathbb A and \begin{eqnarray} \nonumber f_{\pm 1}: \left(\begin{array}{c}θ\\r\end{array}\right) & \longmapsto & \left(\begin{array}{c}θ+r+\varepsilon u_{\pm 1}(θ,r). \\ r+\varepsilon v_{\pm 1}(θ,r). \end{array}\right), \end{eqnarray} where u±u_\pm and v±v_\pm are smooth and v±v_\pm are trigonometric polynomials in θθ such that ∫v±(θ,r) dθ=0\int v_\pm(θ,r)\,dθ=0 for each rr. We study the random compositions (θn,rn)=fωn−1∘⋯∘fω0(θ0,r0) (θ_n,r_n)=f_{ω_{n-1}}\circ \dots \circ f_{ω_0}(θ_0,r_0) with ωk∈{−1,1}ω_k \in \{-1,1\} with equal probabilities. We show that under non-degeneracy hypothesis for n∼ε−2n\sim \varepsilon^{-2} the distributions of rn−r0r_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}θ\\r\end{array}\right) & \longmapsto & \left(\begin{array}{c}θ+r+\varepsilon v_{\pm 1}(θ). \\ r+\varepsilon v_{\pm 1}(θ) \end{array}\right), \end{eqnarray} where v±v_\pm are trigonometric polynomials such that ∫v±(θ) dθ=0\int v_\pm(θ)\,dθ=0 we prove a vertical central limit theorem. Namely, for n∼ε−2n\sim \varepsilon^{-2} the distributions of rn−r0r_n-r_0 weakly converge to a normal distribution N(0,σ2)\mathcal N(0,σ^2) for σ2=14∫(v+(θ)−v−(θ))2 dθσ^2=\frac14\int (v_+(θ)-v_-(θ))^2\,dθ. 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.

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