This work focuses on topics related to Hamiltonian stochastic differential equations with Lévy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of Hamilton's principle by the corresponding formulation of the stochastic action integral and the Euler-Lagrange equation. Based on these properties, we further investigate the effective behaviour of a small transversal perturbation to a completely integrable stochastic Hamiltonian system with Lévy noise. We establish an averaging principle in the sense that the action component of solution converges to the solution of a stochastic differential equation when the scale parameter goes to zero. Furthermore, we obtain the estimation for the rate of this convergence. Finally, we present an example to illustrate these results.
In this work we study the impact of non-Gaussian α-stable Lévy motion on transitions between metastable equilibrium states (or attractors) in a stochastic Stommel two-box model for thermohaline circulation (THC). By maximizing probability density of the solution process associated with a nonlocal Fokker-Planck equation, we compute maximal likely pathways and identify corresponding maximal likely stable equilibrium states. Our numerical results indicate weakened THC may be induced by perturbation with very small noise intensity in certain range of stability index. Moreover, larger noise intensity and larger stability index induce weakened THC within shorter bifurcation time.
In this work, we devise a stochastic version of contact Hamiltonian systems and show that the phase flows of these systems preserve contact structures. Moreover, we provide a sufficient condition under which these stochastic contact Hamiltonian systems are completely integrable. This establishes an appropriate framework for investigating stochastic contact Hamiltonian systems.
We study the impact of Brownian noise on transitions between metastable equilibrium states in a stochastic ice sheet model. Two methods to accomplish different objectives are employed. The maximal likely trajectory by maximizing the probability density function and numerically solving the Fokker-Planck equation shows how the system will evolve over time. We have especially studied the maximal likely trajectories starting near the ice-free metastable state, and examined whether they evolve to or near the ice-covered metastable state for certain parameters, in order to gain insights into how the ice sheet formed.Furthermore, for the transition from ice-covered metastable state to the ice-free metastable state, we study the most probable path for various noise parameters via the Onsager-Machlup least action principle. This enables us to predict and visualize the melting process of the ice sheet if such a rare event ever does take place.
Abstract. How will extreme events due to human activities and climate change affect the oceanic thermohaline circulation is a key concern in climate predictions. The stability of the thermohaline circulation with respect to extreme events, such as fresh-water oscillations, greenhouse gas accumulations and collapse of the Atlantic meridional overturning circulation, is examined using a conceptual stochastic Stommel two-compartment model. The extreme fluctuations are modeled by symmetric α-stable Lévy motions whose pathways are cádlág functions with at most a countable number of jumps. The mean first passage time, escape probability and stochastic basin of attraction are used to perform the stability analysis of on (off) equilibrium states. Our results argue that for model with weak fresh-water forcing strength, the greatest threat to the stability of the on-state represents noise with low jumps and higher frequency that can be seen as civilization-induced greenhouse gas accumulation. On the other hand, the off-state stability is more vulnerable to the agitations with moderate jumps and frequencies which can be interpreted as wind- driven circulations towards higher latitudes. Under the repercussion of stochastic noise, on to off transitions are more expected in the model if the fresh-water influx is strong. Moreover, transitions from one metastable state to another are equiprobable when the fresh-water input induces a symmetric potential well.
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