Stability of asymptotically Hamiltonian systems with damped oscillatory and stochastic perturbations

Abstract

A class of asymptotically autonomous systems on the plane with oscillatory coefficients is considered. It is assumed that the limiting system is Hamiltonian with a stable equilibrium. The effect of damped multiplicative stochastic perturbations of white noise type on the stability of the system is discussed. It is shown that different long-term asymptotic regimes for solutions are admissible in the system and the stochastic stability of the equilibrium depends on the realized regime. In particular, we show that stable phase locking is possible in the system due to decaying stochastic perturbations. The proposed analysis is based on a combination of the averaging technique and the construction of stochastic Lyapunov functions.