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2202.07973

LONG-TERM BEHAVIOUR OF ASYMPTOTICALLY AUTONOMOUS HAMILTONIAN SYSTEMS WITH MULTIPLICATIVE NOISE

Oskar A. Sultanov

correctmedium confidence
Category
Not specified
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper’s Theorem 2 is proved by a careful near-identity (energy–angle) reduction, an explicit choice of N, and a Lyapunov supermartingale V0 that absorbs the Itô contribution via a qM2 t^{-1/q} term; Doob’s inequality then yields the stability-in-probability bound. In contrast, the candidate solution relies on two unsupported steps: (i) it claims the normal-form eliminates the leading martingale term in the slow variable v so that d⟨M_ρ⟩_t = O(t^{-(n+1)/q}), which the paper neither asserts nor generally guarantees (indeed, near v→0 the diffusion coefficients scale like O(v^{-1/2}) O(t^{-1/q}), not vanishing; see Theorem 1 refinements) ; and (ii) it builds an integrating-factor supermartingale for V=ρ^2 that depends critically on that unproven quadratic-variation bound and executes a doubtful limiting argument. While the model’s conclusion matches Theorem 2, the justification conflicts with the paper’s established estimates and misses the key V0 construction and choice N=2p+q−n that make the residual term integrable .

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

The paper provides a rigorous, well-structured analysis of the long-time behavior of asymptotically autonomous planar Hamiltonian systems with multiplicative noise. Its blend of averaging/normal-form and stochastic Lyapunov techniques yields clean criteria and probabilities for asymptotic stability and emergent states, supported by instructive examples. Minor clarifications on the handling of diffusion near the origin and on the role of the index N would further improve readability.