Stochastic averaging of quasi partially integrable Hamiltonian systems under fractional Gaussian noise

A stochastic averaging method for predicting the response of quasi partially integrable and non-resonant Hamiltoniansystems to fractional Gaussian noise （fGla） with the Hurst index 1/2〈H〈l is proposed. The averaged stochastic differential equa-tions （SDEs） for the first integrals of the associated Hamiltonian system are derived. The dimension of averaged SDEs is less thanthat of the original system. The stationary probability density and statistics of the original system are obtained approximately fromsolving the averaged SDEs numerically. Two systems are worked out to illustrate the proposed stochastic averaging method. It isshown that the results obtained by using the proposed stochastic averaging method and those from digital simulation of originalsystem agree well, and the computational time for the former results is less than that for the latter ones.