Persistence and long-time breakdown of most probable paths under time-dependent fractional noise with applications to KAM tori

Abstract

We investigate the persistence of most probable paths through the Onsager--Machlup functional for multidimensional stochastic differential equations driven by fractional Brownian motion with time-dependent diffusion coefficients and Hurst parameter $H\in(1/4,1)$. Under suitable structural and variational conditions, deterministic trajectories remain most probable paths for sufficiently small noise in both the fixed-endpoint transition problem and the free-endpoint evolution problem, whereas sufficiently large noise destroys their local minimality. More generally, when exact persistence does not hold, global most probable paths converge to the corresponding trajectories of the noise-free system in both the uniform and Hölder topologies at the rate $O(ε)$. We further analyze the second variation along periodic deterministic trajectories over time intervals of length $NT$. For $H>1/2$, positive definiteness, and hence local minimality, is lost on sufficiently long intervals. For $H\in(1/4,1/2]$, long-time positive definiteness holds for the fixed-endpoint problem, but this conclusion does not directly extend to the free-endpoint setting. We also establish the persistence of KAM tori in nearly integrable Hamiltonian systems in the sense of most probable evolution paths. Finally, a two-dimensional numerical example illustrates the persistence of deterministic trajectories under small noise and their pronounced deviation under large noise.