Background The semiclassical (weak noise, small D) limit of the Fokker--Planck equation
∂P∂t=D∂2P∂x2−∂∂x(v(x)P)
can be described in terms of the classical Hamiltonian
H=p2+v(x)p
where v(x) denotes the drift. This procedure is described in Graham and Tél, Journal of Statistical Physics, 35, 729 (1984), and the resulting Hamiltonian is called the Freidlin--Wentzell (FW) Hamiltonian (although I can't find where in their book Random perturbations of dynamical systems it is discussed).
My problem I am concerned with an example with two degrees of freedom, written in complex notation as
H=|p|2+p(az+bz2)+ˉp(ˉaˉz+ˉbˉz2),
with Poisson bracket
{f,g}=∂f∂z∂g∂p−∂f∂p∂g∂z+∂f∂ˉz∂g∂ˉp−∂f∂ˉz∂g∂ˉp.
In this case the complex drift velocity v(z)=az+bz2 generates a Möbius transformation on z, with fixed points at z=0,−a/2b. Making the canonical transformation
ξ1=z+ˉpa+ˉa,ξ2=ˉp,
with {ξ1,ˉξ2}=1, one finds that the quadratic part of the Hamiltonian (b=0) takes the form
Hb=0=(a+ˉa)Reξ1ˉξ2+i(a−ˉa)Imξ1ˉξ2,
which reveals the fixed point at z=0 to be a focus-focus singularity. I believe this is a general feature of the FW Hamiltonian.
ξ1=0, ξ2=0 are the stable and unstable manifolds (which is which depends on the sign of Rea) in the vicinity of the origin. ξ2=0 lies in the p=0 plane, corresponding to the drift under v(z) that connects the two fixed points, while the ξ1=0 manifold presumably connects to the other fixed point through p≠0, forming a heteroclinic cycle of order 2.
Can someone say something more about the nature of this separatrix? Is the system integrable (in which case a second conserved quantity would give us the separatrix immediately), or failing that, is the separatrix smooth?
Update The figure below shows some representative trajectories highly suggestive of a smooth separatrix. Here a=−0.2+5i and b=0.2. The z-axis is |p|. Möbius drifts in the p=0 plane between the two fixed points are followed by excursions out of the plane. The focus-focus singularities are clearly visible.

This post imported from StackExchange MathOverflow at 2014-11-07 11:21 (UTC), posted by SE-user Austen