A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential (Q1872356): Difference between revisions

The authors consider the dynamics of an overdamped Brownian particle in a double-well potential. The dynamics is described by the nonautonomous stochastic differential equation \(dx_t=\frac{1}{\varepsilon} f(x_t,t) dt+\frac{\sigma}{\sqrt{\varepsilon}} dW_t\), \(\varepsilon,\sigma>0\). In the symmetric case the drift \(f\) is for example given by \(f(x,t)=a(t)x-x^3\) with \(a(t)=a_0+1-\cos{(2\pi t)}\). In the asymmetric case, a typical example of \(f\) is \(f(x,t)=x-x^3+\lambda(t)\) with \(\lambda(t)=-(\frac{2}{3\sqrt{3}}-a_0)\cos{(2\pi t)}\). In the limit of small \(\varepsilon\), the ranges of \(\sigma\) are found, for which the system exhibits different behaviour scenarios: for sufficiently small \(\sigma\) it is likely to track the trajectories of the underlying deterministic dynamical system whereas, for larger values of \(\sigma\), the particle leaves the well with probability exponentially close to 1/2 in the symmetric case, and probability exponentially close to 1 in the asymmetric case. The time-intervals of the most probable exit as well as the path spreading for `very' large \(\sigma\) are also determined.