Effects of white noise in multistable dynamics (Q379019): Difference between revisions
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Revision as of 17:23, 22 February 2024
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| English | Effects of white noise in multistable dynamics |
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Effects of white noise in multistable dynamics (English)
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12 November 2013
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One considers a stochastic dynamical system with white noise modeled by a Langevin stochastic differential equation which involves a small multiplicative parameter in the noisy term. The authors prove the existence of a unique invariant measure and they analyze its asymptotic limit when the small parameter tends to zero. The limit is shown to be the Dirac measure.
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bistability
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multistability
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white noise
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stochastic differential equation
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invariant measure
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Fokker-Planck-Kolmogorov equation
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