Effects of white noise in multistable dynamics (Q379019): Difference between revisions

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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.
Property / review text: 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. / rank
 
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Property / reviewed by: Guy Jumaric / rank
 
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Property / Mathematics Subject Classification ID: 37H10 / rank
 
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Property / Mathematics Subject Classification ID: 60H40 / rank
 
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Property / Mathematics Subject Classification ID: 35Q84 / rank
 
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Property / zbMATH DE Number: 6226214 / rank
 
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bistability
Property / zbMATH Keywords: bistability / rank
 
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multistability
Property / zbMATH Keywords: multistability / rank
 
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white noise
Property / zbMATH Keywords: white noise / rank
 
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stochastic differential equation
Property / zbMATH Keywords: stochastic differential equation / rank
 
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invariant measure
Property / zbMATH Keywords: invariant measure / rank
 
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Fokker-Planck-Kolmogorov equation
Property / zbMATH Keywords: Fokker-Planck-Kolmogorov equation / rank
 
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Revision as of 11:16, 29 June 2023

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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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