Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

DOI10.1214/105051606000000385zbMath1155.60022arXivmath/0411386OpenAlexW4298221419MaRDI QIDQ997407

Dierk Peithmann, Peter Imkeller, Samuel Herrmann

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0411386

zbMATH Keywords

diffusionlarge deviationsperiodic potentialstochastic resonanceperturbed dynamical systemexit time distributionnoise induced transitionoptimal tuningresonance interval

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Meteorology and atmospheric physics (86A10) Attractors of solutions to ordinary differential equations (34D45) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (5)

LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS ⋮ Hunting French ducks in a noisy environment ⋮ Singular perturbations in stochastic optimal control with unbounded data ⋮ Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process ⋮ Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback

Cites Work

• Self-attracting diffusions: Case of the constant interaction
• The exit problem for diffusions with time-periodic drift and stochastic resonance
• Boundedness and convergence of some self-attracting diffusions
• Quasi-deterministic approximation, metastability and stochastic resonance
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• MODEL REDUCTION AND STOCHASTIC RESONANCE
• BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE
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