The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise

zbMath1423.60100arXiv1706.07745MaRDI QIDQ5742623

Michael A. Högele

Publication date: 15 May 2019

Full work available at URL: https://arxiv.org/abs/1706.07745

zbMATH Keywords

metastabilitynonlinear reaction-diffusion equationfirst exit timesmultiplicative Lévy noisesmall noise asymptoticsfirst exit location\(\alpha\)-stable Lévy process in Hilbert spacemultiplicative stochastic chafee-infante equationregularly varying noisestochastic heat equation with multiplicative \(\alpha\)-stable noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stable stochastic processes (60G52) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Semilinear parabolic equations with Laplacian, bi-Laplacian or poly-Laplacian (35K91)

Related Items (2)

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Metastability and exit problems for systems of stochastic reaction-diffusion equations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A maximal inequality for \(p\)th power of stochastic convolution integrals
• Sharp estimates for metastable lifetimes in parabolic SPDEs: Kramers law and beyond
• Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise
• Well posedness and asymptotic behavior for stochastic reaction-diffusion equations with multiplicative Poisson noise
• On the noise-induced passage through an unstable periodic orbit. I: Two-level model
• Moderate deviation principles for stochastic differential equations with jumps
• Some results on small random perturbations of an infinite dimensional dynamical system
• Metastability for a class of dynamical systems subject to small random perturbations
• Regular dependence on initial data for stochastic evolution equations with multiplicative Poisson noise
• Semigroups of linear operators and applications to partial differential equations
• Some infinite-dimensional Morse-Smale systems defined by parabolic partial differential equations
• Examples of attractors in scalar reaction-diffusion equations
• Geometric theory of semilinear parabolic equations
• Asymptotic spectral analysis of a small diffusion operator and the life times of the corresponding diffusion process
• Unpredictability of an exit time
• Random perturbations of nonlinear oscillators
• Stochastic reaction-diffusion equations driven by jump processes
• Applications of pathwise Burkholder-Davis-Gundy inequalities
• Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
• Metastability in reversible diffusion processes. II: Precise asymptotics for small eigenvalues
• Large deviations for stochastic partial differential equations driven by a Poisson random measure
• The dynamics of nonlinear reaction-diffusion equations with small Lévy noise
• Semiclassical analysis for diffusions and stochastic processes
• First exit times of SDEs driven by stable Lévy processes
• Large deviations for multidimensional state-dependent shot-noise processes
• ON UNIQUENESS OF MILD SOLUTIONS FOR DISSIPATIVE STOCHASTIC EVOLUTION EQUATIONS
• The Eyring-Kramers law for potentials with nonquadratic saddles
• FIRST EXIT TIMES OF SOLUTIONS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY MULTIPLICATIVE LÉVY NOISE WITH HEAVY TAILS
• Regular variation for measures on metric spaces
• Lévy Processes and Stochastic Calculus
• The Metastable Behavior of Infrequently Observed, Weakly Random, One-Dimensional Diffusion Processes
• Random Perturbations of Reaction-Diffusion Equations: The Quasi-Deterministic Approximation
• Large fluctuations for a nonlinear heat equation with noise
• A bifurcation problem for a nonlinear partial differential equation of parabolic type^†
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• On the exponential exit law in the small parameter exit problem
• Metastable behaviour of small noise Lévy-Driven diffusions
• Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise
• The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes
• Stochastic Partial Differential Equations with Levy Noise
• Brownian motion in a field of force and the diffusion model of chemical reactions
• Exit cycling for the Van der Pol oscillator and quasipotential calculations

This page was built for publication: The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise