Asymptotic analysis of first-passage problems

DOI10.1016/S0020-7462(96)00041-8MaRDI QIDQ1369589zbMATH OpenFDO

Authors R. Valéry Roy

Publication date 25 October 1998

Published in International Journal of Non-Linear Mechanics (Search for Journal in Brave)

zbMATH Keywords

probability density functionLyapunov functionwhite noisebasin of attractionFokker-Planck-Kolmogorov equationasymptotically stable equilibrium pointtwo-dimensional Stratonovich stochastic dynamical systemWKB singular perturbation scheme

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random vibrations in mechanics of particles and systems (70L05)

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Cited in

(17)

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• Singular perturbations in noisy dynamical systems
• Stochastic sensitivity of 3D-cycles
• Analysis of noise-induced transitions for Hopf system with additive and multiplicative random disturbances
• scientific article; zbMATH DE number 4092498 (Why is no real title available?)
• First-passage problem for strong nonlinear stochastic dynamical systems
• Confidence tori in the analysis of stochastic 3D-cycles
• Noise-induced chaos in a piecewise linear system
• Quasi-threshold phenomenon in noise-driven Higgins model
• Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise
• Asymptotic analysis of nonlinear systems with small stochastic perturbations
• First passage failure of quasi non-integrable generalized Hamiltonian systems
• Sensitivity and chaos control for the forced nonlinear oscillations
• First-passage time statistics in a bistable system subject to Poisson white noise by the generalized cell mapping method
• A deep learning method for computing mean exit time excited by weak Gaussian noise
• A generalized approach to the mean first passage time of a dynamic power system
• An asymptotic analysis of the mean first passage time for narrow escape problems. I: Two-dimensional domains

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