Escape Rates in a Stochastic Environment with Multiple Scales

DOI10.1137/090755710MaRDI QIDQ3182055zbMATH OpenOpenAlexFDO

Authors Eric Forgoston, Ira B. Schwartz

Publication date 2 October 2009

Published in SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0809.1345

zbMATH Keywords

center manifold reductionlarge fluctuation theorymultiscale analysisstochastic dynamical system

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Abstract: We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic center manifold followed by a naive replacement of the stochastic term. The second method allows one to more accurately describe the stochastic effects and involves the derivation of a normal form coordinate transform that is used to find the stochastic center manifold. The results of both methods are used along with the path integral formalism of large fluctuation theory to predict the escape rate from one basin of attraction to another. The general theory is applied to the example of a surface flow described by a generic, singularly perturbed, damped, nonlinear oscillator with additive, Gaussian noise. We show how both nonlinear reduction methods compare in escape rate scaling. Additionally, the center manifolds are shown to predict high pre-history probability regions of escape. The theoretical results are confirmed using numerical computation of the mean escape time and escape prehistory, and we briefly discuss the extension of the theory to stochastic control.

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Cited in

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• Set-based corral control in stochastic dynamical systems: Making almost invariant sets more invariant
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• Accurate noise projection for reduced stochastic epidemic models
• A dynamical systems approach for most probable escape paths over periodic boundaries
• Sex, ducks, and rock ``n roll: mathematical model of sexual response
• Multi-scaling reservoir computing learns noise-induced transitions with Lévy noise
• Non-Markovian reduced models to unravel transitions in non-equilibrium systems
• Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory

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