Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates (Q1117597)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates |
scientific article |
Statements
Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates (English)
0 references
1987
0 references
Autonomous dynamical systems with several stable states and with moderate noise are shown to be well approximated by a Markovian jump process. A feasible calculation of the jumping rates is outlined; for some important classes of systems it reduces to an eigenvalue problem. Multiple jumps are admitted. The validity of the method is easily checked.
0 references
moderate noise
0 references
Markovian jump process
0 references
eigenvalue problem
0 references
0 references