Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates (Q1117597)

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Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates
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    Multistable systems with moderate noise: Coarse-graining to a Markovian jump process and evaluation of the transition rates (English)
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    1987
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    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.
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    moderate noise
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    Markovian jump process
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    eigenvalue problem
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