The exit problem for diffusions with time-periodic drift and stochastic resonance (Q1774209)

The authors investigate the phenomenon of stochastic resonance for the one-dimensional stochastic differential equation \[ dx(t)=-\frac{\partial}{\partial x} U(t/T,x(t))\,dt + \sqrt{2\varepsilon}\,dw(t), \] where \(w\) is a standard Brownian motion and \(U\) is a double-well potential which is periodic in its first argument. When \(T\) is large and \(\varepsilon=\varepsilon(T)\) is suitably chosen (or vice versa), then (under appropriate conditions) the process \(x\) jumps between the two minima of the potential \(U\) in a close to periodic fashion. This property is called stochastic resonance. For given \(\varepsilon\), a corresponding \(T\) for which stochastic resonance occurs is in general not unique. The authors propose the concept of a resonance point which determines a particular \(T=T(\varepsilon)\) for which the probability of a significant deviation from periodicity is smallest in the limit. The article contains a detailed discussion about other approaches to stochastic resonance in the literature.