Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise (Q638267)
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English | Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise |
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Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise (English)
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9 September 2011
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The authors determine asymptotic first exit times for one-dimensional heavy-tailed Lévy diffusions from reduced domains of attraction in the limit of small intensity. Exponential moments not being available, the arguments leading to these results do not employ large deviations methods. The paper [\textit{P. Imkeller} and \textit{I. Pavlyukevich}, ESAIM, Probab. Stat. 12, 412--437 (2008; Zbl 1205.60113)] showed that, in contrast to the case of Gaussian diffusions, the expected first exit times are polynomial in terms of the inverse intensity. In the present article, these finite dimensional results are generalized to a class of reaction-diffusion equations, the prototype of which is the Chafee-Infante equation. Applied in a climatological context, the Chafee-Infante equation is able to describe energy-balance-based reaction-diffusion equations, in which latitudinal heat transport is possible, and states of the system can be seen as temperature distributions on the interval between south and north pole. In this setting, the result obtained in the present paper suggests a probabilistic interpretation of fast transitions between different climate states corresponding to the stable equilibria observed in ice core time series of temperature proxies.
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stochastic reaction diffusion equation with heavy-tailed Lévy noise
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first exit times
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regularly varying Lévy process
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small noise asymptotics
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