Small random perturbations of a dynamical system with blow-up (Q641565)

A spatial discretization of a 1D reaction-diffusion equation with a non-linear boundary condition, yielding a differential equation in \(\mathbb R^d\) with a stable equilibrium and with exploding solutions, is considered under perturbation by an additive \(d\)-dimensional white noise of small intensity. For the resulting stochastic differential equation, it is shown that every solution explodes almost surely. For initial values from the domain of explosion of the deterministic system, the explosion time is shown to converge to the deterministic explosion time as the intensity of the perturbation tends to zero. For initial values from the domain of attraction of the stable equilibrium of the deterministic system, the order of magnitude as well as the asymptotic distribution of the explosion time are determined.