Some results on small random perturbations of an infinite dimensional dynamical system (Q811010)
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English | Some results on small random perturbations of an infinite dimensional dynamical system |
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Some results on small random perturbations of an infinite dimensional dynamical system (English)
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1991
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The stochastic partial differential equation \[ \partial u^{\epsilon}/\partial t=\partial^ 2u^{\epsilon}/\partial x^ 2- V'(u^{\epsilon})+\epsilon \alpha,\quad u^{\epsilon}(0,\cdot)=u^{\epsilon}(L,\cdot)\equiv 0,\quad u^{\epsilon}(x,0)=\phi (x), \] where \(\alpha\) is a time-space white noise, \(V(u)=\lambda u^ 4/4-\mu u^ 2/2\), \(\lambda,\mu >0\), is studied as \(\epsilon\to 0\). The case of two stable paths \(\pm \Phi_ 1\) and three unstable ones \(\pm \Phi_ 2\) and 0 for the potential \(S(\psi)=\int [(\partial^ 2\psi /\partial x^ 2)^ 2/2+V(\psi)]dx\) is considered. The passage from one stable path to another one is proved to occur near \(\pm \Phi_ 2\), i.e. near the saddle paths with the lowest value of the potential S with probability tending to 1. Some metastability characterization is also established. Some similar results were obtained by \textit{M. I. Freidlin} [Trans. Am. Math. Soc. 305, No.2, 665-697 (1988; Zbl 0673.35049)].
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large deviations
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infinite-dimensional dynamical systems
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tunnelling
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stochastic partial differential equation
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metastability characterization
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