Normal forms approach to diffusion near hyperbolic equilibria

DOI10.1088/0951-7715/24/6/011MaRDI QIDQ3012084zbMATH OpenOpenAlexFDO

Authors Sergio Angel Almada Monter, Yuri Bakhtin

Publication date 30 June 2011

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1006.3000

zbMATH Keywords

exit distributionhyperbolic fixed pointnormal forms theoryscaling limit

Mathematics Subject Classification ID

Perturbations, asymptotics of solutions to ordinary differential equations (34E10) Limit theorems in probability theory (60F99) Martingales and classical analysis (60G46) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic analysis (60H99)

Abstract: We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighborhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then the exit distribution and exit time also have a joint scaling limit as the noise intensity goes to zero. The limiting law is computed explicitly. The result completes the theory of noisy heteroclinic networks in two dimensions. The analysis is based on normal forms theory.

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(21)

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• Justification of the method of quasinormal forms for Hutchinson's equation with a small diffusion coefficient
• On the fast convergence of random perturbations of the gradient flow
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium
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• On Gumbel limit for the length of reactive paths
• Rare transitions in noisy heteroclinic networks
• Essential barrier height and a probabilistic approach in characterizing potential landscape
• Noisy heteroclinic networks
• Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times

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