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

DOI10.1214/105051604000000530zbMATH Open1079.60070arXivmath/0503455OpenAlexW2064791846MaRDI QIDQ1774209FDOQ1774209

Authors: Samuel Herrmann, P. Imkeller 

Publication date: 29 April 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective dynamics: continuous-time finite-state Markov chains describing the rough features of transitions between different domains of attraction of metastable points. In the framework of one-dimensional diffusions moving in periodically changing double-well potentials we design a new notion of stochastic resonance which refines Freidlin's concept of quasi-periodic motion. It is based on exact exponential rates for the transition probabilities between the domains of attraction which are robust with respect to the reduced Markov chains. The quality of periodic tuning is measured by the probability for transition during fixed time windows depending on a time scale parameter. Maximizing it in this parameter produces the stochastic resonance points.

Full work available at URL: https://arxiv.org/abs/math/0503455

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zbMATH Keywords

periodic potentialresonance pointnoise-induced transition

Mathematics Subject Classification ID

Large deviations (60F10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Attractors of solutions to ordinary differential equations (34D45) Meteorology and atmospheric physics (86A10)

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