On the approaching time towards the attractor of differential equations perturbed by small noise

DOI10.3934/DCDSB.2020098MaRDI QIDQ2211523zbMATH OpenOpenAlexFDO

Authors Isabell Vorkastner

Publication date 11 November 2020

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1806.02216

zbMATH Keywords

stochastic differential equationlarge deviation principlerandom attractorsynchronization

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical aspects of attractors and their bifurcations (37G35) Stability theory for random and stochastic dynamical systems (37H30)

Abstract: We estimate the time a point or set, respectively, requires to approach the attractor of a radially symmetric gradient type stochastic differential equation driven by small noise. Here, both of these times tend to infinity as the noise gets small. However, the rates at which they go to infinity differ significantly. In the case of a set approaching the attractor, we use large deviation techniques to show that this time increases exponentially. In the case of a point approaching the attractor, we apply a time change and compare the accelerated process to another process and obtain that this time increases merely linearly.

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Cited in

(3)

• Collapse of attractors for ODEs under small random perturbations
• The effect of a small bounded noise on the hyperbolicity for autonomous semilinear differential equations
• Lyapunov exponents and synchronisation by noise for systems of SPDEs

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