Exit asymptotics for small diffusion about an unstable equilibrium

DOI10.1016/J.SPA.2007.06.003zbMATH Open1138.60052arXivmath/0701569OpenAlexW2163272743MaRDI QIDQ2483469FDOQ2483469

Authors: Yuri Bakhtin 

Publication date: 28 April 2008

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: A dynamical system perturbed by white noise in a neighborhood of an unstable fixed point is considered. We obtain the exit asymptotics in the limit of vanishing noise intensity. This is a refinement of a result by Kifer (1981).

Full work available at URL: https://arxiv.org/abs/math/0701569

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zbMATH Keywords

exit problemsmall diffusionunstable equilibrium

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations in context of PDEs (35B25)

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Cited In (25)

• Synchronization and random long time dynamics for mean-field plane rotators
• Normal forms approach to diffusion near hyperbolic equilibria
• Malliavin calculus approach to long exit times from an unstable equilibrium
• Scaling limit for escapes from unstable equilibria in the vanishing noise limit: nontrivial Jordan block case
• Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
• Exponential asymptotics in the small parameter exit problem
• A neural computation model for decision-making times
• Decision making times in mean-field dynamic Ising model
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Noisy heteroclinic networks
• Persistence of small noise and random initial conditions
• Atypical exit events near a repelling equilibrium
• Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times
• Scaling limit for the diffusion exit problem in the Levinson case
• Quadratic covariation estimates in non-smooth stochastic calculus
• Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles
• Spectral theory for random Poincaré maps
• Long exit times near a repelling equilibrium
• White noise perturbation of locally stable dynamical systems
• Tails of exit times from unstable equilibria on the line
• On the fast convergence of random perturbations of the gradient flow
• Universal statistics of incubation periods and other detection times via diffusion models
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium
• Small noise limit for diffusions near heteroclinic networks
• On Gumbel limit for the length of reactive paths

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