Exit asymptotics for small diffusion about an unstable equilibrium

DOI10.1016/J.SPA.2007.06.003MaRDI QIDQ2483469zbMATH OpenOpenAlexFDO

Authors Yuri Bakhtin

Publication date 28 April 2008

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

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

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)

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).

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Cited in

(26)

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• Weak noise and non-hyperbolic unstable fixed points: sharp estimates on transit and exit times
• Atypical exit events near a repelling equilibrium
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium
• Limiting Exit Location Distributions in the Stochastic Exit Problem
• On the fast convergence of random perturbations of the gradient flow
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• A neural computation model for decision-making times
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• Scaling limit for the diffusion exit problem in the Levinson case
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• Normal forms approach to diffusion near hyperbolic equilibria
• The characterization of equilibrium potentials and last exit distributions for elliptic diffusion processes
• Tails of exit times from unstable equilibria on the line
• On Gumbel limit for the length of reactive paths
• Malliavin calculus approach to long exit times from an unstable equilibrium
• Synchronization and random long time dynamics for mean-field plane rotators
• Persistence of small noise and random initial conditions
• Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles
• Scaling limit for escapes from unstable equilibria in the vanishing noise limit: nontrivial Jordan block case

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