Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems

DOI10.1007/S10955-016-1468-1MaRDI QIDQ288202zbMATH OpenOpenAlexFDO

Authors Gerardo Barrera, M. Jara

Publication date 25 May 2016

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.00003

zbMATH Keywords

Brownian motiontotal variation distancecut-off phenomenonperturbed dynamical system

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

Abstract: We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white noise of small variance. Under suitable hypothesis on the potential we will prove that the family of perturbed stochastic differential equations present a profile cut-off phenomenon with respect to the total variation distance. We also prove a local cut-off phenomenon in a neighborhood of the local minima (metastable states) of multi-well potential.

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Cited in

(12)

• Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
• Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes
• A switch convergence for a small perturbation of a linear recurrence equation
• Abrupt convergence for a family of Ornstein-Uhlenbeck processes
• The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise
• The cutoff phenomenon for the stochastic heat and wave equation subject to small Lévy noise
• Thermalisation for small random perturbations of dynamical systems
• Cutoff ergodicity bounds in Wasserstein distance for a viscous energy shell model with Lévy noise
• The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
• Abrupt convergence and escape behavior for birth and death chains
• Optimal total variation bounds for stochastic differential delay equations with small noises
• Fast-slow partially hyperbolic systems versus Freidlin-Wentzell random systems

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