Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems
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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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- scientific article; zbMATH DE number 1829163
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