On stochastic perturbations of slowly changing dynamical systems

DOI10.1088/1361-6544/AA4F4EMaRDI QIDQ2958645zbMATH OpenOpenAlexFDO

Authors Mark Freidlin, Leonid Koralov

Publication date 3 February 2017

Published in Nonlinearity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1511.08556

zbMATH Keywords

large deviationsdiffusion processdynamical systemstochastic perturbationsexit problemlimiting distributionageing system

Mathematics Subject Classification ID

Large deviations (60F10) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Boundary value problems for second-order elliptic equations (35J25)

Abstract: In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a given domain and the limiting distribution of the exit point.

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Cites work

• Metastability for nonlinear random perturbations of dynamical systems
• On the behavior of diffusion processes with traps
• Random Perturbations of Dynamical Systems

Cited in

(15)

• Local mixing of random perturbed dynamical systems and its applications.
• On the steady state behaviour of stochastic systems
• On dynamical systems perturbed by a null-recurrent motion: the general case
• On the approaching time towards the attractor of differential equations perturbed by small noise
• Random perturbations of dynamical systems and diffusion processes with conservation laws
• scientific article; zbMATH DE number 520096 (Why is no real title available?)
• Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise
• A note on small random perturbations of dynamical systems
• scientific article; zbMATH DE number 858177 (Why is no real title available?)
• On the long-time behavior of a perturbed conservative system with degeneracy
• Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools
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• Long-time influence of small perturbations and motion on the simplex of invariant probability measures
• Stochastic models for selected slow variables in large deterministic systems
• Exit time asymptotics for dynamical systems with fast random switching near an unstable equilibrium

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