Recent progress on the small parameter exit problem†

DOI10.1080/17442508708833440MaRDI QIDQ3753215zbMATH OpenOpenAlexFDO

Authors Martin V. Day

Publication date 1987

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508708833440

zbMATH Keywords

asymptotic behavior of the equilibrium densityDirichlet problemregularity of the Ventcel-Freidlin quasi-potential functionsmall diffusion

Mathematics Subject Classification ID

Singular perturbations, turning point theory, WKB methods for ordinary differential equations (34E20) Large deviations (60F10) Diffusion processes (60J60)

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Cites work

• Asymptotic Behavior of the Invariant Density of a Diffusion Markov Process with Small Diffusion
• Certain Results Concerning Small Random Perturbations of Dynamical Systems
• Diffusion Across Characteristic Boundaries with Critical Points
• Exit probabilities and optimal stochastic control
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• Laplace's method revisited: Weak convergence of probability measures
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Persistence of Dynamical Systems under Random Perturbations
• Some regularity results on the Ventcel-Freidlin quasi-potential function
• The Exit Problem: A New Approach to Diffusion Across Potential Barriers
• The exterior sphere condition for the Ventcel-Freidlin quasi-potential function

Cited in

(42)

• First exit times for Lévy-driven diffusions with exponentially light jumps
• Small noise asymptotics for invariant densities for a class of diffusions: a control theoretic view
• Some regularity results on the Ventcel-Freidlin quasi-potential function
• Localization results for densities associated with stable small-noise diffusions
• Some results on the problem of exit from a domain
• Regularity of boundary quasi-potentials for planar systems
• The exit problem for a class of density-dependent branching systems
• Asymptotic for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
• A scaling theory of bifurcations in the symmetric weak-noise escape problem.
• The exit problem for diffusions with time-periodic drift and stochastic resonance
• Controlled equilibrium selection in stochastically perturbed dynamics
• Large deviations results for the exit problem with characteristic boundary
• Observable and hidden singular features of large fluctuations in nonequilibrium systems
• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II
• Asymptotics in the Dirichlet problem for second order elliptic equations with degeneration on the boundary
• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I
• Asymptotic analysis of mean exit time for dynamical systems with a single well potential
• Sharp asymptotics of the first exit point density
• Bistable stochastic biochemical networks: large chemical networks and systems with many molecules
• On noncooperative \(n\)-player principal eigenvalue games
• On the asymptotic estimates for exit probabilities and minimum exit rates of diffusion processes pertaining to a chain of distributed control systems
• Perturbed Dynamical Systems with an Attracting Singularity and Weak Viscosity Limits in Hamilton-Jacobi Equations
• Singularities in large deviation functions
• Exponential asymptotics in the small parameter exit problem
• Asymptotic behavior of the first exit times of randomly perturbed dynamical systems with unstable equilibrium points
• Cycling and skewing of exit measures for planar systems
• Large Fluctuations in a Periodically Driven Dynamical System
• Limit behavior of the invariant measure for Langevin dynamics
• Asymptotics of the Invariant Measure in Mean Field Models with Jumps
• Local action functionals for randomly perturbed dynamical systems on long time intervals^∗
• The exterior sphere condition for the Ventcel-Freidlin quasi-potential function
• Perturbations of parabolic equations and diffusion processes with degeneration: boundary problems, metastability, and homogenization
• Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions
• Exit time and principal eigenvalue of non-reversible elliptic diffusions
• Concentration of quasi-stationary distributions for one-dimensional diffusions with applications
• Mesoscopic and macroscopic entropy balance equations in a stochastic dynamics and its deterministic limit
• Eyring-Kramers exit rates for the overdamped Langevin dynamics: the case with saddle points on the boundary
• First-passage time for upper bounds on fluctuations of trajectory observables
• Population dynamics under demographic and environmental stochasticity
• The exponential leveling and the Ventcel-Freidlin ``minimal action function
• The exponential leveling in elliptic singular perturbation problems with complicated attractors
• Large deviations and a Kramers' type law for self-stabilizing diffusions

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