Beyond the Fokker-Planck equation: pathwise control of noisy bistable systems

DOI10.1088/0305-4470/35/9/301zbMATH Open1002.82023arXivcond-mat/0110180OpenAlexW3104587909MaRDI QIDQ4545295FDOQ4545295

Authors: Nils Berglund, Barbara Gentz 

Publication date: 15 August 2002

Published in: Journal of Physics A: Mathematical and General (Search for Journal in Brave)

Abstract: We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main idea is to show that for sufficiently small noise intensity and slow time dependence, the vast majority of paths remain in small space-time sets, typically in the neighbourhood of potential wells. The size of these sets often has a power-law dependence on the small parameters, with universal exponents. The overall probability of exceptional paths is exponentially small, with an exponent also showing power-law behaviour. The results cover time spans up to the maximal Kramers time of the system. We apply our method to three phenomena characteristic for bistable systems: stochastic resonance, dynamical hysteresis and bifurcation delay, where it yields precise bounds on transition probabilities, and the distribution of hysteresis areas and first-exit times. We also discuss the effect of coloured noise.

Full work available at URL: https://arxiv.org/abs/cond-mat/0110180

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zbMATH Keywords

stochastic resonancebifurcation delaydynamical hysteresisslowly time-dependent Langevin equationssmall noise intensity

Mathematics Subject Classification ID

Bifurcation theory for random and stochastic dynamical systems (37H20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic systems in control theory (general) (93E03) Stochastic integral equations (60H20)

Cited In (8)

• The modified optimal path method and non-adiabatic II-order transitions in noisy perturbed dynamical systems
• METASTABILITY IN SIMPLE CLIMATE MODELS: PATHWISE ANALYSIS OF SLOWLY DRIVEN LANGEVIN EQUATIONS
• Hunting French ducks in a noisy environment
• A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential
• Breaking the chain
• The effect of additive noise on dynamical hysteresis
• Bifurcation dodge: avoidance of a thermoacoustic instability under transient operation
• Control the relaxation properties of the diffuse bistable potential

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