Long-time influence of small perturbations and motion on the simplex of invariant probability measures

MaRDI QIDQ5081957zbMATH OpenFDO

Authors Mark Freidlin

Publication date 17 June 2022

Full work available at URL https://arxiv.org/abs/2010.01182, http://yokohamapublishers.jp/online2/oppafa/vol7/p551.html

zbMATH Keywords

averagingdiffusion approximationlarge deviationsPDEs with a small parameterperturbation theory

Mathematics Subject Classification ID

Perturbations of ordinary differential equations (34D10) Perturbations in context of PDEs (35B20) Reaction-diffusion equations (35K57) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Probability measures on topological spaces (60B05) Large deviations (60F10) Regularization by noise (60H50) Diffusion processes (60J60)

Abstract: A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting motion on the simplex of invariant probability measures of the non-perturbed system in an appropriate time scale. The main tools we use in the paper are limit theorems for large deviations, modified averaging principle, and diffusion approximation.

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Cited in

(6)

• Averaging in the case of multiple invariant measures for the fast system
• Perturbation of systems with a first integral: motion on the Reeb graph
• Asymptotics in the Dirichlet problem for second order elliptic equations with degeneration on the boundary
• On dynamical systems perturbed by a null-recurrent motion: the general case
• Perturbations of parabolic equations and diffusion processes with degeneration: boundary problems, metastability, and homogenization
• On limit measures and their supports for stochastic ordinary differential equations

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