Small random perturbations of a dynamical system with blow-up

DOI10.1016/J.JMAA.2011.06.034zbMATH Open1235.60063arXiv1011.3414OpenAlexW2010317704MaRDI QIDQ641565FDOQ641565

Authors: Pablo Groisman, Santiago Saglietti 

Publication date: 24 October 2011

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with total probability and establish its order of magnitude and asymptotic distribution. For initial data in the domain of explosion we prove that the explosion time converges to the deterministic one while for initial data in the domain of attraction of the stable equilibrium we show that the system exhibits metastable behavior.

Full work available at URL: https://arxiv.org/abs/1011.3414

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zbMATH Keywords

reaction-diffusion equationexplosionmetastabilityrandom perturbationnon-linear boundary value

Mathematics Subject Classification ID

Diffusion processes (60J60) Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations, asymptotics of solutions to ordinary differential equations (34E10)

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Cited In (10)

• ON EXPLOSION OF ONE DIMENSIONAL PROCESS UNDER ADDITIVE NOISE
• Metastability for small random perturbations of a PDE with blow-up
• Impacts of Gaussian noises on the blow-up times of nonlinear stochastic partial differential equations
• The dynamics of nonlinear reaction-diffusion equations with small Lévy noise
• An example of blowup in stochastic differential equations with additive noise
• Persistence of small noise and random initial conditions
• Uniqueness and explosion time of solutions of stochastic differential equations driven by fractional Brownian motion
• Title not available (Why is that?)
• Some results on small random perturbations of an infinite dimensional dynamical system
• Collapse of attractors for ODEs under small random perturbations

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