Small random perturbations of a dynamical system with blow-up

DOI10.1016/J.JMAA.2011.06.034MaRDI QIDQ641565zbMATH OpenOpenAlexFDO

Authors Pablo Groisman, Santiago Saglietti

Publication date 24 October 2011

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

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

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)

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.

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Cited in

(10)

• Collapse of attractors for ODEs under small random perturbations
• 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
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