Noise-induced stabilization of planar flows. II.

DOI10.1214/EJP.V20-4048MaRDI QIDQ894174zbMATH OpenFDO

Authors David P. Herzog, Jonathan C. Mattingly

Publication date 27 November 2015

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.0955

zbMATH Keywords

invariant measuresLyapunov functionsstochastic differential equationsstochastic stabilization

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Stability of topological dynamical systems (37B25) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Abstract: We continue the work started in Part I of this article, showing how the addition of noise can stabilize an otherwise unstable system. The analysis makes use of nearly optimal Lyapunov functions. In this continuation, we remove the main limiting assumption of Part I by an inductive procedure as well as establish a lower bound which shows that our construction is radially sharp. We also prove a version of Peskir's cite{Peskir_07} generalized Tanaka formula adapted to patching together Lyapunov functions. This greatly simplifies the analysis used in previous works.

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(11)

• Noise can create periodic behavior and stabilize nonlinear diffusions
• Reversals of noise induced flow.
• A noise-induced transition in the Lorenz system
• Non-explosion by Stratonovich noise for ODEs
• Propagating Lyapunov functions to prove noise-induced stabilization
• Stabilization of linear systems by noise: Application to flow induced oscillations
• Stabilization by noise of a \(\mathbb{C}^2\)-valued coupled system
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
• Asymptotic analysis for the generalized Langevin equation with singular potentials
• Geometric ergodicity of a stochastic Hamiltonian system
• Noise-induced stabilization of planar flows. I.

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