Noise-induced stabilization of planar flows. II.

DOI10.1214/EJP.V20-4048zbMATH Open1360.37012arXiv1404.0955MaRDI QIDQ894174FDOQ894174

Authors: David P. Herzog, Jonathan C. Mattingly 

Publication date: 27 November 2015

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

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.

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

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zbMATH Keywords

invariant measuresLyapunov functionsstochastic differential equationsstochastic stabilization

Mathematics Subject Classification ID

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

Cited In (8)

• Asymptotic analysis for the generalized Langevin equation with singular potentials
• Non-explosion by Stratonovich noise for ODEs
• Reversals of noise induced flow.
• A noise-induced transition in the Lorenz system
• Stabilization by noise of a ℂ2-valued coupled system
• Noise can create periodic behavior and stabilize nonlinear diffusions
• Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows
• Stabilization of linear systems by noise: Application to flow induced oscillations

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