Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

DOI10.1214/105051606000000385zbMATH Open1155.60022OpenAlexW4298221419MaRDI QIDQ997407FDOQ997407

Authors P. Imkeller, Dierk Peithmann, Samuel Herrmann 

Publication date 6 August 2007

Published in The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411386

zbMATH Keywords

large deviationsdiffusionstochastic resonanceperturbed dynamical systemperiodic potentialexit time distributionnoise induced transitionoptimal tuningresonance interval

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Attractors of solutions to ordinary differential equations (34D45) Meteorology and atmospheric physics (86A10)

Abstract: We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of intensity $epsilon$, and, therefore, are mathematically described as weakly time inhomogeneous diffusion processes. A system is in stochastic resonance, provided the small noisy perturbation is tuned in such a way that its random trajectories follow the exterior periodic motion in an optimal fashion, that is, for some optimal intensity $epsilon(T)$. The physicists' favorite, measures of quality of periodic tuning--and thus stochastic resonance--such as spectral power amplification or signal-to-noise ratio, have proven to be defective. They are not robust w.r.t. effective model reduction, that is, for the passage to a simplified finite state Markov chain model reducing the dynamics to a pure jumping between the meta-stable states of the original system. An entirely probabilistic notion of stochastic resonance based on the transition dynamics between the domains of attraction of the meta-stable states--and thus failing to suffer from this robustness defect--was proposed before in the context of one-dimensional diffusions. It is investigated for higher-dimensional systems here, by using extensions and refinements of the Freidlin--Wentzell theory of large deviations for time homogeneous diffusions. Large deviations principles developed for weakly time inhomogeneous diffusions prove to be key tools for a treatment of the problem of diffusion exit from a domain and thus for the approach of stochastic resonance via transition probabilities between meta-stable sets.

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