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

DOI10.1214/105051606000000385zbMATH Open1155.60022arXivmath/0411386OpenAlexW4298221419MaRDI 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)

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.

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

Recommendations

• Large deviations and exit time asymptotics for diffusions and stochastic resonance.
• The exit problem for diffusions with time-periodic drift and stochastic resonance
• BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE
• The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance
• ON LOGARITHMIC ASYMPTOTICS OF STOCHASTIC RESONANCE FREQUENCIES

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)

Cites Work

• Title not available (Why is that?)
• ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Self-attracting diffusions: Case of the constant interaction
• Title not available (Why is that?)
• Quasi-deterministic approximation, metastability and stochastic resonance
• MODEL REDUCTION AND STOCHASTIC RESONANCE
• The exit problem for diffusions with time-periodic drift and stochastic resonance
• Title not available (Why is that?)
• Title not available (Why is that?)
• Boundedness and convergence of some self-attracting diffusions
• BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE

Cited In (14)

• METASTABILITY IN SIMPLE CLIMATE MODELS: PATHWISE ANALYSIS OF SLOWLY DRIVEN LANGEVIN EQUATIONS
• Title not available (Why is that?)
• Statistics of entrance times
• Hunting French ducks in a noisy environment
• Noise Sensitivity of Stochastic Resonance and Other Problems Related to Large Deviations
• Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
• The exit problem for diffusions with time-periodic drift and stochastic resonance
• Noise-Induced Resonance in Bistable Systems Caused by Delay Feedback
• Stochastic perturbations of the five-components Benard system
• LOWER TAIL INDEPENDENCE OF HITTING TIMES OF TWO-DIMENSIONAL DIFFUSIONS
• Singular perturbations in stochastic optimal control with unbounded data
• Large deviations and exit time asymptotics for diffusions and stochastic resonance.
• Title not available (Why is that?)
• Metastability and stochastic resonance for multiscale systems

This page was built for publication: Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q997407)