The Reduction of Potential Diffusions to Finite State Markov Chains and Stochastic Resonance

DOI10.1007/978-94-010-0179-3_5MaRDI QIDQ4650473zbMATH OpenOpenAlexFDO

Authors P. Imkeller, Ilya Pavlyukevich

Publication date 11 February 2005

Published in Solid Mechanics and Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0302359

zbMATH Keywords

large deviation theorypotential diffusionstochastic differential equationtwo state Markov chain

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65)

Abstract: In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the formula for the spectral power amplification coefficient, study its asymptotic properties and dependence on parameters.

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Cited in

(7)

• The exit problem for diffusions with time-periodic drift and stochastic resonance
• A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential
• Diffusion in a potential with a time-dependent discontinuity
• MODEL REDUCTION AND STOCHASTIC RESONANCE
• BARRIER CROSSINGS CHARACTERIZE STOCHASTIC RESONANCE
• Stochastic resonance in two-state Markov chains
• Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach

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