Unpredictability of an exit time
Let \(u_\varepsilon (x,t)\) be a solution to the stochastic PDE \[ \frac {\partial u_{\varepsilon}}{\partial t}=\frac {1}{2}\frac {\partial ^2u_{\varepsilon}}{\partial x^2} -V'(u_{\varepsilon})+\varepsilon \alpha \] for \((x,t)\in [0,L]\times R_+\), with boundary conditions \(u_\varepsilon (0,t)=u_\varepsilon (L,t)=0,\;t\geq 0\), and the initial condition \(u(\cdot ,0)=\psi \in C([0,1])\) where \(\alpha \) stands for a space-time white noise. It is shown that \[ \sup_{\|\psi-\varphi\|\leq \delta} | P(T_\varepsilon(\psi)>t) - P(T_\varepsilon(\varphi)>t)| \to 0 \] as \(\varepsilon \to 0\), where \(P\) is the probability and \(T_\varepsilon(\psi)\) denotes the normalized tunelling time for the solution starting at \(\psi \). The potential \(V\) is assumed to be of the form \(V(u)=a(2n)^{-1}u^{2n} +(1/2)u^2\), where \(a\geq 0\) is a constant and \(n\geq 2\) is an integer.
- Some results on small random perturbations of an infinite dimensional dynamical system
- Asymptotic series and exit time probabilities
- Small random perturbations of finite- and infinite-dimensional dynamical systems: Unpredictability of exit times
- Approximation of quasi-potentials and exit problems for multidimensional RDE's with noise
- A bifurcation problem for a nonlinear partial differential equation of parabolic type†
- A stochastic model of neural response
- Coupling and invariant measures for the heat equation with noise
- Exponential Leveling for Stochastically Perturbed Dynamical Systems
- Geometric theory of semilinear parabolic equations
- scientific article; zbMATH DE number 3984248 (Why is no real title available?)
- scientific article; zbMATH DE number 51414 (Why is no real title available?)
- Large fluctuations for a nonlinear heat equation with noise
- Metastability for a class of dynamical systems subject to small random perturbations
- Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
- Some results on small random perturbations of an infinite dimensional dynamical system
- Metastability for small random perturbations of a PDE with blow-up
- Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
- Condensed Unpredictability
- Power-Like Delay in Time Inhomogeneous Fisher-KPP Equations
- Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise
- The exit problem from a neighborhood of the global attractor for dynamical systems perturbed by heavy-tailed Lévy processes
- The first exit problem of reaction-diffusion equations for small multiplicative Lévy noise
- Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
This page was built for publication: Unpredictability of an exit time
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1272153)
