On stochastic perturbations of slowly changing dynamical systems

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a g...

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Veröffentlicht in:Nonlinearity 2017-01, Vol.30 (1), p.445-453
Hauptverfasser: Freidlin, M, Koralov, L
Format: Artikel
Sprache:eng
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Zusammenfassung:In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe the asymptotics of the time it takes the process to exit a given domain and the limiting distribution of the exit point.
ISSN:0951-7715
1361-6544
DOI:10.1088/1361-6544/aa4f4e