Normal forms approach to diffusion near hyperbolic equilibria
We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighbourhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then the exit distribution and exit time also have a joint scal...
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Veröffentlicht in: | Nonlinearity 2011-06, Vol.24 (6), p.1883-1907 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighbourhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then the exit distribution and exit time also have a joint scaling limit as the noise intensity goes to zero. The limiting law is computed explicitly. The result completes the theory of noisy heteroclinic networks in two dimensions. Hie analysis is based on normal forms theory. |
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ISSN: | 0951-7715 1361-6544 |
DOI: | 10.1088/0951-7715/24/6/011 |