Abstrakti
We study the cut-off phenomenon for a family of stochastic small perturbations
of a one dimensional dynamical system. We will focus in a semiflow of a deterministic differential equation which is perturbed by adding to the dynamics a white noise of small variance. Under suitable hypothesis on the potential we will prove that the family of perturbed stochastic differential equations present a profile cut-off phenomenon with respect to the total variation distance. We also prove a local cut-off phenomenon in a neighborhood of the local minima (metastable states) of multi-well potential.
of a one dimensional dynamical system. We will focus in a semiflow of a deterministic differential equation which is perturbed by adding to the dynamics a white noise of small variance. Under suitable hypothesis on the potential we will prove that the family of perturbed stochastic differential equations present a profile cut-off phenomenon with respect to the total variation distance. We also prove a local cut-off phenomenon in a neighborhood of the local minima (metastable states) of multi-well potential.
Alkuperäiskieli | englanti |
---|---|
Lehti | Journal of Statistical Physics |
Vuosikerta | 163 |
Numero | 1 |
Sivut | 113-138 |
Sivumäärä | 26 |
ISSN | 0022-4715 |
DOI - pysyväislinkit | |
Tila | Julkaistu - 2016 |
OKM-julkaisutyyppi | A1 Alkuperäisartikkeli tieteellisessä aikakauslehdessä, vertaisarvioitu |
Tieteenalat
- 111 Matematiikka
- 112 Tilastotiede
- 114 Fysiikka