Sammanfattning
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.
Originalspråk | engelska |
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Tidskrift | Journal of Statistical Physics |
Volym | 163 |
Nummer | 1 |
Sidor (från-till) | 113-138 |
Antal sidor | 26 |
ISSN | 0022-4715 |
DOI | |
Status | Publicerad - 2016 |
MoE-publikationstyp | A1 Tidskriftsartikel-refererad |
Vetenskapsgrenar
- 111 Matematik
- 112 Statistik
- 114 Fysik