Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems

Forskningsoutput: TidskriftsbidragArtikelVetenskapligPeer review

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.
Originalspråkengelska
TidskriftJournal of Statistical Physics
Volym163
Nummer1
Sidor (från-till)113-138
Antal sidor26
ISSN0022-4715
DOI
StatusPublicerad - 2016
MoE-publikationstypA1 Tidskriftsartikel-refererad

Vetenskapsgrenar

  • 111 Matematik
  • 112 Statistik
  • 114 Fysik

Citera det här