期刊
SIAM JOURNAL ON APPLIED DYNAMICAL SYSTEMS
卷 8, 期 3, 页码 1190-1217出版社
SIAM PUBLICATIONS
DOI: 10.1137/090755710
关键词
stochastic dynamical systems; center manifold reduction; large fluctuation theory; multiscale analysis
资金
- Office of Naval Research
- Army Research Office
- Air Force Office of Scientific Research
- National Research Council Research Associateship.
We consider a stochastic environment with two time scales and outline a general theory that compares two methods to reduce the dimension of the original system. The first method involves the computation of the underlying deterministic center manifold followed by a naive replacement of the stochastic term. The second method allows one to more accurately describe the stochastic effects and involves the derivation of a normal form coordinate transform that is used to find the stochastic center manifold. The results of both methods are used along with the path integral formalism of large fluctuation theory to predict the escape rate from one basin of attraction to another. The general theory is applied to the example of a surface flow described by a generic, singularly perturbed, damped, nonlinear oscillator with additive, Gaussian noise. We show how both nonlinear reduction methods compare in escape rate scaling. Additionally, the center manifolds are shown to predict high prehistory probability regions of escape. The theoretical results are confirmed using numerical computation of the mean escape time and escape prehistory, and we briefly discuss the extension of the theory to stochastic control.
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