4.5 Article

Escape Rates in a Stochastic Environment with Multiple Scales

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

  1. Office of Naval Research
  2. Army Research Office
  3. Air Force Office of Scientific Research
  4. National Research Council Research Associateship.

向作者/读者索取更多资源

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.

作者

我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。

评论

主要评分

4.5
评分不足

次要评分

新颖性
-
重要性
-
科学严谨性
-
评价这篇论文

推荐

暂无数据
暂无数据