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The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise

by Arnaud Debussche, Michael Högele, Peter Imkeller

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Mathematics / Probability & Statistics / GeneralMathematics / Mathematical AnalysisScience / System TheoryMathematics / Differential Equations / GeneralMathematics / Probability & Statistics / Stochastic ProcessesLanguage Arts & Disciplines / Library & Information Science / General

Description

This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.

Book Details

Publisher:
Springer
Published:
2013-10-01
Pages:
165
Language:
EN
ISBN:
9783319008288
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