Some results on small random perturbations of an infinite dimensional dynamical system
Stella Brassesco
Stochastic Processes and their Applications, 1991, vol. 38, issue 1, 33-53
Abstract:
We consider a small random perturbation of a non-linear heat equation with Dirichlet boundary conditions on an interval. The equation can be thought of as a gradient type dynamical system in the space of continuous functions of the interval. It has two stable equilibrium configurations, and several saddle points. We prove that, with probability growing to one in the limit as the strength of the noise goes to zero, the tunnelling between the two stable configurations occurs close to the saddle points with lowest potential. This was suggested by Faris and Jona-Lasinio (1982), who introduced the model. We also prove stability of time averages along a path of the process, in the sense introduced by Cassandro, Galves, Olivieri and Vares (1984), as part of their characterization of metastability for stochastic systems.
Keywords: random; perturbations; infinite; dimensional; dynamical; systems; metastability; large; deviations (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (2)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(91)90071-J
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:38:y:1991:i:1:p:33-53
Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
Access Statistics for this article
Stochastic Processes and their Applications is currently edited by T. Mikosch
More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().