Exit Problems Related to the Persistence of Solitons for the Korteweg-de Vries Equation with Small Noise

Anne De Bouard and Eric Gautier
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Anne De Bouard: Crest

No 2008-02, Working Papers from Center for Research in Economics and Statistics

Abstract: We consider two exit problems for the Korteweg-de Vries equation perturbed by an additive white in time and colored in space noise of amplitude a. The initial datum gives rise to a soliton when a=0. It has been proved recently that the solution remains in a neighborhood of a randomly modulated soliton for times at least of the order of a^{-2}. We prove exponential upper and lower bounds for the small noise limit of the probability that the exit time from a neighborhood of this randomly modulated soliton is less than T, of the same order in a and T. We obtain that the time scale is exactly the right one. We also study the similar probability for the exit from a neighborhood of the deterministic soliton solution. We are able to quantify the gain of eliminating the secular modes to better describe the persistence of the soliton.

Pages: 16
Date: 2008
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