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Exits in second-order nonlinear systems driven by dichotomous noise

机译:在二驰噪声驱动的二阶非线性系统中退出

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We consider a wide class of lightly damped second-order differential equations with double-well potential and small coin-toss square wave dichotomous noise. The behavior of these systems is similar to that of their harmonically or quasiperiodically driven counterparts: depending upon the system parameters the steady-state motion is confined to one well for all time or experiences exits from the wells. This similarity suggests the application to the stochastic systems of a Melnikov-based approach originally developed for deterministic systems. This approach accommodates both additive and multiplicative noise. It yields a generalized Melnikov function which is used to obtain (i) a very useful simple condition guaranteeing the non-occurrence of exits from a well, and (ii) very weak lower bounds for the mean time of exit from a well and for the probability that exits will not occur during a specified time interval.
机译:我们考虑各种轻微阻尼的二阶微分方程,具有双井电位和小币折叠方波二分噪声。这些系统的行为类似于它们的和谐或QuaSioriotioply驱动的对应力的行为:根据系统参数,稳态运动被限制在井中的所有时间或经历。这种相似性建议应用于最初为确定性系统开发的基于Melnikov的方法的随机系统。该方法可容纳添加剂和乘法噪声。它产生了一种广义的甜菜芯功能,用于获得(i)一种非常有用的简单条件,保证来自井的不发生的出口,并且(ii)对于从井出口的平均时间的平均时间非常弱的下界。在指定的时间间隔期间不会发生退出的概率。

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