首页> 外文会议>Biennial Conference on Mechanical Vibration and Noise >OPTIMAL PATHS, CAUSTICS, AND BOUNDARY LAYER APPROXIMATIONS IN STOCHASTICALLY PERTURBED DYNAMICAL SYSTEMS
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OPTIMAL PATHS, CAUSTICS, AND BOUNDARY LAYER APPROXIMATIONS IN STOCHASTICALLY PERTURBED DYNAMICAL SYSTEMS

机译:随机扰动动力系统中的最佳路径,焦化和边界层近似

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We study the asymptotic properties of overdamped dynamical systems with one or more point attractors, when they are perturbed by weak noise. In the weak-noise limit, fluctuations to the vicinity of any specified non-attractor point will increasingly tend to follow a well-defined optimal path. We compute precise asymptotics for the frequency of such fluctuations, by integrating a matrix Riccati equation along the optimal path. We also consider noise-induced transitions between domains of attraction, in two-dimensional double well systems. The optimal paths in such systems may focus, creating a caustic. We examine 'critical' systems in which a caustic is beginning to form, and show that due to criticality, the mean escape time from one well to the other grows in the weak-noise limit in a non-exponential way. The analysis relies on a Maslov-WKB approximation to the solution of the Smoluchowski equation.
机译:我们研究了一个或多个点吸引子的过度透明动力系统的渐近性质,当它们被弱噪声扰乱时。在弱噪声限制中,任何指定的非吸引点附近的波动将越来越倾向于遵循明确定义的最佳路径。通过沿着最佳路径积分矩阵Riccati方程,我们计算这种波动的频率的精确渐变。我们还考虑在二维双层系统中的吸引力域之间的噪声引起的过渡。这种系统中的最佳路径可以焦点,产生苛性痕。我们研究了“关键”系统,其中腐蚀性开始形成,并且表明由于临界,从一个良好的突变时间以非指数方式的弱噪声限制在弱噪声限制中。该分析依赖于MASLOV-WKB近似与SMOLUCHOWSKI方程的解决方案。

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