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Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

机译:多维数据的转换时间和随机共振   具有时间周期漂移的扩散:大偏差接近

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摘要

We consider potential type dynamical systems in finite dimensions with twometa-stable states. They are subject to two sources of perturbation: a slowexternal periodic perturbation of period $T$ and a small Gaussian randomperturbation of intensity $\epsilon$, and, therefore, are mathematicallydescribed as weakly time inhomogeneous diffusion processes. A system is instochastic resonance, provided the small noisy perturbation is tuned in such away that its random trajectories follow the exterior periodic motion in anoptimal fashion, that is, for some optimal intensity $\epsilon (T)$. Thephysicists' favorite, measures of quality of periodic tuning--and thusstochastic resonance--such as spectral power amplification or signal-to-noiseratio, have proven to be defective. They are not robust w.r.t. effective modelreduction, that is, for the passage to a simplified finite state Markov chainmodel reducing the dynamics to a pure jumping between the meta-stable states ofthe original system. An entirely probabilistic notion of stochastic resonancebased on the transition dynamics between the domains of attraction of themeta-stable states--and thus failing to suffer from this robustness defect--wasproposed before in the context of one-dimensional diffusions. It isinvestigated for higher-dimensional systems here, by using extensions andrefinements of the Freidlin--Wentzell theory of large deviations for timehomogeneous diffusions. Large deviations principles developed for weakly timeinhomogeneous diffusions prove to be key tools for a treatment of the problemof diffusion exit from a domain and thus for the approach of stochasticresonance via transition probabilities between meta-stable sets.
机译:我们考虑具有两个亚稳态的有限维中的潜在类型动力学系统。它们受到两种扰动的影响:周期为T $$的外部缓慢周期性扰动和强度为ε的高斯随机扰动,因此在数学上被描述为弱时间非均匀扩散过程。一个系统是随机共振的,前提是将小噪声扰动调整到一定程度,以使它的随机轨迹以最佳方式跟随外部周期运动,即对于某个最佳强度ε(T)$。物理学家的最爱,即定期调谐的质量度量以及由此产生的随机共振,如频谱功率放大或信噪比,已被证明是有缺陷的。它们不可靠有效的模型简化,即通过简化的有限状态马尔可夫链模型将动力学减少到原始系统的亚稳态之间的纯跳跃。以前在一维扩散的背景下提出了一种完全概率的随机共振概念,该概念基于主题稳定态的吸引域之间的跃迁动力学,因此没有遭受这种鲁棒性缺陷的困扰。通过使用时间均匀扩散的大偏差的Freidlin-Wentzell理论的扩展和完善,对高维系统进行了研究。为弱时间非均匀扩散而开发的大偏差原理被证明是用于处理从域中退出扩散问题的关键工具,因此是通过亚稳态集合之间的转移概率进行随机谐振的方法。

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