On the behavior of diffusion processes with traps

Mark Freidlin; Leonid Koralov; Alexander Wentzell

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arXiv · 1510.05187

On the behavior of diffusion processes with traps

Mark Freidlin·Leonid Koralov·Alexander Wentzell

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Abstract

We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting behavior of the processes as the magnitude of the drift tends to infinity, and thus the domains become trapping, with the time to exit the domains being exponentially large. In particular, in exponential time scales, metastable distributions between the trapping regions are considered.

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Mark Freidlin, Leonid Koralov, Alexander Wentzell. 2015-10-18. On the behavior of diffusion processes with traps. https://arxiv.org/abs/1510.05187

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