Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems

Gerardo Barrera; Milton Jara

doi:10.1007/s10955-016-1468-1

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arXiv · 1511.00003

Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems

Gerardo Barrera·Milton Jara

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Abstract

We study the cut-off phenomenon for a family of stochastic small perturbations of a one dimensional dynamical system. We will focus in a semi-flow of a deterministic differential equation which is perturbed by adding to the dynamics a white noise of small variance. Under suitable hypothesis on the potential we will prove that the family of perturbed stochastic differential equations present a profile cut-off phenomenon with respect to the total variation distance. We also prove a local cut-off phenomenon in a neighborhood of the local minima (metastable states) of multi-well potential.

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BibTeX RIS

Gerardo Barrera, Milton Jara. 2015-10-30. Abrupt convergence for stochastic small perturbations of one dimensional dynamical systems. https://doi.org/10.1007/s10955-016-1468-1

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