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arXiv · 2610.08685

Characterizing stochastic inertia: when does noise increase escape times?

Robin Chemnitz·Maximilian Engel·Péter Koltai
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Abstract

Motivated by observations in atmospheric modelling, we investigate the effect of ``stochastic inertia'': in certain dynamical systems, small noise induces trajectories to stay longer in a dynamically critical subset of state space than in the purely deterministic situation. Under mild general assumptions on the stochastic differential equation, we derive an integral formula along deterministic trajectories whose sign provides a sufficient condition for the occurrence of stochastic inertia. Excluding situations with open sets of infinite escape times and assuming uniformly elliptic diffusion, we additionally identify this integral formula as the zero noise derivative of the average escape time. The proofs make crucial use of Dynkin's formula and suitable adaptations of Freidlin--Wentzell theory. We present an algorithmic approach to compute the integral formula and, by examples of saddle points and relaxation oscillators, demonstrate the following heuristic: stochastic inertia appears in the presence of an unstable direction that predominantly leads the escape dynamics.

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Robin Chemnitz, Maximilian Engel, Péter Koltai. 2026-10-06. Characterizing stochastic inertia: when does noise increase escape times?. https://arxiv.org/abs/2610.08685

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