The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise
Author | : Arnaud Debussche |
Publisher | : Springer |
Total Pages | : 175 |
Release | : 2013-10-01 |
ISBN-13 | : 9783319008288 |
ISBN-10 | : 3319008285 |
Rating | : 4/5 (85 Downloads) |
Download or read book The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise written by Arnaud Debussche and published by Springer. This book was released on 2013-10-01 with total page 175 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.