Asymptotic exit-time distributions
Journal Article
·
· SIAM J. Appl. Math.; (United States)
Let x(t) be a diffusion resulting from the stochastic perturbation of a deterministic dynamical system by a nondegenerate white noise. Let tau be the time of first exit of x(t) from a domain on which the deterministic flow has a single simple attracting critical point and is inward at the boundary. Previous results on determining the statistics of tau include the asymptotic behavior of the first moment and certain decay rates of probabilities of containment past t = T as the strength of the noise tends to zero. In this work the actual asymptotic distribution of tau in this limit is determined to be exponential in the potential case. The singularly perturbed equations describing this limit exhibit Ackerberg-O'Malley resonance.
- Research Organization:
- Virginia Polytechnic Inst. and State Univ., Blacksburg
- DOE Contract Number:
- AS05-80ER10711
- OSTI ID:
- 5118006
- Journal Information:
- SIAM J. Appl. Math.; (United States), Journal Name: SIAM J. Appl. Math.; (United States) Vol. 42:1; ISSN SMJMA
- Country of Publication:
- United States
- Language:
- English
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