ON THE NOISE-INDUCED PASSAGE THROUGH AN UNSTABLE PERIODIC ORBIT II: GENERAL CASE

被引:19
作者
Berglund, Nils [1 ]
Gentz, Barbara [2 ]
机构
[1] Univ Orleans, Lab MAPMO, CNRS, UMR 7349, F-45067 Orleans 2, France
[2] Univ Bielefeld, Fac Math, D-33501 Bielefeld, Germany
关键词
stochastic exit problem; diffusion exit; first-exit time; characteristic boundary; limit cycle; large deviations; synchronization; phase slip; cycling; stochastic resonance; Gumbel distribution; DISSIPATIVE DYNAMICAL-SYSTEMS; LECAR NEURON MODEL; CHARACTERISTIC BOUNDARY; STOCHASTIC RESONANCE; CHEMICAL-REACTIONS; ACTIVATED ESCAPE; EXIT PROBLEM; DISTRIBUTIONS; EQUATIONS; OSCILLATIONS;
D O I
10.1137/120887965
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the system's first exit from the interior of the unstable orbit occurs typically displays the phenomenon of cycling: The distribution of first-exit locations is translated along the unstable periodic orbit proportionally to the logarithm of the noise intensity as the noise intensity goes to zero. We show that for a large class of such systems, the cycling profile is given, up to a model-dependent change of coordinates, by a universal function given by a periodicized Gumbel distribution. Our techniques combine action-functional or large-deviation results with properties of random Poincare maps described by continuous-space discrete-time Markov chains.
引用
收藏
页码:310 / 352
页数:43
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