English

Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise

Probability 2014-05-22 v1

Abstract

We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors KiK^i each of which supports a unique ergodic probability measure PiP^i, which includes in particular the class of Morse-Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavy-tailed L\'evy type noise of small amplitude ε>0\varepsilon>0. Specifically we consider perturbations leading to a It\^o, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions DiD^i in case of inward pointing vector fields in the limit of ε0\varepsilon \to 0 was solved by the authors in [J. Stoch. An. Appl. 32(1), 163-190, 2014]. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique ε\varepsilon-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures PiP^i. As examples we consider α\alpha-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior.

Keywords

Cite

@article{arxiv.1405.5433,
  title  = {Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise},
  author = {Michael Högele and Ilya Pavlyukevich},
  journal= {arXiv preprint arXiv:1405.5433},
  year   = {2014}
}

Comments

25 pages, 2 figures