Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed L\'evy type noise
Abstract
We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors each of which supports a unique ergodic probability measure , 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 . 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 in case of inward pointing vector fields in the limit of 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 -dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures . As examples we consider -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