English

Quasipotentials with more than two variables: new evaluation at equilibrium points of the drift

Probability 2021-09-29 v2

Abstract

The relevant quasipotential near an equilibrium point is determined by a new linear matrix equation, with less unknowns than an existing (possibly nonlinear) one. This also assures the asymptotic fulfillment of the Fokker-Planck equation, even globally due to the second term in the noise strength. An auxiliary result for the exit problem is derived as well.

Keywords

Cite

@article{arxiv.1206.4497,
  title  = {Quasipotentials with more than two variables: new evaluation at equilibrium points of the drift},
  author = {Dietrich Ryter},
  journal= {arXiv preprint arXiv:1206.4497},
  year   = {2021}
}

Comments

Some results of arXiv.org/abs/1204.4681 are extended to more than 2 variables. Former title: "Nonminimum quasipotentials for the actual weak noise solution of Fokker-Planck equations"