Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter
Probability
2014-04-22 v2 Analysis of PDEs
Abstract
We study the asymptotic behavior of a diffusion process with small diffusion in a domain . This process is reflected at with respect to a co-normal direction pointing inside . Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.
Keywords
Cite
@article{arxiv.1203.5092,
title = {Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter},
author = {Wenqing Hu and Lucas Tcheuko},
journal= {arXiv preprint arXiv:1203.5092},
year = {2014}
}
Comments
17 pages, 1 figure, comments are welcome