Optimal paths, caustics, and boundary layer approximations in stochastically perturbed dynamical systems

Robert S. Maier, Daniel L. Stein

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We study the asymptotic properties of overdamped dynamical systems with one or more point attractors, when they are perturbed by weak noise. In the weak-noise limit, fluctuations to the vicinity of any specified non-attractor point will increasingly tend to follow a well-defined optimal path. We compute precise asymptotics for the frequency of such fluctuations, by integrating a matrix Riccati equation along the optimal path. We also consider noise-induced transitions between domains of attraction, in two-dimensional double well systems. The optimal paths in such systems may focus, creating a caustic. We examine ‘critical’ systems in which a caustic is beginning to form, and show that due to criticality, the mean escape time from one well to the other grows in the weak-noise limit in a non-exponential way. The analysis relies on a Maslov-WKB approximation to the solution of the Smoluchowski equation.

Original languageEnglish (US)
Title of host publication15th Biennial Conference on Mechanical Vibration and Noise - Vibration of Nonlinear, Random, and Time-Varying Systems
PublisherAmerican Society of Mechanical Engineers (ASME)
Pages903-910
Number of pages8
ISBN (Electronic)9780791817186
DOIs
StatePublished - 1995
EventASME 1995 Design Engineering Technical Conferences, DETC 1995, collocated with the ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium - Boston, United States
Duration: Sep 17 1995Sep 20 1995

Publication series

NameProceedings of the ASME Design Engineering Technical Conference
Volume3A-1995

Conference

ConferenceASME 1995 Design Engineering Technical Conferences, DETC 1995, collocated with the ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium
CountryUnited States
CityBoston
Period9/17/959/20/95

ASJC Scopus subject areas

  • Mechanical Engineering
  • Computer Graphics and Computer-Aided Design
  • Computer Science Applications
  • Modeling and Simulation

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