Small random perturbations of a dynamical system with blow-up

We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with total probability and establish its order of magnitude and as...

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Autores principales: Groisman, P., Saglietti, S.
Formato: Artículo publishedVersion
Publicado: 2012
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Acceso en línea:http://hdl.handle.net/20.500.12110/paper_0022247X_v385_n1_p150_Groisman
http://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_0022247X_v385_n1_p150_Groisman_oai
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id I28-R145-paper_0022247X_v385_n1_p150_Groisman_oai
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spelling I28-R145-paper_0022247X_v385_n1_p150_Groisman_oai2020-10-19 Groisman, P. Saglietti, S. 2012 We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with total probability and establish its order of magnitude and asymptotic distribution. For initial data in the domain of explosion we prove that the explosion time converges to the deterministic one while for initial data in the domain of attraction of the stable equilibrium we show that the system exhibits metastable behavior. © 2011 Elsevier Inc. Fil:Groisman, P. Universidad de Buenos Aires. Facultad de Ciencias Exactas y Naturales; Argentina. application/pdf http://hdl.handle.net/20.500.12110/paper_0022247X_v385_n1_p150_Groisman info:eu-repo/semantics/openAccess http://creativecommons.org/licenses/by/2.5/ar J. Math. Anal. Appl. 2012;385(1):150-166 Blow-up Explosions Metastability Random perturbations Stochastic differential equations Small random perturbations of a dynamical system with blow-up info:eu-repo/semantics/article info:ar-repo/semantics/artículo info:eu-repo/semantics/publishedVersion http://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_0022247X_v385_n1_p150_Groisman_oai
institution Universidad de Buenos Aires
institution_str I-28
repository_str R-145
collection Repositorio Digital de la Universidad de Buenos Aires (UBA)
topic Blow-up
Explosions
Metastability
Random perturbations
Stochastic differential equations
spellingShingle Blow-up
Explosions
Metastability
Random perturbations
Stochastic differential equations
Groisman, P.
Saglietti, S.
Small random perturbations of a dynamical system with blow-up
topic_facet Blow-up
Explosions
Metastability
Random perturbations
Stochastic differential equations
description We study small random perturbations by additive white-noise of a spatial discretization of a reaction-diffusion equation with a stable equilibrium and solutions that blow up in finite time. We prove that the perturbed system blows up with total probability and establish its order of magnitude and asymptotic distribution. For initial data in the domain of explosion we prove that the explosion time converges to the deterministic one while for initial data in the domain of attraction of the stable equilibrium we show that the system exhibits metastable behavior. © 2011 Elsevier Inc.
format Artículo
Artículo
publishedVersion
author Groisman, P.
Saglietti, S.
author_facet Groisman, P.
Saglietti, S.
author_sort Groisman, P.
title Small random perturbations of a dynamical system with blow-up
title_short Small random perturbations of a dynamical system with blow-up
title_full Small random perturbations of a dynamical system with blow-up
title_fullStr Small random perturbations of a dynamical system with blow-up
title_full_unstemmed Small random perturbations of a dynamical system with blow-up
title_sort small random perturbations of a dynamical system with blow-up
publishDate 2012
url http://hdl.handle.net/20.500.12110/paper_0022247X_v385_n1_p150_Groisman
http://repositoriouba.sisbi.uba.ar/gsdl/cgi-bin/library.cgi?a=d&c=artiaex&d=paper_0022247X_v385_n1_p150_Groisman_oai
work_keys_str_mv AT groismanp smallrandomperturbationsofadynamicalsystemwithblowup
AT sagliettis smallrandomperturbationsofadynamicalsystemwithblowup
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