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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Detalles Bibliográficos
Autores: Groisman, P., Saglietti, S.
Tipo de recurso: artículo
Estado:Versión publicada
Fecha de publicación:2012
País:Argentina
Institución:Universidad Nacional de Buenos Aires. Facultad de Ciencias Exactas y Naturales
Repositorio:Biblioteca Digital (UBA-FCEN)
Idioma:inglés
OAI Identifier:paperaa:paper_0022247X_v385_n1_p150_Groisman
Acceso en línea:http://hdl.handle.net/20.500.12110/paper_0022247X_v385_n1_p150_Groisman
Access Level:acceso abierto
Palabra clave:Blow-up
Explosions
Metastability
Random perturbations
Stochastic differential equations
Descripción
Sumario: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.