Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

Wenqing Hu; Lucas Tcheuko

doi:10.3233/ASY-141217

Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

Wenqing Hu, Lucas Tcheuko

School of Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We study the asymptotic behavior of a diffusion process with small diffusion in a domain D. This process is reflected at ∂D with respect to a co-normal direction pointing inside D. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.

Original language	English (US)
Pages (from-to)	187-200
Number of pages	14
Journal	Asymptotic Analysis
Volume	88
Issue number	4
DOIs	https://doi.org/10.3233/ASY-141217
State	Published - 2014

Keywords

Freidlin-Wentzell theory
PDE with a small parameter
diffusion process with reflection
large deviations

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10.3233/ASY-141217

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title = "Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter",

abstract = "We study the asymptotic behavior of a diffusion process with small diffusion in a domain D. This process is reflected at ∂D with respect to a co-normal direction pointing inside D. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.",

keywords = "Freidlin-Wentzell theory, PDE with a small parameter, diffusion process with reflection, large deviations",

author = "Wenqing Hu and Lucas Tcheuko",

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AU - Tcheuko, Lucas

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AB - We study the asymptotic behavior of a diffusion process with small diffusion in a domain D. This process is reflected at ∂D with respect to a co-normal direction pointing inside D. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.

KW - Freidlin-Wentzell theory

KW - PDE with a small parameter

KW - diffusion process with reflection

KW - large deviations

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Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

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