Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

Details Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

2004-11-17

arxiv.org/abs/math/0411386v2

Annals of Applied Probability 2006, Vol. 16, No. 4, 1851-1892

Mathematics

Probability

Published at http://dx.doi.org/10.1214/105051606000000385 in the Annals of Applied Probability (http://www.imstat.org/aap/) by

Scientific paper

10.1214/105051606000000385

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of intensity $\epsilon$, and, therefore, are mathematically described as weakly time inhomogeneous diffusion processes. A system is in stochastic resonance, provided the small noisy perturbation is tuned in such a way that its random trajectories follow the exterior periodic motion in an optimal fashion, that is, for some optimal intensity $\epsilon (T)$. The physicists' favorite, measures of quality of periodic tuning--and thus stochastic resonance--such as spectral power amplification or signal-to-noise ratio, have proven to be defective. They are not robust w.r.t. effective model reduction, that is, for the passage to a simplified finite state Markov chain model reducing the dynamics to a pure jumping between the meta-stable states of the original system. An entirely probabilistic notion of stochastic resonance based on the transition dynamics between the domains of attraction of the meta-stable states--and thus failing to suffer from this robustness defect--was proposed before in the context of one-dimensional diffusions. It is investigated for higher-dimensional systems here, by using extensions and refinements of the Freidlin--Wentzell theory of large deviations for time homogeneous diffusions. Large deviations principles developed for weakly time inhomogeneous diffusions prove to be key tools for a treatment of the problem of diffusion exit from a domain and thus for the approach of stochastic resonance via transition probabilities between meta-stable sets.

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