On the approaching time towards the attractor of differential equations perturbed by small noise

Isabell Vorkastner, ,Institut für Mathematik, Technische Universität Berlin, Straße des 17. Juni 136, 10623 Berlin, Germany
2017 Discrete and continuous dynamical systems. Series B  
We estimate the time that a point or set, respectively, requires to approach the attractor of a radially symmetric gradient type stochastic differential equation driven by small noise. Here, both of these times tend to infinity as the noise gets small. However, the rates at which they go to infinity differ significantly. In the case of a set approaching the attractor, we use large deviation techniques to show that this time increases exponentially. In the case of a point approaching the
more » ... r, we apply a time change and compare the accelerated process to a process on the sphere and obtain that this time increases merely linearly.
doi:10.3934/dcdsb.2020098 fatcat:nqjjg6dxercvhm75lgzrt4hqea