Abstract
We consider white noise perturbations of a nonlinear dynamical system in the neighborhood of an unstable critical point with linearization given by a Jordan block of full dimension. For the associated exit problem, we study the joint limiting behavior of the exit location and exit time, in the vanishing noise limit. The exit typically happens near one of two special deterministic points associated with the eigendirection, and we obtain several more terms in the expansion for the exit point. The leading correction term is deterministic and logarithmic in the noise magnitude, while the random remainder satisfies a scaling limit.
Original language | English (US) |
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Article number | 1950022 |
Journal | Stochastics and Dynamics |
Volume | 19 |
Issue number | 3 |
DOIs | |
State | Published - Jun 1 2019 |
Keywords
- Exit problem
- small noise
- unstable equilibrium
ASJC Scopus subject areas
- Modeling and Simulation