Ebook: The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise
- Tags: Probability Theory and Stochastic Processes, Dynamical Systems and Ergodic Theory, Partial Differential Equations
- Series: Lecture Notes in Mathematics 2085
- Year: 2013
- Publisher: Springer International Publishing
- Edition: 1
- Language: English
- pdf
This work considers a small random perturbation of alpha-stable jump type nonlinear reaction-diffusion equations with Dirichlet boundary conditions over an interval. It has two stable points whose domains of attraction meet in a separating manifold with several saddle points. Extending a method developed by Imkeller and Pavlyukevich it proves that in contrast to a Gaussian perturbation, the expected exit and transition times between the domains of attraction depend polynomially on the noise intensity in the small intensity limit. Moreover the solution exhibits metastable behavior: there is a polynomial time scale along which the solution dynamics correspond asymptotically to the dynamic behavior of a finite-state Markov chain switching between the stable states.