Large deviations for diffusions with time periodic drift and stochastic resonance

Please always quote using this URN:urn:nbn:de:0296-matheon-2046
  • 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 ", and therefore 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, i.e. for some optimal intensity "(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, i.e. 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 discusions. 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 deviation 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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Metadaten
Author:Samuel Herrmann, Peter Imkeller, Dierk Peithmann
URN:urn:nbn:de:0296-matheon-2046
Referee:Hans Föllmer
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2005/12/01
Release Date:2005/04/01
Institute:Humboldt-Universität zu Berlin
Preprint Number:195
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