METASTABLE BEHAVIOR OF INFREQUENTLY OBSERVED, WEAKLY RANDOM, ONE-DIMENSIONAL DIFFUSION PROCESSES.

被引：33

作者：

Kipnis, C. ^{[1
]}

Newman, C.M. ^{[1
]}

机构：

[1] Ecole Polytechnique, Cent de, Mathematiques Appliquees, Palaiseau,, Fr, Ecole Polytechnique, Cent de Mathematiques Appliquees, Palaiseau, Fr

来源：

SIAM Journal on Applied Mathematics | 1985年 / 45卷 / 06期

关键词：

MATHEMATICAL TECHNIQUES - Differential Equations;

D O I：

10.1137/0145059

中图分类号：

学科分类号：

摘要：

Consider the one-dimensional diffusion process X//t satisfying dX//t equals epsilon **1**/**2 dW//t minus G prime (X//t) dt where W//t is the standard Wiener process. For suitable G's with a double well (at m and M) shape and G(m) greater than G(M) and for an appropriate choice of lambda // epsilon , the scaled process X// lambda //(// epsilon //)//t, converges as epsilon approaches 0 (in an appropriate sense) to the two-state (m and M) jump process with M an absorbing state and transitions from m to M at unit rate.

引用

页码：972 / 982