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Quasipotentials with more than two variables: new evaluation at equilibrium points of the drift

By Dietrich Ryter

Abstract

The relevant quasipotential near an equilibrium point is determined by a new linear matrix equation, with less unknowns than an existing (possibly nonlinear) one. This also assures the asymptotic fulfillment of the Fokker-Planck equation, even globally due to the second term in the noise strength. An auxiliary result for the exit problem is derived as well.Comment: Some results of arXiv.org/abs/1204.4681 are extended to more than 2 variables. Former title: "Nonminimum quasipotentials for the actual weak noise solution of Fokker-Planck equations

Topics: Mathematics - Probability, 60Gxx
Year: 2012
OAI identifier: oai:arXiv.org:1206.4497

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