Asymptotic Exit Location Distributions in the Stochastic Exit Problem

Consider a two-dimensional continuous-time dynamical system, with an attracting fixed point $S$. If the deterministic dynamics are perturbed by white noise (random perturbations) of strength $\epsilon$, the system state will eventually leave the domain of attraction $\Omega$ of $S$. We analyse the case when, as $\epsilon\to0$, the exit location on the boundary $\partial\Omega$ is increasingly concentrated near a saddle point $H$ of the deterministic dynamics. We show that the asymptotic form of the exit location distribution on $\partial\Omega$ is generically non-Gaussian and asymmetric, and classify the possible limiting distributions. A key role is played by a parameter $\mu$, equal to the ratio $|\lambda_s(H)|/\lambda_u(H)$ of the stable and unstable eigenvalues of the linearized deterministic flow at $H$. If $\mu<1$ then the exit location distribution is generically asymptotic as $\epsilon\to0$ to a Weibull distribution with shape parameter $2/\mu$, on the $O(\epsilon^{\mu/2})$ length scale near $H$. If $\mu>1$ it is generically asymptotic to a distribution on the $O(\epsilon^{1/2})$ length scale, whose moments we compute. The asymmetry of the asymptotic exit location distribution is attributable to the generic presence of a `classically forbidden' region: a wedge-shaped subset of $\Omega$ with $H$ as vertex, which is reached from $S$, in the $\epsilon\to0$ limit, only via `bent' (non-smooth) fluctuational paths that first pass through the vicinity of $H$. We deduce from the presence of this forbidden region that the classical Eyring formula for the small-$\epsilon$ exponential asymptotics of the mean first exit time is generically inapplicable.Comment: This is a 72-page Postscript file, about 600K in length. Hardcopy requests to [email protected] or [email protected]

Recovery problem for a singularly perturbed differential equation with an initial jump

The article investigates the asymptotic behavior of the solution to reconstructing the boundary conditions and the right-hand side for second-order differential equations with a small parameter at the highest derivative, which have an initial jump. Asymptotic estimates of the solution of the reconstruction problem are obtained for singularly perturbed second-order equations with an initial jump. The rules for the restoration of boundary conditions and the right parts of the original and degenerate problems are established. The asymptotic estimates of the solution of the perturbed problem are determined as well as the difference between the solution of the degenerate problem and the solution of the perturbed problem. A theorem on the existence, uniqueness, and representation of a solution to the reconstruction problem from the position of singularly perturbed equations is proved. The results obtained open up possibilities for the further development of the theory of singularly perturbed boundary value problems for ordinary differential equations

The role of exponential asymptotics and complex singularities in self-similarity, transitions, and branch merging of nonlinear dynamics

We study a prototypical example in nonlinear dynamics where transition to self-similarity in a singular limit is fundamentally changed as a parameter is varied. Here, we focus on the complicated dynamics that occur in a generalised unstable thin-film equation that yields finite-time rupture. A parameter, n, is introduced to model more general disjoining pressures. For the standard case of van der Waals intermolecular forces, n = 3, it was previously established that a countably infinite number of self-similar solutions exist leading to rupture. Each solution can be indexed by a parameter, ϵ = ϵ1 > ϵ2 > · · · > 0, and the prediction of the discrete set of solutions requires examination of terms beyond-all-orders in ϵ. However, recent numerical results have demonstrated the surprising complexity that exists for general values of n. In particular, the bifurcation structure of self-similar solutions now exhibits branch merging as n is varied. In this work, we shall present key ideas of how branch merging can be interpreted via exponential asymptotics

Precise coupling terms in adiabatic quantum evolution: The generic case

For multi-level time-dependent quantum systems one can construct superadiabatic representations in which the coupling between separated levels is exponentially small in the adiabatic limit. Based on results from [BeTe1] for special Hamiltonians we explicitly determine the asymptotic behavior of the exponentially small coupling term for generic two-state systems with real-symmetric Hamiltonian. The superadiabatic coupling term takes a universal form and depends only on the location and the strength of the complex singularities of the adiabatic coupling function. As shown in [BeTe1], first order perturbation theory in the superadiabatic representation then allows to describe the time-development of exponentially small adiabatic transitions and thus to rigorously confirm Michael Berry's [Ber] predictions on the universal form of adiabatic transition histories.Comment: 30 pages, 1 figur

Divergence instabilities of nonuniformly prestressed travelling webs

The phenomenon of edge-buckling in an axially moving stretched thin elastic web is described as a nonstandard singularly perturbed bifurcation problem, which is then explored through the application of matched asymptotic techniques. Previous numerical work recently reported in the literature is re-evaluated in this context by approaching it through the lens of asymptotic simplifications. This allows us to identify two distinct regimes characterised by qualitative differences in the corresponding eigen-deformations; some simple approximate formulae for the critical eigenvalues are also proposed. The obtained analytical results capture the intricate relationship between the critical speeds, the background tension, and other relevant physical and geometric parameters that feature in the mathematical model

A Scaling Theory of Bifurcations in the Symmetric Weak-Noise Escape Problem

We consider the overdamped limit of two-dimensional double well systems perturbed by weak noise. In the weak noise limit the most probable fluctuational path leading from either point attractor to the separatrix (the most probable escape path, or MPEP) must terminate on the saddle between the two wells. However, as the parameters of a symmetric double well system are varied, a unique MPEP may bifurcate into two equally likely MPEP's. At the bifurcation point in parameter space, the activation kinetics of the system become non-Arrhenius. In this paper we quantify the non-Arrhenius behavior of a system at the bifurcation point, by using the Maslov-WKB method to construct an approximation to the quasistationary probability distribution of the system that is valid in a boundary layer near the separatrix. The approximation is a formal asymptotic solution of the Smoluchowski equation. Our analysis relies on the development of a new scaling theory, which yields `critical exponents' describing weak-noise behavior near the saddle, at the bifurcation point.Comment: LaTeX, 60 pages, 24 Postscript figures. Uses epsf macros to include the figures. A file in `uufiles' format containing the figures is separately available at ftp://platinum.math.arizona.edu/pub/papers-rsm/paperF/figures.uu and a Postscript version of the whole paper (figures included) is available at ftp://platinum.math.arizona.edu/pub/papers-rsm/paperF/paperF.p