TY - INPR A1 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - The dynamics of nonlinear reaction-diffusion equations with small levy noise T2 - Lecture notes in mathematics : a collection of informal reports and seminars T2 - Lecture Notes in Mathematics N2 - Our primary interest in this book lies in the study of dynamical properties of reaction-diffusion equations perturbed by Lévy noise of intensity ? in the small noise limit ??0 . Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_1 SN - 0075-8434 VL - 2085 SP - 1 EP - 10 PB - Springer CY - Berlin ER - TY - INPR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The dynamics of nonlinear reaction-diffusion equations with small levy noise preface T2 - Lecture notes in mathematics : a collection of informal reports and seminars T2 - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 SN - 0075-8434 VL - 2085 SP - V EP - + PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - The Fine Dynamics of the Chafee-Infante Equation JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics N2 - In this chapter, we introduce the deterministic Chafee-Infante equation. This equation has been the subject of intense research and is very well understood now. We recall some properties of its longtime dynamics and in particular the structure of its attractor. We then define reduced domains of attraction that will be fundamental in our study and give a result describing precisely the time that a solution starting form a reduced domain of attraction needs to reach a stable equilibrium. This result is then proved using the detailed knowledge of the attractor and classical tools such as the stable and unstable manifolds in a neighborhood of an equilibrium. Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_2 SN - 0075-8434 VL - 2085 SP - 11 EP - 43 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - The stochastic chafee-infante equation JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics N2 - In this preparatory chapter, the tools of stochastic analysis needed for the investigation of the asymptotic behavior of the stochastic Chafee-Infante equation are provided. In the first place, this encompasses a recollection of basic facts about Lévy processes with values in Hilbert spaces. Playing the role of the additive noise processes perturbing the deterministic Chafee-Infante equation in the systems the stochastic dynamics of which will be our main interest, symmetric ?-stable Lévy processes are in the focus of our investigation (Sect. 3.1). Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_3 SN - 0075-8434 VL - 2085 SP - 45 EP - 68 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The small deviation of the small noise solution JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_4 SN - 0075-8434 VL - 2085 SP - 69 EP - 85 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - Asymptotic exit times JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_5 SN - 0075-8434 VL - 2085 SP - 87 EP - 120 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - Asymptotic transition times JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_6 SN - 0075-8434 VL - 2085 SP - 121 EP - 130 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - Localization and metastability JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics N2 - In this chapter, equipped with our previously obtained knowledge of exit and transition times in the limit of small noise amplitude ??0 , we shall investigate the global asymptotic behavior of our jump diffusion process in the time scale in which transitions occur, i.e. in the scale given by ?0(?)=?(1?Bc?(0)),?,?>0 . It turns out that in this time scale, the switching of the diffusion between neighborhoods of the stable solutions ? ± can be well described by a Markov chain jumping back and forth between two states with a characteristic Q-matrix determined by the quantities ?((D±0)c)?(Bc?(0)) as jumping rates. Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8_7 SN - 0075-8434 VL - 2085 SP - 131 EP - 149 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Hoegele, Michael A1 - Imkeller, Peter T1 - The source of stochastic models in conceptual climate dynamics JF - Lecture notes in mathematics : a collection of informal reports and seminars JF - Lecture Notes in Mathematics Y1 - 2013 SN - 978-3-319-00828-8; 978-3-319-00827-1 U6 - https://doi.org/10.1007/978-3-319-00828-8 SN - 0075-8434 VL - 2085 IS - 3 SP - 151 EP - 157 PB - Springer CY - Berlin ER - TY - JOUR A1 - Debussche, Arnaud A1 - Högele, Michael A1 - Imkeller, Peter T1 - Asymptotic first exit times of the chafee-infante equation with small heavy-tailed levy noise JF - Electronic communications in probability N2 - This article studies the behavior of stochastic reaction-diffusion equations driven by additive regularly varying pure jump Levy noise in the limit of small noise intensity. It is shown that the law of the suitably renormalized first exit times from the domain of attraction of a stable state converges to an exponential law of parameter 1 in a strong sense of Laplace transforms, including exponential moments. As a consequence, the expected exit times increase polynomially in the inverse intensity, in contrast to Gaussian perturbations, where this growth is known to be of exponential rate. KW - stochastic reaction diffusion equation with heavy-tailed Levy noise KW - first exit times KW - regularly varying Levy process KW - small noise asymptotics Y1 - 2011 SN - 1083-589X VL - 16 IS - 3-4 SP - 213 EP - 225 PB - Univ. of Washington, Mathematics Dep. CY - Seattle ER - TY - GEN A1 - Imkeller, Peter A1 - Roelly, Sylvie T1 - Die Wiederentdeckung eines Mathematikers: Wolfgang Döblin N2 - "Considerons une particule mobile se mouvant aleatoirement sur la droite (ou sur un segment de droite). Supposons qu'il existe une probabilite F(x,y;s,t) bien definie pour que la particule se trouvant a l'instant s dans la position x se trouve a l'instant t (> s) a gauche de y, probabilite independante du mouvement anterieur de la particule...." Mit diesen Worten beginnt eines der berühmtesten mathematischen Manuskripte des letzten Jahrhunderts. Es stammt vom Soldaten Wolfgang Döblin, Sohn des deutschen Schriftstellers Alfred Döblin, und trägt den Titel "Sur l'equation de Kolmogoroff". Seine Veröffentlichung verbindet sich mit einer unglaublichen Geschichte. Wolfgang Döblin, stationiert mit seiner Einheit in den Ardennen im Winter 1939/1940, arbeitete an diesem Manuskript. Er entschloss sich, es als versiegeltes Manuskript an die Academie des Sciences in Paris zu schicken. Aber er kehrte nie aus diesem Krieg zurück. Sein Manuskript blieb 60 Jahre unter Verschluss im Archiv, und wurde erst im Jahre 2000 geöffnet. Wie weit Döblin damit seiner Zeit voraus war, wurde erkannt, nachdem es von Bernard Bru und Marc Yor ausgewertet worden war. Im ersten Satz umschreibt W. Döblin gleichzeitig das Programm des Manuskripts: "Wir betrachten ein bewegliches Teilchen, das sich zufällig auf der Geraden (oder einem Teil davon) bewegt." Er widmet sich damit der Aufgabe, die Fundamente eines Gebiets zu legen, das wir heute als stochastische Analysis bezeichnen. T3 - Zweitveröffentlichungen der Universität Potsdam : Mathematisch-Naturwissenschaftliche Reihe - paper 035 KW - Kolmogorov-Gleichung KW - Stochastische Analysis KW - Döblin KW - Wolfgang KW - Doblin KW - Vincent KW - Doeblin KW - Wolfgang Y1 - 2007 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:kobv:517-opus-16397 ER -