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Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Levy type noise

  • We consider a finite dimensional deterministic dynamical system with finitely many local attractors K-iota, each of which supports a unique ergodic probability measure P-iota, perturbed by a multiplicative non-Gaussian heavy-tailed Levy noise of small intensity epsilon > 0. We show that the random system exhibits a metastable behavior: there exists a unique epsilon-dependent time scale on which the system reminds of a continuous time Markov chain on the set of the invariant measures P-iota. In particular our approach covers the case of dynamical systems of Morse-Smale type, whose attractors consist of points and limit cycles, perturbed by multiplicative alpha-stable Levy noise in the Ito, Stratonovich and Marcus sense. As examples we consider alpha-stable Levy perturbations of the Duffing equation and Pareto perturbations of a biochemical birhythmic system with two nested limit cycles.

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Metadaten
Author details:Michael HögeleGND, Ilya Pavlyukevich
DOI:https://doi.org/10.1142/S0219493715500197
ISSN:0219-4937
ISSN:1793-6799
Title of parent work (English):Stochastics and dynamic
Publisher:World Scientific
Place of publishing:Singapore
Publication type:Article
Language:English
Year of first publication:2015
Publication year:2015
Release date:2017/03/27
Tag:Hyperbolic dynamical system; Ito integral; Morse-Smale property; Stratonovich integral; alpha-stable Levy process; birhythmic behavior; embedded Markov chain; metastability; multiplicative noise; multiscale dynamics; physical SRB measures; randomly forced Duffing equation; small noise asymptotic; stable limit cycle; stochastic Marcus (canonical) differential equation
Volume:15
Issue:3
Number of pages:26
Funding institution:Berlin Mathematical School (BMS); University of Potsdam; University of Jena; IRTG 1740 Dynamical Phenomena in Complex Networks: Fundamentals and Applications
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Peer review:Referiert
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