Title

Random Perturbations of Dynamical Systems with Reflecting Boundary and Corresponding PDE with a Small Parameter

Abstract

We study the asymptotic behavior of a diffusion process with small diffusion in a domain D. This process is reflected at ∂D with respect to a co-normal direction pointing inside D. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.

Department(s)

Mathematics and Statistics

Keywords and Phrases

Asymptotic analysis; Boundary conditions; Asymptotic behaviors; Diffusion process; Freidlin-Wentzell theory; Large deviations; Neumann boundary condition; PDE with a small parameter; Random perturbations of dynamical systems; Reflecting boundary; Dynamical systems; Diffusion process with reflection; Freidlin-Wentzell theory; Large deviations; PDE with a small parameter

International Standard Serial Number (ISSN)

0921-7134

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2014 IOS Press and the authors, All rights reserved.

Publication Date

01 Jan 2014

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