Random Perturbations of Dynamical Systems with Reflecting Boundary and Corresponding PDE with a Small Parameter
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.
W. Hu and L. Tcheuko, "Random Perturbations of Dynamical Systems with Reflecting Boundary and Corresponding PDE with a Small Parameter," Asymptotic Analysis, vol. 88, no. 4, pp. 187-200, IOS Press, Jan 2014.
The definitive version is available at https://doi.org/10.3233/ASY-141217
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)
Article - Journal
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01 Jan 2014