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.
Recommended Citation
W. Hu and L. Tcheuko, "Random Perturbations of Dynamical Systems with Reflecting Boundary and Corresponding PDE with a Small Parameter," Asymptotic Analysis, vol. 87, no. 2019-01-02, pp. 43 - 56, IOS Press, Jan 2014.
The definitive version is available at https://doi.org/10.3233/ASY-131197
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
International Standard Serial Number (ISSN)
0921-7134
Document Type
Article - Journal
Document Version
Citation
File Type
text
Language(s)
English
Rights
© 2014 IOS Press, All rights reserved.
Publication Date
01 Jan 2014
