Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations
Gautier, Eric
Ann. Probab., Tome 36 (2008) no. 1, p. 896-930 / Harvested from Project Euclid
We consider weakly damped nonlinear Schrödinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero is an asymptotically stable equilibrium point of the deterministic equations. We study the exit from a neighborhood of zero, invariant under the flow of the deterministic equation, in L2 or in H1. Due to noise, large fluctuations from zero occur. Thus, on a sufficiently large time scale, exit from these domains of attraction occur. A formal characterization of the small noise asymptotic of both the first exit times and the exit points is given.
Publié le : 2008-05-15
Classification:  Large deviations,  nonlinear Schrödinger equation,  stochastic partial differential equations,  exit from a domain,  60F10,  60H15,  35Q55
@article{1207749085,
     author = {Gautier, Eric},
     title = {Exit from a basin of attraction for stochastic weakly damped nonlinear Schr\"odinger equations},
     journal = {Ann. Probab.},
     volume = {36},
     number = {1},
     year = {2008},
     pages = { 896-930},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1207749085}
}
Gautier, Eric. Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations. Ann. Probab., Tome 36 (2008) no. 1, pp.  896-930. http://gdmltest.u-ga.fr/item/1207749085/