Reduced dynamics of stochastically perturbed gradient flows
Fatkullin, Ibrahim ; Kovacic, Gregor ; Vanden-Eijnden, Eric
Commun. Math. Sci., Tome 8 (2010) no. 1, p. 439-461 / Harvested from Project Euclid
We consider stochastically perturbed gradient flows in the limit when the amplitude of random fluctuations is small relative to the typical energy scale in the system and the minima of the energy are not isolated but form submanifolds of the phase space. In this case the limiting dynamics may be described in terms of a diffusion process on these manifolds. We derive explicit equations for this limiting dynamics and illustrate them on a few finite-dimensional examples. Finally, we formally extrapolate the reduction technique to several infinite-dimensional examples and derive equations of the stochastic kink motion in Allen-Cahn-type systems.
Publié le : 2010-06-15
Classification:  Stochastic gradient flows,  reduced dynamics,  stochastic Allen-Cahn,  kinks,  34F05,  60H10,  60H15,  93E03
@article{1274816890,
     author = {Fatkullin, Ibrahim and Kovacic, Gregor and Vanden-Eijnden, Eric},
     title = {Reduced dynamics of stochastically perturbed gradient flows},
     journal = {Commun. Math. Sci.},
     volume = {8},
     number = {1},
     year = {2010},
     pages = { 439-461},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1274816890}
}
Fatkullin, Ibrahim; Kovacic, Gregor; Vanden-Eijnden, Eric. Reduced dynamics of stochastically perturbed gradient flows. Commun. Math. Sci., Tome 8 (2010) no. 1, pp.  439-461. http://gdmltest.u-ga.fr/item/1274816890/