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Stochastic Dynamical Systems and Control

March 26, 2007 to March 30, 2007
Organized By: Jonathan Mattingly (Duke), Igor Mezic (UCSB-Chair), Andrew Stuart (Warwick)
 
Parent Programs:
Dynamical Systems
 
Return to Workshop Description
 

Diffusion about unstable equilibrium points and noisy heteroclinic networks.

Tuesday March 27, 2007

03:30PM - 04:00PM

Speakers:
Yuri Bakhtin

Abstract:

A continuous dynamical system generated by a vector field and
perturbed by white noise will be discussed. We shall consider an
unstable equilibrium point and obtain the asymptotics of exit times
for its neighborhood in the limit of vanishing intensity of the noise.
We shall also consider a family of hyperbolic equilibrium points
connected by heteroclinic orbits, and discuss conditions leading to
Markov and non-Markov dynamics on these hyperbolic fixed points in the
limit of vanishing noise intensity.
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