Abstract:
Consider an ODE and a bounded domain in a Euclidean space. Assume, in that domain, the ODE has only one equilibrium and it is repelling. Under white noise perturbation, there is a positive probability that the dynamics emitting from the equilibrium point eventually exits the domain. We will discuss the exact asymptotics of rare exit events, e.g. exit locations and exit times, in the vanishing noise limit. It turns out that the decay rates of such rare events are polynomial powers of the noise magnitude, different from the exponential decay in the Freidlin-Wentzell large deviation theory. This talk is based on the joint work with Yuri Bakhtin.
Biography:
Graduated from NYU Shanghai in 2017 with a B.S. in Honors Mathematics, Hong-Bin Chen started his PhD studies at the Courant Institute of Mathematical Sciences, NYU. His advisor is Prof. Yuri Bakhtin. His research mainly focuses on random dynamics.
Seminar by the NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai