Metastability in interacting nonlinear stochastic differential equations: II. Large-Nbehaviour
نویسندگان
چکیده
منابع مشابه
Metastability in Interacting Nonlinear Stochastic Differential Equations II: Large-N Behaviour
We consider the dynamics of a periodic chain ofN coupled overdamped particles under the influence of noise, in the limit of large N . Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent source of white noise. For strong coupling (of the order N), the system synchronises, in the sense that all particles assume almost t...
متن کاملMetastability in Interacting Nonlinear Stochastic Differential Equations I: From Weak Coupling to Synchronisation
We consider the dynamics of a periodic chain of N coupled overdamped particles under the influence of noise. Each particle is subjected to a bistable local potential, to a linear coupling with its nearest neighbours, and to an independent source of white noise. The system shows a metastable behaviour, which is characterised by the location and stability of its equilibrium points. We show that a...
متن کاملLarge Deviations for Stochastic Nonlinear Beam Equations
We establish a large deviation principle for the solutions of stochastic partial differential equations for nonlinear vibration of elastic panels (also called stochastic nonlinear beam equations).
متن کاملBackward Stochastic Differential Equations on Manifolds II
In [1], we have studied a generalization of the problem of finding a martingale on a manifold whose terminal value is known. This article completes the results obtained in the first article by providing uniqueness and existence theorems in a general framework (in particular if positive curvatures are allowed), still using differential geometry tools.
متن کاملStochastic differential equations and integrating factor
The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Nonlinearity
سال: 2007
ISSN: 0951-7715,1361-6544
DOI: 10.1088/0951-7715/20/11/007