Communications in Mathematical Sciences

Reduced dynamics of stochastically perturbed gradient flows

Ibrahim Fatkullin, Gregor Kovacic, and Eric Vanden-Eijnden
Source: Commun. Math. Sci. Volume 8, Number 2 (2010), 439-461.

Abstract

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.

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Primary Subjects: 34F05, 60H10, 60H15, 93E03
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Links and Identifiers

Permanent link to this document: http://projecteuclid.org/euclid.cms/1274816890
Zentralblatt MATH identifier: 05762826
Mathematical Reviews number (MathSciNet): MR2664459


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Communications in Mathematical Sciences

Communications in Mathematical Sciences