The exit problem for diffusions with time-periodic drift and stochastic resonance
成果类型：
Article
署名作者：
Herrmann, S; Imkeller, P
署名单位：
Universite de Lorraine; Humboldt University of Berlin
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
DOI：
10.1214/105051604000000530
发表日期：
2005
页码：
39-68
关键词：
摘要：
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective dynamics: continuous-time finite-state Markov chains describing the rough features of transitions between different domains of attraction of metastable points. In the framework of one-dimensional diffusions moving in periodically changing double-well potentials we design a new notion of stochastic resonance which refines Freidlin's concept of quasi-periodic motion. It is based on exact exponential rates for the transition probabilities between the domains of attraction which are robust with respect to the reduced Markov chains. The quality of periodic tuning is measured by the probability for transition during fixed time windows depending on a time scale parameter. Maximizing it in this parameter produces the stochastic resonance points.