Effects of White Noise in Multistable Dynamics

Dr. Xinfu Chen

Department of Mathematics
University of Pittsburgh

14 October 2011
Shelby Center 218
3:00 (Refreshements at 2:30)

Abstract

We study the invariant measure of multistable dynamics under the influence of white noise. We show that the invariant measure exists and in the limit of vanishing white noise, the invariant measure approaches a Dirac type measure concentrated at the most stable equilibria if fluctuations are uniform; however, a lesser stable equilibrium may be selected by the fluctuation if its ability to fluctuate is sufficiently smaller than other stable equilibria. Certain related mathematical issues are also addressed.