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Metastability of Morse-Smale dynamical systems perturbed by heavy-tailed Lévy type noise

Published 21 May 2014 in math.PR | (1405.5433v1)

Abstract: We consider a general class of finite dimensional deterministic dynamical systems with finitely many local attractors $Ki$ each of which supports a unique ergodic probability measure $Pi$, which includes in particular the class of Morse-Smale systems in any finite dimension. The dynamical system is perturbed by a multiplicative non-Gaussian heavy-tailed L\'evy type noise of small amplitude $\varepsilon>0$. Specifically we consider perturbations leading to a It^o, Stratonovich and canonical (Marcus) stochastic differential equation. The respective asymptotic first exit time and location problem from each of the domains of attractions $Di$ in case of inward pointing vector fields in the limit of $\varepsilon \to 0$ was solved by the authors in [J. Stoch. An. Appl. 32(1), 163-190, 2014]. We extend these results to domains with characteristic boundaries and show that the perturbed system exhibits a metastable behavior in the sense that there exits a unique $\varepsilon$-dependent time scale on which the random system converges to a continuous time Markov chain switching between the invariant measures $Pi$. As examples we consider $\alpha$-stable perturbations of the Duffing equation and a chemical system exhibiting a birhythmic behavior.

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