A Primer on Noise-Induced Transitions in Applied Dynamical Systems

A Primer on Noise-Induced Transitions in Applied Dynamical Systems
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DOI:
10.1137/17m1142028
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发表时间:
2018-12-01
期刊:
影响因子:
10.2
通讯作者:
Moore, Richard O.
Moore, Richard O.
中科院分区:
数学1区
文献类型:
--
作者:
Forgoston, Eric;Moore, Richard O.

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噪声在各种物理和生物动力系统中发挥着重要作用。它可能由外部强迫或系统内部的随机动力学引起。众所周知,即使是微弱的噪声也可能导致较大的行为变化,例如准稳定状态之间的转换或逃离。这些转变可以对应于诸如失败或灭绝之类的关键事件,这使得它们成为理解和量化的重要现象,尽管它们的发生很少见。本文将概述随机模型罕见事件动力学的理论以及一些示例应用。
Noise plays a fundamental role in a wide variety of physical and biological dynamical systems. It can arise from an external forcing or due to random dynamics internal to the system. It is well established that even weak noise can result in large behavioral changes such as transitions between or escapes from quasi-stable states. These transitions can correspond to critical events such as failures or extinctions that make them essential phenomena to understand and quantify, despite the fact that their occurrence is rare. This article will provide an overview of the theory underlying the dynamics of rare events for stochastic models along with some example applications.