Mark Freidlin

Department of Mathematics, University of Maryland at College Park

Stochastic Resonance and Related Problems

Abstract

Dynamical systems perturbed by a noise of small intensity will be considered. I will show that such a noise can lead to (not random) stable, in a sence, equilibriums or periodic oscillations, which are absent in the non-perturbed system. These effects are a manifestation of the laws of large deviations for stochastic processes.   
Quasi-deterministic approximation of stochastically perturbed dynamical system, based on the large deviation theory, will be introduced. This approximation allows to describe the stochastic resonance spectrum in general situation.
Last updated by fass@amadeus.math.iit.edu  on 03/10/04