Noise-Induced Stabilization of Planar Flows II

We show that the complex-valued ODE \begin{equation*} \dot z_t = a_{n+1} z^{n+1} + a_n z^n+\cdots+a_0, \end{equation*} which necessarily has trajectories along which the dynamics blows up in finite time, can be stabilized by the addition of an arbitrarily small elliptic, additive Brownian stochastic term. We also show that the stochastic perturbation has a unique invariant measure which is heavy-tailed yet is uniformly, exponentially attracting. The methods turn on the construction of Lyapunov functions. The techniques used in the construction are general and can likely be used in other settings where a Lyapunov function is needed. This is a two-part paper. This paper, Part I, focuses on general Lyapunov methods as applied to a special, simplified version of the problem. Part II of this paper extends the main results to the general setting.

[1]  Jonathan C. Mattingly,et al.  Noise-Induced Stabilization of Planar Flows I , 2014, 1404.0957.

[2]  G. Aarts Lefschetz thimbles and stochastic quantization: Complex actions in the complex plane , 2013, 1308.4811.

[3]  G. Aarts,et al.  Localised distributions and criteria for correctness in complex Langevin dynamics , 2013, 1306.3075.

[4]  C. Doering,et al.  Noise-Induced statistically stable oscillations in a deterministically divergent nonlinear dynamical system , 2012 .

[5]  Jonathan C. Mattingly,et al.  Propagating Lyapunov functions to prove noise-induced stabilization , 2011, 1111.1755.

[6]  David P. Herzog,et al.  Ergodic Properties of a Model for Turbulent Dispersion of Inertial Particles , 2010, 1009.0782.

[7]  Jonathan C. Mattingly,et al.  Yet Another Look at Harris’ Ergodic Theorem for Markov Chains , 2008, 0810.2777.

[8]  Geometry's Fundamental Role in the Stability of Stochastic Differential Equations , 2011 .

[9]  Martin Hairer How Hot Can a Heat Bath Get? , 2008, 0810.5431.

[10]  Jonathan C. Mattingly,et al.  Slow energy dissipation in anharmonic oscillator chains , 2007, 0712.3884.

[11]  G. Peskir A Change-of-Variable Formula with Local Time on Curves , 2005 .

[12]  GORAN PESKIR A Change-of-Variable Formula with Local Time on Surfaces , 2004 .

[13]  S. Meyn,et al.  Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes , 1993, Advances in Applied Probability.

[14]  Michael Scheutzow,et al.  Stabilization and Destabilization by Noise in the Plane , 1993 .

[15]  M. Freidlin,et al.  Random Perturbations of Dynamical Systems , 1984 .

[16]  N. Kryloff,et al.  La Theorie Generale De La Mesure Dans Son Application A L'Etude Des Systemes Dynamiques De la Mecanique Non Lineaire , 1937 .