Abstract
We study the asymptotic behavior of a diffusion process with small diffusion in a domain D. This process is reflected at ∂D with respect to a co-normal direction pointing inside D. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.
| Original language | American English |
|---|---|
| Pages (from-to) | 43-56 |
| Number of pages | 14 |
| Journal | Asymptotic Analysis |
| Volume | 87 |
| Issue number | 1-2 |
| DOIs | |
| State | Published - Jan 1 2014 |
Keywords
- Asymptotic analysis
- Boundary conditions
- Asymptotic behaviors
- Diffusion process
- Freidlin-Wentzell theory
- Large deviations
- Neumann boundary condition
- PDE with a small parameter
- Random perturbations of dynamical systems
- Reflecting boundary
- Dynamical systems
- Diffusion process with reflection
Disciplines
- Mathematics
- Statistics and Probability
Fingerprint
Dive into the research topics of 'Random Perturbations of Dynamical Systems with Reflecting Boundary and Corresponding PDE with a Small Parameter'. Together they form a unique fingerprint.Cite this
- APA
- Standard
- Harvard
- Vancouver
- Author
- BIBTEX
- RIS