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arXiv · 1203.5092

Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter

Wenqing Hu·Lucas Tcheuko
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Abstract

We study the asymptotic behavior of a diffusion process with small diffusion in a domain $D$. This process is reflected at $\partial D$ 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.

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Wenqing Hu, Lucas Tcheuko. 2012-05-11. Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter. https://doi.org/10.3233/asy-131197

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