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arXiv · 1807.10922

Stability of the overdamped Langevin equation in double-well potential

Nikola Sandrić
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Abstract

In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive conditions for stability of general diffusion processes which generalize the classical and well-known results of Khasminskii 2012.

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Nikola Sandrić. 2018-07-28. Stability of the overdamped Langevin equation in double-well potential. https://arxiv.org/abs/1807.10922

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