Stability of the overdamped Langevin equation in double-well potential

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:467

Article

Sandric, Nikola¹ 

[1] Univ Zagreb, Dept Math, Zagreb 10000, Croatia

关键词: Diffusion process;    Langevin equation;    Double-well potential;    Stability;   

DOI  :  10.1016/j.jmaa.2018.07.043

来源: Elsevier

【 摘 要 】

In this article, we discuss stability of the one-dimensional overdamped Langevin 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 ([8]). (C) 2018 Elsevier Inc. All rights reserved.

【 授权许可】

Free