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Stability of the overdamped Langevin equation in double-well potential (CROSBI ID 253597)

Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija

Sandrić, Nikola Stability of the overdamped Langevin equation in double-well potential // Journal of mathematical analysis and applications, 467 (2018), 1; 734-750. doi: 10.1016/j.jmaa.2018.07.043

Podaci o odgovornosti

Sandrić, Nikola

engleski

Stability of the overdamped Langevin equation in double-well potential

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 di usion processes which generalize the classical and well- known results of Khasminskii 2012.

diffusion process ; Langevin equation ; double-well potential ; stability

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Podaci o izdanju

467 (1)

2018.

734-750

objavljeno

0022-247X

1096-0813

10.1016/j.jmaa.2018.07.043

Povezanost rada

Matematika

Poveznice
Indeksiranost