Stability of equilibrium with respect to white noise (Q2396373)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of equilibrium with respect to white noise |
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Stability of equilibrium with respect to white noise (English)
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8 June 2017
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The author discusses the problem of stability of a deterministic system, which has a local asymptotically stable equilibrium, persistently perturbed by white noise. Stability with given bounds is proved on a large interval with length of the order of the squared inverse perturbation amplitude. For the proof the so-called barrier function is used, which is constructed with help of the Lyapunov function for the original deterministic system.
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dynamical system
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random perturbation
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stability
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parabolic equation
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barrier function
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