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Quasi-Linear Equations with a Small Diffusion Term and the Evolution of Hierarchies of Cycles

Author

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  • Leonid Koralov

    (University of Maryland)

  • Lucas Tcheuko

    (University of Maryland)

Abstract

We study the long-time behavior (at times of order $$\exp (\lambda /\varepsilon ^2$$ exp ( λ / ε 2 )) of solutions to quasi-linear parabolic equations with a small parameter $$\varepsilon ^2$$ ε 2 at the diffusion term. The solution to a PDE can be expressed in terms of diffusion processes, whose coefficients, in turn, depend on the unknown solution. The notion of a hierarchy of cycles for diffusion processes was introduced by Freidlin and Wentzell and applied to the study of the corresponding linear equations. In the quasi-linear case, it is not a single hierarchy that corresponds to an equation, but rather a family of hierarchies that depend on the timescale $$\lambda $$ λ . We describe the evolution of the hierarchies with respect to $$\lambda $$ λ in order to gain information on the limiting behavior of the solution of the PDE.

Suggested Citation

  • Leonid Koralov & Lucas Tcheuko, 2016. "Quasi-Linear Equations with a Small Diffusion Term and the Evolution of Hierarchies of Cycles," Journal of Theoretical Probability, Springer, vol. 29(3), pages 867-895, September.
  • Handle: RePEc:spr:jotpro:v:29:y:2016:i:3:d:10.1007_s10959-015-0601-4
    DOI: 10.1007/s10959-015-0601-4
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    References listed on IDEAS

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    1. Freidlin, M. & Koralov, L., 2010. "Metastability for nonlinear random perturbations of dynamical systems," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1194-1214, July.
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