A sample-paths approach to noise-induced synchronization: Stochastic resonance in a double-well potential

Nils Berglund and Barbara Gentz

Ann. Appl. Probab.12:1419-1470 (2002)Additive white noise may significantly increase the response of bistable systems to a periodic driving signal. We consider two classes of double-well potentials, symmetric and asymmetric, modulated periodically in time with period 1/

ε, whereεis a moderately (not exponentially) small parameter. We show that the response of the system changes drastically when the noise intensityσcrosses a threshold value. Below the threshold, paths are concentrated near one potential well, and have an exponentially small probability to jump to the other well. Above the threshold, transitions between the wells occur with probability exponentially close to 1/2 in the symmetric case, and exponentially close to 1 in the asymmetric case. The transition zones are localised in time near the points of minimal barrier height. We give a mathematically rigorous description of the behaviour of individual paths, which allows us, in particular, to determine the power-law dependence of the critical noise intensity onεand on the minimal barrier height, as well as the asymptotics of the transition and non-transition probabilities.

2000 Mathematics Subject Classification:37H99, 60H10 (primary), 34F05, 34E15 (secondary).

Keywords and phrases:Stochastic resonance, noise-induced synchronization, double-well potential, additive noise, random dynamical systems, non-autonomous stochastic differential equations, singular perturbations, pathwise description, concentration of measure.

Journal Homepage

Published article:

10.1214/aoap/1037125869

MR1936599

Zbl1023.60052

PDF file (684 Kb)

hal-00003010

arXiv/math.PR/0012267