Stability of the overdamped Langevin equation in double-well potential (CROSBI ID 253597)
Prilog u časopisu | izvorni znanstveni rad | međunarodna recenzija
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