Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed L\'evy noise
Arnaud Debussche (IRMAR), Michael H\"ogele, Peter Imkeller

TL;DR
This paper investigates how small, heavy-tailed Lévy noise influences the time it takes for the Chafee-Infante equation to exit a stable state, providing insights into rare event dynamics under such stochastic perturbations.
Contribution
It offers a novel analysis of first exit times for the Chafee-Infante equation under small heavy-tailed Lévy noise, extending understanding of stochastic stability and exit phenomena.
Findings
Characterizes asymptotic behavior of exit times
Identifies impact of heavy-tailed noise on stability
Provides mathematical framework for rare event analysis
Abstract
We study the first exit times form a reduced domain of attraction of a stable fixed of the Chafee-Infante equation when perturbed by a heavy tailed L\'evy noise with small intensity.
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Taxonomy
TopicsStochastic processes and financial applications · Stability and Controllability of Differential Equations · stochastic dynamics and bifurcation
