Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations

Eric Gautier (1)

1 IRMAR - Institut de Recherche Mathématique de Rennes

We consider weakly damped nonlinear Schrödinger equations perturbed by a noise of small amplitude. The small noise is either complex and of additive type or real and of multiplicative type. It is white in time and colored in space. Zero is an asymptotically stable equilibrium point of the deterministic equations. We study the exit from a neighborhood of zero, invariant by the flow of the deterministic equation, in $\xLtwo$ or in $\xHone$. Due to noise, large fluctuations off zero occur. Thus, on a sufficiently large time scale, exit from these domains of attraction occur. A formal characterization of the small noise asymptotic of both the first exit times and the exit points is given.

Mots clés: Large deviations; stochastic partial differential equations; nonlinear Schrödinger equation; exit from a domain

Domaines: Probabilités [math.PR]; Equations aux dérivées partielles [math.AP]

Eric Gautier. Exit from a basin of attraction for stochastic weakly damped nonlinear Schrödinger equations. Annals of Probability, 2008, 36 (3), pp.896-930. ⟨10.1214/07-AOP344⟩. ⟨hal-00019099⟩