S. Guillouzic et I. Lheureux, KINETICS OF DICHOTOMOUS NOISE-INDUCED TRANSITIONS IN A MULTISTABLE MULTIVARIATE SYSTEM, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 55(5), 1997, pp. 5060-5072
We study the stochastic evolution of a multivariate and deterministica
lly multistable system subjected to an additive Markovian dichotomous
noise. To this end, a steady-state probability density support is defi
ned in such a way that no stochastic trajectory can escape. An appropr
iate boundary condition is then imposed in order to numerically evalua
te this distribution. When the noise amplitude is large enough, the sy
stem may evolve from one deterministic attractor to another. A partiti
on of the support in disjoint species is proposed. It is then possible
to study the kinetics of the noise-induced transitions between specie
s. Projection operator techniques are used to obtain a phenomenologica
l kinetic law valid when the interspecies transition time scale is muc
h longer than all the other time scales characterizing the system. We
also develop a fast algorithm permitting the numerical evaluation of t
he phenomenological transition rate. As an example, we consider a biva
riate system exhibiting two deterministic stable fixed points and a sa
ddle point. The results confirm the existence of a phenomenological la
w insofar as the noise amplitude is large enough and its correlation t
ime, small enough.