Accession Number : ADA561020


Title :   Noise Induced Switching in Delayed Systems


Descriptive Note : Interim rept. 1 Oct 2011-24 Feb 2012


Corporate Author : NAVAL RESEARCH LAB WASHINGTON DC BEAM PHYSICS BRANCH


Personal Author(s) : Schwartz, Ira B ; Carr, Thomas W ; Billings, Lora ; Dykman, Mark


Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=ADA561020


Report Date : 27 Apr 2012


Pagination or Media Count : 17


Abstract : We consider the problem of switching in stochastic systems with delayed feedback. A general variational formation is derived for the switch rate in a stochastic differential delay equation where the noise sources is of general form. The resulting equations of motion and boundary conditions describe the optimal escape path which maximizes the probability of escape. Analyzing the dynamics along the optimal path yields exponents of the distribution in terms of delay time, dissipation, and noise intensity. Theoretical predictions compare very well with numerical simulations in both additive and multiplicative noise cases, even outside of regions where the delay is assumed to be small.


Descriptors :   *NOISE(SOUND) , *SWITCHING , DELAY , MATHEMATICAL PREDICTION , STOCHASTIC PROCESSES


Subject Categories : Theoretical Mathematics
      Acoustics


Distribution Statement : APPROVED FOR PUBLIC RELEASE