Stochastic basins of attraction and generalized committor functions

Abstract

We generalize the concept of basin of attraction of a stable state in order to facilitate the analysis of dynamical systems with noise and to assess stability properties of metastable states and long transients. To this end we examine the notions of mean sojourn times and absorption probabilities for Markov chains and study their relation to the basins of attraction. Our approach is applicable to a large variety of problems since in most cases the transfer operator associated to a dynamical system can be approximated by a Markov chain.