33 citations · 133 across the 20 of their papers we have counts for
23 papers · 1 filter
Long Time Influence of Small Perturbations and Motion on the Simplex of Invariant Probability Measures
Mark Freidlin
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the pap…
Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems
M. I. Freidlin, A. D. Wentzell
We consider fast oscillating perturbations of dynamical systems in regions where one can introduce action-angle type coordinates. In an appropriate time scale, a diffusion approxim…
Averaging in the case of multiple invariant measures for the fast system
Mark Freidlin, Leonid Koralov
We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the…
Diffusion in the presence of cells with semi-permeable membranes
Mark Freidlin, Leonid Koralov
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric:…
Front propagation for reaction-diffusion equations in composite structures
Mark Freidlin, Leonid Koralov
We consider asymptotic problems concerning the motion of interface separating the regions of large and small values of the solution of a reaction-diffusion equation in the media co…
On diffusions in media with pockets of large diffusivity
Mark Freidlin, Leonid Koralov, Alexander Wentzell
We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets te…