Sugiura Makoto

写真a

Title

Associate Professor

Researcher Number(JSPS Kakenhi)

70252228

Current Affiliation Organization 【 display / non-display

  • Duty   University of the Ryukyus   Faculty of Science   Mathematical Sciences   Associate Professor  

  • Concurrently   University of the Ryukyus   Graduate School of Engineering and Science   Mathematical Sciences   Associate Professor  

Academic degree 【 display / non-display

  • Nagoya University -  Doctor of Science

External Career 【 display / non-display

  • 1999.04
     
     

    University of the Ryukyus, Faculty of Science, Department of Mathematical Sciences, Associate Professor  

Research Interests 【 display / non-display

  • Probability Theory

Research Areas 【 display / non-display

  • Natural Science / Basic mathematics

Published Papers 【 display / non-display

  • Asymptotic behaviors on the small parameter exit problems and the singularly perturbation problems

    その他の著者

    Vol.14 (2001) ( Department of Mathematical Sciences, Faculty of Science, University of the Ryukyus )  14   79 - 118   2010.01

    Type of publication: Research paper (bulletin of university, research institution)

     View Summary

    We consider the small parameter exit problems for diffusion processes and the associated singular perturbed Dirichlet problems. We investigate the asymptotic relations between the mean exit time and the principal eigenvalue. Two problems are considered under the gradient condition for the corresponding dynamical system. One is under the uniqueness of deepest valley, where we show that the product of the mean exit time and the principal eigenvalue converges to one exponentially fast. The other is related to the sharp asymptotics of the mean exit times, the eigenvalues and eigenfunctions, where we characterize the scaling limits of them by the Markov chain which appears metastable behavior of the corresponding diffusion process. To do this, we extend the methods used in our previous papers [10] and [11]. (管理者追加)リポジトリ登録情報を移行しました。確認のうえ、加除修正をしてください。