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Thermalisation for small random perturbations of dynamical systems

Thermalisation for small random perturbations of dynamical systems

We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation converges exponentially fast to an equilibrium distribution. We show that the convergence occurs abruptly: …