Random perturbations of dynamical systems with reflecting boundary and corresponding PDE with a small parameter
Wenqing Hu, Lucas Tcheuko · Asymptotic Analysis · 2014
We study the asymptotic behavior of a diffusion process with small diffusion in a domain D. This process is reflected at ∂D with respect to a co-normal direction pointing inside D. Our asymptotic result is used to study the long time behavior of the solution of the corresponding parabolic PDE with Neumann boundary condition.