Normal forms approach to diffusion near hyperbolic equilibria

Abstract

We consider the exit problem for small white noise perturbation of a smooth dynamical system on the plane in the neighbourhood of a hyperbolic critical point. We show that if the distribution of the initial condition has a scaling limit then the exit distribution and exit time also have a joint scaling limit as the noise intensity goes to zero. The limiting law is computed explicitly. The result completes the theory of noisy heteroclinic networks in two dimensions. The analysis is based on normal forms theory.