A rate-induced tipping in the Pearson diffusion

Abstract

Rate-induced tipping is an instability that occurs in a system when its time-dependent rate parameter becomes larger than a threshold value. We investigate a Pearson diffusion process, a diffusion process having solutions staying in a bounded domain under certain conditions, whose noise-free limit experiences a rate-induced tipping such that solutions escape from the domain in a finite time. We show that the existence of noise leads to faster escapement from the domain.