Computing the invariant density of bistable noisy maps

A numerical method is presented allowing the computation of the invariant density of a time-discrete bi- or multistable map perturbed by weak noise. It permits the examination of noise-induced transitions between different stable states in the limit of weak but not amplitude-limited noise. The method is tested by comparing the results with computer experiments. For this purpose a new one-parameter family of bistable maps is introduced. It turns out that the numerics are in good agreement with the experiments. The results suggest the conjecture that in the limit of weak but transition-inducing noise the probability of being in one basin of attraction approaches one. A simple example which can be solved in closed form and which illustrates these findings is discussed.