We consider the first exit point distribution from a bounded domain Ω of the stochastic process (Xt)t≥0 solution to the overdamped Langevin dynamics dXt=−∇f(Xt)dt+hdBt starting from the quasi-stationary distribution in Ω. In the small temperature regime (h→0) and under rather general assumptions on f (in particular, f may have several critical points in Ω), it is proven that the support of the distribution of the first exit point concentrates on some points realizing the minimum of f on ∂Ω. Some estimates on the relative likelihood of these points are provided. The proof relies on tools from semi-classical analysis.

The exit from a metastable state: Concentration of the exit point distribution on the low energy saddle points, part 1

Di Gesu' G.;
2020-01-01

Abstract

We consider the first exit point distribution from a bounded domain Ω of the stochastic process (Xt)t≥0 solution to the overdamped Langevin dynamics dXt=−∇f(Xt)dt+hdBt starting from the quasi-stationary distribution in Ω. In the small temperature regime (h→0) and under rather general assumptions on f (in particular, f may have several critical points in Ω), it is proven that the support of the distribution of the first exit point concentrates on some points realizing the minimum of f on ∂Ω. Some estimates on the relative likelihood of these points are provided. The proof relies on tools from semi-classical analysis.
2020
Di Gesu', G.; Lelievre, T.; Le Peutrec, D.; Nectoux, B.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/1081566
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