Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes (Q730134)

From MaRDI portal





scientific article
Language Label Description Also known as
default for all languages
No label defined
    English
    Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
    scientific article

      Statements

      Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes (English)
      0 references
      0 references
      0 references
      23 December 2016
      0 references
      The authors are dealing with the equilibrium systems which can be described by the overdamped diffusion of a particle in \(\mathbb R^d\) driven by the standard (Itô's) stochastic differential equation. In such problems it is of interest to define the time scale at which transitions between different metastable states may occur. The Eyring-Kramers formula provides an answer for the Itô's equation. Here the authors generalize this Eyring-Hramers formula for a more general class of stochastic differential equations referred to as Freidlin-Wentzell equation.
      0 references
      Eyring-Kramers formula
      0 references
      Freidlin-Wentzell theory
      0 references
      transport equation
      0 references
      stochastic differential equation
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references