On the behavior of diffusion processes with traps

DOI10.1214/16-AOP1134MaRDI QIDQ1681604zbMATH OpenOpenAlexFDO

Authors Mark Freidlin, Leonid Koralov, Alexander D. Wentzell

Publication date 24 November 2017

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1510.05187, https://projecteuclid.org/euclid.aop/1506132036

zbMATH Keywords

large deviationsexit problemmetastable distributionsnonstandard boundary problem

Mathematics Subject Classification ID

Large deviations (60F10) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Boundary value problems for second-order elliptic equations (35J25)

Abstract: We consider processes that coincide with a given diffusion process outside a finite collection of domains. In each of the domains, there is, additionally, a large drift directed towards the interior of the domain. We describe the limiting behavior of the processes as the magnitude of the drift tends to infinity, and thus the domains become trapping, with the time to exit the domains being exponentially large. In particular, in exponential time scales, metastable distributions between the trapping regions are considered.

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Cited in

(11)

• Diffusion in the presence of cells with semi-permeable membranes
• Long and intermediate time regimes in diffusion-limited reactions with imperfect trapping
• On diffusions in media with pockets of large diffusivity
• Conditioned, quasi-stationary, restricted measures and escape from metastable states
• Metastable distributions of Markov chains with rare transitions
• On the critical value of the coupling constant in exterior elliptic problems
• On stochastic perturbations of slowly changing dynamical systems
• Brownian motion in trapping enclosures: steep potential wells, bistable wells and false bistability of induced Feynman–Kac (well) potentials
• On the long-time behavior of a perturbed conservative system with degeneracy
• From continuous-time random walks to controlled-diffusion reaction
• The two-parametric scaling and new temporal asymptotic of survival probability of diffusing particle in the medium with traps

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