Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula

DOI10.1007/S00440-021-01102-ZzbMATH Open1489.82059arXiv2008.08291OpenAlexW3051042143MaRDI QIDQ2128100FDOQ2128100

Authors: Jungkyoung Lee, Insuk Seo 

Publication date: 21 April 2022

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between neighborhoods of local minima, compared to the reversible process considered in [Bovier, Eckhoff, Gayrard, and Klein, J. Eur. Math. Soc. 6: 399-424, 2004]. Therefore, by adding non-reversibility to the model, we can indeed accelerate the metastable transition. Our proof is based on the potential theoretic approach to metastability through accurate estimation of the capacity between metastable valleys. We carry out this estimation by developing a novel method to compute the sharp asymptotics of the capacity without relying on variational principles such as the Dirichlet principle or the Thomson principle.

Full work available at URL: https://arxiv.org/abs/2008.08291

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zbMATH Keywords

diffusion processesEyring-Kramers formula

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Brownian motion (60J65) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (13)

• Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions
• The Eyring-Kramers law for Markovian jump processes with symmetries
• Exit time and principal eigenvalue of non-reversible elliptic diffusions
• Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
• Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
• Metastability from the large deviations point of view: a \(\varGamma\)-expansion of the level two large deviations rate functional of non-reversible finite-state Markov chains
• Metastability and time scales for parabolic equations with drift. I: The first time scale
• Metastable \(\Gamma \)-expansion of finite state Markov chains level two large deviations rate functions
• Scaling limit of small random perturbation of dynamical systems
• Non-reversible metastable diffusions with Gibbs invariant measure. II: Markov chain convergence
• Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations
• Metastability of Nonreversible Random Walks in a Potential Field and the Eyring‐Kramers Transition Rate Formula
• Energy landscape and metastability of stochastic Ising and Potts models on three-dimensional lattices without external fields

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