Sharp asymptotics of the first exit point density

DOI10.1007/S40818-019-0059-2MaRDI QIDQ2273642zbMATH OpenOpenAlexWikidataFDO

Authors Giacomo Di Gesù, Dorian Le Peutrec, Boris Nectoux, Tony Lelièvre

Publication date 24 September 2019

Published in Annals of PDE (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.08728

zbMATH Keywords

semi-classical analysisexit problemEyring-Kramers formulaWitten Laplacianskinetic Monte Carlo modelsmetastable stochastic process

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We consider the exit event from a metastable state for the overdamped Langevin dynamics $d{X}_t=-ablaf(X_t)dt+sqrthd{B}_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution within the state, the exit event can be modeled using a jump Markov process parametrized with the Eyring-Kramers formula, in the small temperature regime $ho0$. We provide in particular sharp asymptotic estimates on the exit distribution which demonstrate the importance of the prefactors in the Eyring-Kramers formula. Numerical experiments indicate that the geometric assumptions we need to perform our analysis are likely to be necessary. These results also hold starting from deterministic initial conditions within the well which are sufficiently low in energy. From a modelling viewpoint, this gives a rigorous justification of the transition state theory and the Eyring-Kramers formula, which are used to relate the overdamped Langevin dynamics (a continuous state space Markov dynamics) to kinetic Monte Carlo or Markov state models (discrete state space Markov dynamics). From a theoretical viewpoint, our analysis paves a new route to study the exit event from a metastable state for a stochastic process.

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