The Eyring-Kramers law for potentials with nonquadratic saddles

MaRDI QIDQ3099301zbMATHFDO

Authors Nils Berglund, Barbara Gentz

Publication date 1 December 2011

Full work available at URL https://arxiv.org/abs/0807.1681

zbMATH Keywords

large deviationsstochastic differential equationsmetastabilitypotential theorypitchfork bifurcationcapacitiestransition timessubexponential asymptoticsWentzell-Freidlin theoryexit problemsmost probable transition path

Mathematics Subject Classification ID

Diffusion processes (60J60) Discrete-time Markov processes on general state spaces (60J05) Potentials and capacities on other spaces (31C15) Generation, random and stochastic difference and differential equations (37H10) Probabilistic potential theory (60J45)

Abstract: The Eyring-Kramers law describes the mean transition time of an overdamped Brownian particle between local minima in a potential landscape. In the weak-noise limit, the transition time is to leading order exponential in the potential difference to overcome. This exponential is corrected by a prefactor which depends on the principal curvatures of the potential at the starting minimum and at the highest saddle crossed by an optimal transition path. The Eyring-Kramers law, however, does not hold whenever one of these principal curvatures vanishes, since it would predict a vanishing or infinite transition time. We derive the correct prefactor up to multiplicative errors that tend to one in the zero-noise limit. As an illustration, we discuss the case of a symmetric pitchfork bifurcation, in which the prefactor can be expressed in terms of modified Bessel functions, as well as bifurcations with two vanishing eigenvalues. The corresponding transition times are studied in a full neighbourhood of the bifurcation point. These results extend work by Bovier, Eckhoff, Gayrard and Klein, who rigorously analysed the case of quadratic saddles, using methods from potential theory.

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(28)

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• The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps

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