Mean exit time for the overdamped Langevin process: the case with critical points on the boundary

DOI10.1080/03605302.2021.1897841zbMATH Open1483.31032OpenAlexW3143464287MaRDI QIDQ5012783FDOQ5012783

Authors: Boris Nectoux 

Publication date: 25 November 2021

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605302.2021.1897841

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zbMATH Keywords

mean exit timeEyring-Kramers formulasoverdamped Langevin process

Mathematics Subject Classification ID

Diffusion processes (60J60) Estimates of eigenvalues in context of PDEs (35P15) Potentials and capacities on other spaces (31C15)

Cites Work

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Cited In (11)

• Pathwise estimates for an effective dynamics
• Asymptotic analysis of mean exit time for dynamical systems with a single well potential
• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I
• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II
• Exit time and principal eigenvalue of non-reversible elliptic diffusions
• Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit
• Correction to: ``Mean exit time for the overdamped Langevin process: the case with critical points on the boundary
• Sharp asymptotics of the first exit point density
• Exit event from a metastable state and Eyring-Kramers law for the overdamped Langevin dynamics
• Non-reversible metastable diffusions with Gibbs invariant measure. II: Markov chain convergence
• Sharp estimate of the mean exit time of a bounded domain in the zero white noise limit

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