Reducing exit-times of diffusions with repulsive interactions

DOI10.1051/PS/2023012MaRDI QIDQ6133928zbMATHOpenAlexFDO

Authors Paul-Eric Chaudru De Raynal, Manh Hong Duong, Pierre Monmarché, Milica Tomašević, Julian Tugaut

Publication date 21 August 2023

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.13230

zbMATH Keywords

large deviationsKramer's lawexit-time problemself-interacting nonlinear diffusion

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed to be convex, which means that this result covers cases where the exit-time for the interacting process is smaller than the exit-time for the associated non-interacting process. The technique of the proof is based on the fact that, under an appropriate contraction condition, the interacting process is conveniently coupled with a non-interacting (linear) Markov process where the interacting law is replaced by a constant Dirac mass at the fixed point of the deterministic zero-temperature process.

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(6)

• Measure-dependent non-linear diffusions with superlinear drifts: asymptotic behaviour of the first exit-times
• Wasserstein contraction for the stochastic Morris-Lecar neuron model
• Time-uniform log-Sobolev inequalities and applications to propagation of chaos
• A diffusion-anti-diffusion phase transition
• Self-interacting diffusions: long-time behaviour and exit-problem in the uniformly convex case
• Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity

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