Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
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Publication:730134
Abstract: In the small noise regime, the average transition time between metastable states of a reversible diffusion process is described at the logarithmic scale by Arrhenius' law. The Eyring-Kramers formula classically provides a subexponential prefactor to this large deviation estimate. For irreversible diffusion processes, the equivalent of Arrhenius' law is given by the Freidlin-Wentzell theory. In this paper, we compute the associated prefactor and thereby generalise the Eyring-Kramers formula to irreversible diffusion processes. In our formula, the role of the potential is played by Freidlin-Wentzell's quasipotential, and a correction depending on the non-Gibbsianness of the system along the instanton is highlighted. Our analysis relies on a WKB analysis of the quasistationary distribution of the process in metastable regions, and on a probabilistic study of the process in the neighbourhood of saddle-points of the quasipotential.
The authors are dealing with the equilibrium systems which can be described by the overdamped diffusion of a particle in \(\mathbb R^d\) driven by the standard (Itô's) stochastic differential equation. In such problems it is of interest to define the time scale at which transitions between different metastable states may occur. The Eyring-Kramers formula provides an answer for the Itô's equation. Here the authors generalize this Eyring-Hramers formula for a more general class of stochastic differential equations referred to as Freidlin-Wentzell equation.
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