Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
From MaRDI portal
Publication:730134
DOI10.1007/S00023-016-0507-4zbMATH Open1375.82081arXiv1507.02104OpenAlexW2104176564MaRDI QIDQ730134FDOQ730134
Publication date: 23 December 2016
Published in: Annales Henri Poincaré (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1507.02104
Recommendations
- Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
- Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula
- An Eyring-Kramers law for slowly oscillating bistable diffusions
- Metastability of Nonreversible Random Walks in a Potential Field and the Eyring‐Kramers Transition Rate Formula
- The Eyring-Kramers law for potentials with nonquadratic saddles
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Brownian motion (60J65) Interface problems; diffusion-limited aggregation in time-dependent statistical mechanics (82C24)
Cites Work
- Title not available (Why is that?)
- Some regularity results on the Ventcel-Freidlin quasi-potential function
- Metastability in reversible diffusion processes. I: Sharp asymptotics for capacities and exit times
- Sharp asymptotics of metastable transition times for one dimensional SPDEs
- Kramers' law: Validity, derivations and generalisations
- The Eyring-Kramers law for potentials with nonquadratic saddles
- Random Perturbations of Dynamical Systems
- Sharp estimates for metastable lifetimes in parabolic SPDEs: Kramers law and beyond
- The Eyring-Kramers law for Markovian jump processes with symmetries
- Brownian motion in a field of force and the diffusion model of chemical reactions
- Uniform estimates for metastable transition times in a coupled bistable system
- Stability of regime-switching stochastic differential equations
- Non-classical large deviations for a noisy system with non-isolated attractors
- Accelerating diffusions
- Title not available (Why is that?)
- On the weak-noise limit of Fokker-Planck models
- Theory and applications of stochastic processes. An analytical approach
- A Dirichlet principle for non reversible Markov chains and some recurrence theorems
- Metastability for a non-reversible dynamics: the evolution of the condensate in totally asymmetric zero range processes
- Accelerating Gaussian diffusions
- Free energy computations. A mathematical perspective
- Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
- Perturbative calculation of quasi-potential in non-equilibrium diffusions: a mean-field example
- Persistence of Dynamical Systems under Random Perturbations
- Limiting Exit Location Distributions in the Stochastic Exit Problem
- Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
- Metastability of Nonreversible Random Walks in a Potential Field and the Eyring‐Kramers Transition Rate Formula
- An Eyring-Kramers law for the stochastic Allen-Cahn equation in dimension two
- The Exit Problem for Randomly Perturbed Dynamical Systems
- Small noise spectral gap asymptotics for a large system of nonlinear diffusions
- On the noise-induced passage through an unstable periodic orbit. I: Two-level model
- Observable and hidden singular features of large fluctuations in nonequilibrium systems
- Noise-induced phase slips, log-periodic oscillations, and the Gumbel distribution
- Singularities in large deviation functions
- The Exit Problem: A New Approach to Diffusion Across Potential Barriers
- On the Noise-Induced Passage through an Unstable Periodic Orbit II: General Case
- A Ray Method for the Asymptotic Solution of the Diffusion Equation
- Testing transition state theory on Kac-Zwanzig model
Cited In (43)
- Generalized mean relaxation time formalism for activated rate processes without manifest detailed balance
- Parametric Resonance for Enhancing the Rate of Metastable Transition
- Reduction of a stochastic model of gene expression: Lagrangian dynamics gives access to basins of attraction as cell types and metastabilty
- Spectral Theory for Random Poincaré Maps
- Approximate Optimal Controls via Instanton Expansion for Low Temperature Free Energy Computation
- Computing transition rates for the 1-D stochastic Ginzburg-Landau-Allen-Cahn equation for finite-amplitude noise with a rare event algorithm
- An ordered line integral method for computing the quasi-potential in the case of variable anisotropic diffusion
- Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes
- 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
- Irreversible reactions and diffusive escape: stationary properties
- Simple generalization of Kramers theory to finite barrier height in spatial diffusion regime
- A graph-algorithmic approach for the study of metastability in Markov chains
- An Eyring-Kramers law for slowly oscillating bistable diffusions
- Computing the quasipotential for nongradient SDEs in 3D
- Collapse of transitional wall turbulence captured using a rare events algorithm
- Thermalisation for small random perturbations of dynamical systems
- Computing the quasipotential for highly dissipative and chaotic SDEs an application to stochastic Lorenz'63
- Metastable transitions in inertial Langevin systems: What can be different from the overdamped case?
- A Kinetic Monte Carlo Approach for Simulating Cascading Transmission Line Failure
- Non-reversible metastable diffusions with Gibbs invariant measure. I: Eyring-Kramers formula
- Sharp spectral asymptotics for nonreversible metastable diffusion processes
- Sharp asymptotics of the first exit point density
- Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions
- Ergodicity of the infinite swapping algorithm at low temperature
- Computing return times or return periods with rare event algorithms
- Scaling limit of small random perturbation of dynamical systems
- Application of adaptive multilevel splitting to high-dimensional dynamical systems
- Large-deviation theory for a Brownian particle on a ring: a WKB approach
- Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise
- Non-reversible metastable diffusions with Gibbs invariant measure. II: Markov chain convergence
- Metastable Markov chains
- Driven interfaces: from flow to creep through model reduction
- Path integral derivation and numerical computation of large deviation prefactors for non-equilibrium dynamics through matrix Riccati equations
- Symmetries and zero modes in sample path large deviations
- Hyperbolic periodic orbits in nongradient systems and small-noise-induced metastable transitions
- Global stability properties of the climate: Melancholia states, invariant measures, and phase transitions
- Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence
- An efficient algorithm to estimate the potential barrier height from noise-induced escape time data
- Metastability of Nonreversible Random Walks in a Potential Field and the Eyring‐Kramers Transition Rate Formula
- An efficient jet marcher for computing the quasipotential for 2D SDEs. Enhancing accuracy and efficiency of quasipotential solvers
- Efficient characterisation of large deviations using population dynamics
- Metastability of non-reversible, mean-field Potts model with three spins
This page was built for publication: Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q730134)
