English

Asymptotics for scaled Kramers-Smoluchowski equations in several dimensions with general potentials

Analysis of PDEs 2018-08-29 v1 Probability

Abstract

In this paper, we generalize the results of Evans and Tabrizian, by deriving asymptotics for the time-rescaled Kramers-Smoluchowski equations, in the case of a general non-symmetric potential function with multiple wells. The asymptotic limit is described by a system of reaction-diffusion equations whose coefficients are determined by the Kramers constants at the saddle points of the potential function and the Hessians of the potential function at global minima.

Keywords

Cite

@article{arxiv.1808.09108,
  title  = {Asymptotics for scaled Kramers-Smoluchowski equations in several dimensions with general potentials},
  author = {Insuk Seo and Peyam Tabrizian},
  journal= {arXiv preprint arXiv:1808.09108},
  year   = {2018}
}

Comments

21 pages, 3 figures