Reducing exit-times of diffusions with repulsive interactions
Probability
2021-10-27 v1
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.
Cite
@article{arxiv.2110.13230,
title = {Reducing exit-times of diffusions with repulsive interactions},
author = {Paul-Eric Chaudru de Raynal and Manh Hong Duong and Pierre Monmarché and Milica Tomašević and Julian Tugaut},
journal= {arXiv preprint arXiv:2110.13230},
year = {2021}
}
Comments
25 pages