Sharp asymptotics of metastable transition times for one dimensional SPDEs
Probability
2012-01-24 v1
Abstract
We consider a class of parabolic semi-linear stochastic partial differential equations driven by space-time white noise on a compact space interval. Our aim is to obtain precise asymptotics of the transition times between metastable states. A version of the so-called Eyring-Kramers Formula is proven in an infinite dimensional setting. The proof is based on a spatial finite difference discretization of the stochastic partial differential equation. The expected transition time is computed for the finite dimensional approximation and controlled uniformly in the dimension.
Keywords
Cite
@article{arxiv.1201.4440,
title = {Sharp asymptotics of metastable transition times for one dimensional SPDEs},
author = {Florent Barret},
journal= {arXiv preprint arXiv:1201.4440},
year = {2012}
}
Comments
38 pages