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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}
}

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38 pages