English

The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points, part 2

Analysis of PDEs 2020-12-16 v1 Mathematical Physics math.MP Probability

Abstract

We consider the first exit point distribution from a bounded domain Ω\Omega of the stochastic process (Xt)t0(X_t)_{t\ge 0} solution to the overdamped Langevin dynamics dXt=f(Xt)dt+h dBtd X_t = -\nabla f(X_t) d t + \sqrt{h} \ d B_t starting from deterministic initial conditions in Ω\Omega, under rather general assumptions on ff (for instance, ff may have several critical points in Ω\Omega). This work is a continuation of the previous paper \cite{DLLN-saddle1} where the exit point distribution from Ω\Omega is studied when X0X_0 is initially distributed according to the quasi-stationary distribution of (Xt)t0(X_t)_{t\ge 0} in Ω\Omega. The proofs are based on analytical results on the dependency of the exit point distribution on the initial condition, large deviation techniques and results on the genericity of Morse functions.

Keywords

Cite

@article{arxiv.2012.08311,
  title  = {The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points, part 2},
  author = {Tony Lelièvre and Dorian Le Peutrec and Boris Nectoux},
  journal= {arXiv preprint arXiv:2012.08311},
  year   = {2020}
}