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We study a class of time-inhomogeneous diffusion: the self-interacting one. We show a convergence result with a rate of convergence that does not depend on the diffusion coefficient. Finally, we establish a so-called Kramers' type law for…

Probability · Mathematics 2023-03-28 Ashot Aleksian , Pierre del Moral , Aline Kurtzmann , Julian Tugaut

We study the exit-time of a self-interacting diffusion from an open domain $G \subset \mathbb{R}^d$. In particular, we consider the equation $d{X_t} = - \left( \nabla V(X_t) + \frac{1}{t}\int_0^t\nabla F (X_t - X_s)d{s} \right) d{t} +…

Probability · Mathematics 2025-02-04 Ashot Aleksian , Aline Kurtzmann , Julian Tugaut

In this paper, we study McKean-Vlasov SDE living in $\mathbb{R}^d$ in the reversible case without assuming any type of convexity assumptions for confinement or interaction potentials. Kramers' type law for the exit-time from a domain of…

Probability · Mathematics 2023-11-01 Ashot Aleksian , Julian Tugaut

We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…

Probability · Mathematics 2022-01-26 Ashot Aleksian , Pierre Del Moral , Aline Kurtzmann , Julian Tugaut

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous…

Probability · Mathematics 2015-01-29 Nathanial Burch , Marta D'Elia , R. B. Lehoucq

We investigate exit times from domains of attraction for the motion of a self-stabilized particle traveling in a geometric (potential type) landscape and perturbed by Brownian noise of small amplitude. Self-stabilization is the effect of…

Probability · Mathematics 2008-08-28 Samuel Herrmann , Peter Imkeller , Dierk Peithmann

Spontaneous persistent motions driven by active processes play a central role to maintain the living cells far from equilibrium. In the majority of the research works, the steady state dynamics of an active system has been described in…

Statistical Mechanics · Physics 2020-07-01 Subhasish Chaki , Rajarshi Chakrabarti

We derive the equations governing the protocols minimizing the heat released by a continuous-time Markov jump process on a one-dimensional countable state space during a transition between assigned initial and final probability…

Statistical Mechanics · Physics 2021-10-15 Paolo Muratore-Ginanneschi , Carlos Mejía-Monasterio , Luca Peliti

Rare transitions between long-lived metastable states underlie a great variety of physical, chemical and biological processes. Our quantitative understanding of reactive mechanisms has been driven forward by the insights of transition state…

We consider the rate of transition for a particle between two metastable states coupled to a thermal environment for various magnitudes of the coupling strength, using the recently proposed infrequent metadynamics approach (Tiwary and…

Soft Condensed Matter · Physics 2016-05-04 Pratyush Tiwary , B. J. Berne

Contours associated to many interesting low-temperature statistical mechanics models (2D Ising model, (2+1)D SOS interface model, etc) can be described as self-interacting and self-avoiding walks on $\mathbb Z^2$. When the model is defined…

Probability · Mathematics 2015-06-22 Dmitry Ioffe , Senya Shlosman , Fabio Lucio Toninelli

In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…

Dynamical Systems · Mathematics 2018-02-08 Getachew K. Befekadu

In this paper, we derive a precise estimate for the mean extinction time of the contact process with a fixed infection rate on a star graph with $N$ leaves. Specifically, we determine not only the exponential main factor but also the exact…

Probability · Mathematics 2026-02-05 Younghun Jo

Turing's mechanism is often invoked to explain periodic patterns in nature, although direct experimental support is scarce. Turing patterns form in reaction-diffusion systems when the activating species diffuse much slower than the…

Biological Physics · Physics 2024-03-15 Lucas Menou , Chengjie Luo , David Zwicker

This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invariant domain. We demonstrate that, when the drift and…

Probability · Mathematics 2025-01-22 Ashot Aleksian , Stéphane Villeneuve

We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution…

Analysis of PDEs · Mathematics 2019-01-17 Giacomo Di Gesù , Tony Lelièvre , Dorian Le Peutrec , Boris Nectoux

This paper demonstrates a lower and upper solution method to investigate the asymptotic behaviour of the conservative reaction-diffusion systems associated with Markovian process algebra models. In particular, we have proved the uniform…

Performance · Computer Science 2022-11-18 Jie Ding , Ruiming Ma , Zhigui Lin , Zhi Ling

We study dynamical behaviors of one-dimensional stochastic lattice gases with repulsive interactions whose span can be arbitrary large. We endow the system with a zero-temperature dynamics, so that the hops to empty sites which would have…

Statistical Mechanics · Physics 2015-06-15 P. L. Krapivsky

Finding the mean time it takes for a particle to escape from a meta-stable state due to thermal fluctuations is a fundamental problem in physics, chemistry and biology. For weak thermal noise, the mean escape time is captured by the…

Statistical Mechanics · Physics 2024-03-27 Vishwajeet Kumar , Arnab Pal , Ohad Shpielberg

In this paper we develop a metastability theory for a class of stochastic reaction-diffusion equations exposed to small multiplicative noise. We consider the case where the unperturbed reaction-diffusion equation features multiple…

Probability · Mathematics 2020-12-16 Michael Salins , Konstantinos Spiliopoulos
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