• search hit 20 of 23
Back to Result List

Metastability in reversible diffusion processes : I. Sharp asymptotics for capacities and exit times

  • We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form -epsilonDelta+ delF(.) del on R-d or subsets of R-d, where F is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of F can be related, up to multiplicative errors that tend to one as epsilon down arrow 0, to the capacities of suitably constructed sets. We show that these capacities can be computed, again up to multiplicative errors that tend to one, in terms of local characteristics of F at the starting minimum and the relevant saddle points. As a result, we are able to give the first rigorous proof of the classical Eyring - Kramers formula in dimension larger than 1. The estimates on capacities make use of their variational representation and monotonicity properties of Dirichlet forms. The methods developed here are extensions of our earlier work on discrete MarkovWe develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form -epsilonDelta+ delF(.) del on R-d or subsets of R-d, where F is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of F can be related, up to multiplicative errors that tend to one as epsilon down arrow 0, to the capacities of suitably constructed sets. We show that these capacities can be computed, again up to multiplicative errors that tend to one, in terms of local characteristics of F at the starting minimum and the relevant saddle points. As a result, we are able to give the first rigorous proof of the classical Eyring - Kramers formula in dimension larger than 1. The estimates on capacities make use of their variational representation and monotonicity properties of Dirichlet forms. The methods developed here are extensions of our earlier work on discrete Markov chains to continuous diffusion processesshow moreshow less

Export metadata

Additional Services

Search Google Scholar Statistics
Metadaten
Author details:Anton Bovier, Michael Eckhoff, Veronique Gayrard, Markus KleinGND
ISSN:1435-9855
Publication type:Article
Language:English
Year of first publication:2004
Publication year:2004
Release date:2017/03/24
Source:Journal of the European Mathematical Society. - ISSN 1435-9855. - 6 (2004), 4, S. 399 - 424
Organizational units:Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik
Peer review:Referiert
Accept ✔
This website uses technically necessary session cookies. By continuing to use the website, you agree to this. You can find our privacy policy here.