Abstract
Motivated by some numerical observations on molecular dynamics simulations, we analyze metastable trajectories in a very simple setting, namely paths generated by a one-dimensional overdamped Langevin equation for a double well potential. Specifically, we are interested in so-called reactive paths, namely trajectories which leave definitely one well and reach the other one. The aim of this paper is to precisely analyze the distribution of the lengths of reactive paths in the limit of small temperature, and to compare the theoretical results to numerical results obtained by a Monte Carlo method, namely the multi-level splitting approach (see Cérou et al. (2011)).
| Original language | English |
|---|---|
| Pages (from-to) | 359-389 |
| Number of pages | 31 |
| Journal | Alea (Rio de Janeiro) |
| Volume | 10 |
| Issue number | 1 |
| Publication status | Published - 1 Jan 2013 |
| Externally published | Yes |
Keywords
- Gumbel distribution
- Reactive path
- h-transform
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