Reducing exit-times of diffusions with repulsive interactions

  • Paul Eric Chaudru De Raynal
  • , Manh Hong Duong
  • , Pierre Monmarché
  • , Milica Tomašević
  • , Julian Tugaut

Research output: Contribution to journalArticlepeer-review

Abstract

In this work we prove a Kramers'type law for the low-temperature behavior of the exittimes from a metastable state for a class of self-interacting nonlinear diffusion processes. Contrary to previous works, the interaction is not assumed to be convex, which means that this result covers cases where the exit-time for the interacting process is smaller than the exit-time for the associated non-interacting process. The technique of the proof is based on the fact that, under an appropriate contraction condition, the interacting process is conveniently coupled with a non-interacting (linear) Markov process where the interacting law is replaced by a constant Dirac mass at the fixed point of the deterministic zero-temperature process.

Original languageEnglish
Pages (from-to)723-748
Number of pages26
JournalESAIM - Probability and Statistics
Volume27
DOIs
Publication statusPublished - 1 Jan 2023

Keywords

  • Exit-time problem
  • Kramer's law
  • Large deviations
  • Self-interacting nonlinear diffusion

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