The exit from a metastable state: Concentration of the exit point distribution on the low energy saddle points, part 1

Research output: Contribution to journalArticlepeer-review

Abstract

We consider the first exit point distribution from a bounded domain Ω of the stochastic process (Xt)t≥0 solution to the overdamped Langevin dynamics dXt=−∇f(Xt)dt+hdBt starting from the quasi-stationary distribution in Ω. In the small temperature regime (h→0) and under rather general assumptions on f (in particular, f may have several critical points in Ω), it is proven that the support of the distribution of the first exit point concentrates on some points realizing the minimum of f on ∂Ω. Some estimates on the relative likelihood of these points are provided. The proof relies on tools from semi-classical analysis.

Original languageEnglish
Pages (from-to)242-306
Number of pages65
JournalJournal des Mathematiques Pures et Appliquees
Volume138
DOIs
Publication statusPublished - 1 Jun 2020
Externally publishedYes

Keywords

  • Exit problem
  • Overdamped Langevin
  • Semi-classical analysis
  • Small temperature regime

Fingerprint

Dive into the research topics of 'The exit from a metastable state: Concentration of the exit point distribution on the low energy saddle points, part 1'. Together they form a unique fingerprint.

Cite this