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Sharp asymptotics of the first exit point density

Abstract : 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 within the state, the exit event can be modeled using a jump Markov process parametrized with the Eyring-Kramers formula, in the small temperature regime $h \to 0$. We provide in particular sharp asymptotic estimates on the exit distribution which demonstrate the importance of the prefactors in the Eyring-Kramers formula. Numerical experiments indicate that the geometric assumptions we need to perform our analysis are likely to be necessary. These results also hold starting from deterministic initial conditions within the well which are sufficiently small in energy. From a modelling viewpoint, this gives a rigorous justification of the transition state theory and the Eyring-Kramers formula, which are used to relate the overdamped Langevin dynamics (a continuous state space Markov dynamics) to kinetic Monte Carlo or Markov state models (discrete state space Markov dynamics). From a theoretical viewpoint, our analysis paves a new route to study the exit event from a metastable state for a stochastic process.
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Contributor : Tony Lelièvre Connect in order to contact the contributor
Submitted on : Wednesday, June 28, 2017 - 7:04:16 AM
Last modification on : Friday, July 8, 2022 - 10:08:09 AM

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Giacomo Di Gesù, Tony Lelièvre, Dorian Le Peutrec, Boris Nectoux. Sharp asymptotics of the first exit point density. Annals of PDE, Springer, 2019, 5 (1), pp.5. ⟨10.1007/s40818-019-0059-2⟩. ⟨hal-01548737⟩



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