Reducing exit-times of diffusions with repulsive interactions
| Autor: | de Raynal, Paul-Eric Chaudru, Duong, Manh Hong, Monmarché, Pierre, Tomašević, Milica, Tugaut, Julian |
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| Rok vydání: | 2021 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times 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. Comment: 25 pages |
| Databáze: | arXiv |
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