Publication | Open Access
Sharp estimates for metastable lifetimes in parabolic SPDEs: Kramers' law and beyond
57
Citations
30
References
2013
Year
Bistable PotentialPhysicsMetastable LifetimesNatural SciencesFormal ComputationsIntegrable ProbabilityStochastic CalculusStochastic Dynamical SystemLevy ProcessProbability TheoryNonlinear Hyperbolic ProblemSharp EstimatesParabolic SpdesTransition TimesStochastic Differential Equation
We prove a Kramers-type law for metastable transition times for a class of one-dimensional parabolic stochastic partial differential equations (SPDEs) with bistable potential. The expected transition time between local minima of the potential energy depends exponentially on the energy barrier to overcome, with an explicit prefactor related to functional determinants. Our results cover situations where the functional determinants vanish owing to a bifurcation, thereby rigorously proving the results of formal computations announced in a previous work. The proofs rely on a spectral Galerkin approximation of the SPDE by a finite-dimensional system, and on a potential-theoretic approach to the computation of transition times in finite dimension.
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