31 research outputs found

    Non-reversible Metastable Diffusions with Gibbs Invariant Measure II: Markov Chain Convergence

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    This article considers a class of metastable non-reversible diffusion processes whose invariant measure is a Gibbs measure associated with a Morse potential. In a companion paper [32], we proved the Eyring-Kramers formula for the corresponding class of metastable diffusion processes. In this article, we further develop this result by proving that a suitably time-rescaled metastable diffusion process converges to a Markov chain on the deepest metastable valleys. This article is also an extension of [45], which considered the same problem for metastable reversible diffusion processes. Our proof is based on the recently developed resolvent approach to metastability.Comment: 39 pages, 4 figures (the article is significantly revised at 2022-07-20; the resolvent approach is used to simplify the argument

    Analysis of Metastable Behavior via Solutions of Poisson Equations (Stochastic Analysis on Large Scale Interacting Systems)

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    "Stochastic Analysis on Large Scale Interacting Systems". November 5-8, 2018. edited by Ryoki Fukushima, Tadahisa Funaki, Yukio Nagahata, Hirofumi Osada and Kenkichi Tsunoda. The papers presented in this volume of RIMS Kôkyûroku Bessatsu are in final form and refereed.We herein review the recent progress on the study of metastability based on the analysis of solutions of Poisson equations related to the generators of the underlying metastable dynamics. This review paper is based on the joint work with Claudio Landim [24] and Fraydoun Rezakhanlou [26]

    Scaling limit of two-component interacting Brownian motions

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    Metastability and time scales for parabolic equations with drift 1: the first time scale

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    Consider the elliptic operator given by Lεf=bf+εΔf \mathscr{L}_εf= {b} \cdot \nabla f + εΔf for some smooth vector field b ⁣:RdRd b\colon \mathbb R^d \to\mathbb R^d and a small parameter ε>0ε>0. Consider the initial-valued problem {tuε=Lεuε,uε(0,)=u0(), \left\{ \begin{aligned} &\partial_ t u_ε= \mathscr L_εu_ε,\\ &u_ε(0, \cdot) = u_0(\cdot), \end{aligned} \right. for some bounded continuous function u0u_0. Denote by M0\mathcal M_0 the set of critical points of bb which are stable stationary points for the ODE x˙(t)=b(x(t))\dot x (t) = b (x(t)). Under the hypothesis that M0\mathcal M_0 is finite and b=(U+) b = -(\nabla U + \ell), where \ell is a divergence-free field orthogonal to U\nabla U, the main result of this article states that there exist a time-scale θε(1)θ^{(1)}_ε, θε(1)θ^{(1)}_ε\to \infty as ε0ε\rightarrow 0, and a Markov semigroup {pt:t0}\{p_t : t\ge 0\} defined on M0\mathcal M_0 such that limε0uε(tθε(1),x)=m2˘7M0pt(m,m2˘7)u0(m2˘7), \lim_{ε\to 0} u_ε(tθ^{(1)}_ε, x) =\sum_{m\u27\in \mathcal M_0} p_t(m, m\u27)\, u_0( m\u27), for all t>0t>0 and x x in the domain of attraction of mm for the ODE x˙(t)=b(x(t))\dot{x}(t)= b( x(t)). The time scale θ(1)θ^{(1)} is critical in the sense that, for all time scale ϱε\varrho_ε such that ϱε\varrho_ε\to \infty, ϱε/θε(1)0\varrho_ε/θ^{(1)}_ε\to 0, limε0uε(ϱε,x)=u0(m) \lim_{ε\to 0} u_ε(\varrho_ε, x)=u_0(m) for all xD(m)x \in \mathcal D(m). Namely, θε(1)θ_ε^{(1)} is the first scale at which the solution to the initial-valued problem starts to change. In a companion paper [Landim, Lee, Seo, forthcoming] we extend this result finding all critical time-scales at which the solution uεu_ε evolves smoothly in time and we show that the solution uεu_ε is expressed in terms of the semigroup of some Markov chain taking values in sets formed by unions of critical points of bb.60 pages, 3 figure

    Metastability of Ising and Potts models without external fields in large volumes at low temperatures

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    In this article, we investigate the energy landscape and metastable behavior of the Ising and Potts models on two-dimensional square or hexagonal lattices in the low temperature regime, especially in the absence of an external magnetic field. The energy landscape of these models without an external field is known to have a huge and complex saddle structure between ground states. In the small volume regime where the lattice is finite and fixed, the aforementioned complicated saddle structure has been successfully analyzed in [20] for two or three dimensional square lattices when the inverse temperature tends to infinity. In this article, we consider the large volume regime where the size of the lattice grows to infinity. We first establish an asymptotically sharp threshold such that the ground states are metastable if and only if the inverse temperature is larger than the threshold in a suitable sense. Then, we carry out a detailed analysis of the energy landscape and rigorously establish the Eyring-Kramers formula when the inverse temperature is sufficiently larger than the previously mentioned sharp threshold. The proof relies on detailed characterization of dead-ends appearing in the vicinity of optimal transitions between ground states and on combinatorial estimation of the number of configurations lying on a certain energy level.Comment: 67 pages, 21 figure
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