Date
Mon, 24 Feb 2020
Time
14:15 - 15:15
Location
L3
Speaker
NILS BERGLUND
Organisation
Universite d'Orleans


Stochastic processes subject to weak noise often show a metastable
behaviour, meaning that they converge to equilibrium extremely slowly;
typically, the convergence time is exponentially large in the inverse
of the variance of the noise (Arrhenius law).
  
In the case of finite-dimensional Ito stochastic differential
equations, the large-deviation theory developed in the 1970s by
Freidlin and Wentzell allows to prove such Arrhenius laws and compute
their exponent. Sharper asymptotics for relaxation times, including the
prefactor of the exponential term (Eyring–Kramers laws) are known, for
instance, if the stochastic differential equation involves a gradient
drift term and homogeneous noise. One approach that has been very
successful in proving Eyring–Kramers laws, developed by Bovier,
Eckhoff, Gayrard and Klein around 2005, relies on potential theory.
  
I will describe Eyring–Kramers laws for some parabolic stochastic PDEs
such as the Allen–Cahn equation on the torus. In dimension 1, an
Arrhenius law was obtained in the 1980s by Faris and Jona-Lasinio,
using a large-deviation principle. The potential-theoretic approach
allows us to compute the prefactor, which turns out to involve a
Fredholm determinant. In dimensions 2 and 3, the equation needs to be
renormalized, which turns the Fredholm determinant into a
Carleman–Fredholm determinant.
  
Based on joint work with Barbara Gentz (Bielefeld), and with Ajay
Chandra (Imperial College), Giacomo Di Gesù (Vienna) and Hendrik Weber
(Warwick). 

References: 
https://dx.doi.org/10.1214/EJP.v18-1802
https://dx.doi.org/10.1214/17-EJP60

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