4.2 Article

Sharp asymptotics of metastable transition times for one dimensional SPDEs

Publisher

INST MATHEMATICAL STATISTICS
DOI: 10.1214/13-AIHP575

Keywords

Metastability; Metastable transition time; Parabolic stochastic partial differential equations; Reaction-diffusion equations; Stochastic Allen-Cahn equations; Eyring-Kramers formula

Funding

  1. ANR MANEGE

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We consider a class of parabolic semi-linear stochastic partial differential equations driven by space-time white noise on a compact space interval. Our aim is to obtain precise asymptotics of the transition times between metastable states. A version of the so-called Eyring-Kramers formula is proven in an infinite dimensional setting. The proof is based on a spatial finite difference discretization of the stochastic partial differential equation. The expected transition time is computed for the finite dimensional approximation and controlled uniformly in the dimension.

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