Let $r: S\times S\to \bb R_+$ be the jump rates of an irreducible random walk on a finite set $S$, reversible with respect to some probability measure $m$. For $α>1$, let $g: \bb N\to \bb R_+$ be given by $g(0)=0$, $g(1)=1$, $g(k) = (k/k-1)^α$, $k\ge 2$. Consider a zero range process on $S$ in which a particle jumps from a site $x$, occupied by $k$ particles, to a site $y$ at rate $g(k) r(x,y)$. Let $N$ stand for the total number of particles. In the stationary state, as $N\uparrow\infty$, all particles but a finite number accumulate on one single site. We show in this article that in the time scale $N^{1+α}$ the site which concentrates almost all particles evolves as a random walk on $S$ whose transition rates are proportional to the capacities of the underlying random walk.
The main contribution of the current study is two-fold. First, we investigate the energy landscape of the Ising and Potts models on finite two-dimensional lattices without external fields in the low temperature regime. The complete analysis of the energy landscape of these models was unknown because of its complicated plateau saddle structure between the ground states. We characterize this structure completely in terms of a random walk on the set of sub-trees of a ladder graph. Second, we provide a considerable simplification of the well-known potential-theoretic approach to metastability. In …
Consider a sequence of continuous-time Markov chains $(X^{(n)}_t:t\ge 0)$ evolving on a fixed finite state space $V$. Let $I_n$ be the level two large deviations rate functional for $X^{(n)}_t$, as $t\to\infty$. Under a hypothesis on the jump rates, we prove that $I_n$ can be written as $I_n = I^{(0)} \,+\, \sum_{1\le p\le q} (1/θ^{(p)}_n) \, I^{(p)}$ for some rate functionals $I^{(p)}$. The weights $θ^{(p)}_n$ correspond to the time-scales at which the sequence of Markov chains $X^{(n)}_t$ exhibit a metastable behavior, and the zero level sets of the rate functionals $I^{(p)}$ identify the me…
Motivated by the study of the metastable stochastic Ising model at subcritical temperature and in the limit of a vanishing magnetic field, we extend the notion of ($κ$, $λ$)-capacities between sets, as well as the associated notion of soft-measures, to the case of overlapping sets. We recover their essential properties, sometimes in a stronger form or in a simpler way, relying on weaker hypotheses. These properties allow to write the main quantities associated with reversible metastable dynamics, e.g. asymptotic transition and relaxation times, in terms of objects that are associated with two-…
In this article, we perform quantitative analyses of metastable behavior of an interacting particle system known as the inclusion process. For inclusion processes, it is widely believed that the system nucleates the condensation of particles because of the attractive nature of the interaction mechanism. The metastable behavior of the inclusion processes corresponds to the movement of the condensate on a suitable time scale, and the computation of the corresponding time scale and the characterization of the scaling limit of the condensate motion are the main problems in the study of metastabili…
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 …
A Graph-Algorithmic Approach for the Study of Metastability in Markov Chains
具有指数小转移率的大型连续时间马尔可夫链出现在物理、化学和生物学中的复杂系统建模中。我们提出了一个建设性的图形算法的方法来确定一个给定的马尔可夫链的定性行为的变化的关键时间尺度的序列，并给出了一个有效的描述他们每个人的动态。这种方法是有效的时间可逆和时间不可逆的马尔可夫过程，或不对称。该方法的核心是两个图算法，算法1和算法2，用于获得临界时标的序列和典型的过渡图或T-图的层次结构，分别指示系统{无对称性和有对称性}中最可能的过渡。{临界}时标序列包括特征值的{实部}倒数的子序列。在一定的假设下，我们证明尖锐的渐近估计特征值（包括前因子），并显示如何可以提取它们从算法1的输出。我们讨论了算法1和算法2之间的关系，并解释了如果算法1而不是算法2应用于对称性的情况下，如何解释算法1的输出。最后，我们分析了一个由R. D. Astumian的动力学模型，一种分子马达，通过算法2。
In this article, we prove the Eyring-Kramers formula for non-reversible metastable diffusion processes that have a Gibbs invariant measure. Our result indicates that non-reversible processes exhibit faster metastable transitions between neighborhoods of local minima, compared to the reversible process considered in [Bovier, Eckhoff, Gayrard, and Klein, J. Eur. Math. Soc. 6: 399-424, 2004]. Therefore, by adding non-reversibility to the model, we can indeed accelerate the metastable transition. Our proof is based on the potential theoretic approach to metastability through accurate estimation of…
In this article, we investigate the condensation phenomena for a class of nonreversible zero-range processes on a fixed finite set. By establishing a novel inequality bounding the capacity between two sets, and by developing a robust framework to perform quantitative analysis on the metastability of non-reversible processes, we prove that the condensed site of the corresponding zero-range processes approximately behaves as a Markov chain on the underlying graph whose jump rate is proportional to the capacity with respect to the underlying random walk. The results presented in the current paper…
This article is a lecture note on the potential theory of (possibly non-reversible) Markov processes and on the connection of this theory with quantitative analysis of the metastability of stochastic processes.
In this work, we analyse the metastability of non-reversible diffusion processes $$dX_t=\boldsymbol{b}(X_t)dt+\sqrt h\,dB_t$$ on a bounded domain $Ω$ when $\mathbf{b}$ admits the decomposition $\mathbf{b}=-(\nabla f+\mathbf{\ell})$ and $\nabla f \cdot \mathbf{\ell}=0$. In this setting, we first show that, when $h\to 0$, the principal eigenvalue of the generator of $(X_t)_{t\ge 0}$ with Dirichlet boundary conditions on the boundary $\partialΩ$ of $Ω$ is exponentially close to the inverse of the mean exit time from $Ω$, uniformly in the initial conditions $X_0=x$ within the compacts of $Ω$. The …
We consider the problem of metastability for stochastic reversible dynamics with exponentially small transition probabilities. We generalize previous results in several directions. We give an estimate of the spectral gap of the transition matrix and of the mixing time of the associated dynamics in terms of the maximal stability level. These model-independent results hold in particular for a large class of Probabilistic Cellular Automata (PCA), which we then focus on. We consider the PCA in a finite volume, at small and fixed magnetic field, and in the limit of vanishing temperature. This model…
We study measures on random partitions, arising from condensing stochastic particle systems with stationary product distributions. We provide fairly general conditions on the stationary weights, which lead to Poisson-Dirichlet statistics of the condensed phase in the thermodynamic limit. The Poisson-Dirichlet distribution is known to be the unique reversible measure of split-merge dynamics for random partitions, which we use to characterize the limit law. We also establish concentration results for the macroscopic phase, using size-biased sampling techniques and the equivalence of ensembles to…
