Abstract
In molecular dynamics, several algorithms have been designed over the past few years to accelerate the sampling of the exit event from a metastable domain, that is to say the time spent and the exit point from the domain. Some of them are based on the fact that the exit event from a metastable region is well approximated by a Markov jump process. In this work, we present recent results on the exit event from a metastable region for the overdamped Langevin dynamics obtained in [22, 23, 56]. These results aim in particular at justifying the use of a Markov jump process parametrized by the Eyring-Kramers law to model the exit event from a metastable region.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Aristoff, D., Lelièvre, T.: Mathematical analysis of temperature accelerated dynamics. Multiscale Model. Simul. 12(1), 290–317 (2014)
Berglund, N.: Kramers’ law: validity, derivations and generalisations. Markov Process. Relat. Fields 19, 459–490 (2013)
Berglund, N.: Noise-induced phase slips, log-periodic oscillations, and the Gumbel distribution. Markov Process. Relat. Fields 22, 467–505 (2016)
Berglund, N., Gentz, B.: On the noise-induced passage through an unstable periodic orbit I: two-level model. J. Stat. Phys. 114(5–6), 1577–1618 (2004)
Berglund, N., Gentz, B.: On the noise-induced passage through an unstable periodic orbit II: general case. SIAM J. Math. Anal. 46(1), 310–352 (2014)
Bovier, A., Eckhoff, M., Gayrard, V., Klein, M.: Metastability in reversible diffusion processes. I. Sharp asymptotics for capacities and exit times. J. Eur. Math. Soc. (JEMS) 6, 399–424 (2004)
Bovier, A., Gayrard, V., Klein, M.: Metastability in reversible diffusion processes. II. Precise asymptotics for small eigenvalues. J. Eur. Math. Soc. (JEMS) 7, 69–99 (2005)
Cameron, M.: Computing the asymptotic spectrum for networks representing energy landscapes using the minimum spanning tree. Netw. Heterog. Media 9(3), 383–416 (2014)
Champagnat, N., Villemonais, D.: General criteria for the study of quasi-stationarity. ArXiv preprint arXiv:1712.08092 (2017)
Chandrasekhar, S.: Stochastic problems in physics and astronomy. Rev. Mod. Phys. 15(1), 1 (1943)
Davies, E.B.: Dynamical stability of metastable states. J. Funct. Anal. 46(3), 373–386 (1982)
Davies, E.B.: Metastable states of symmetric Markov semigroups I. Proc. London Math. Soc. 45(3), 133–150 (1982)
Davies, E.B.: Metastable states of symmetric Markov semigroups II. J. London Math. Soc. 26(3), 541–556 (1982)
Day, M.V.: On the exponential exit law in the small parameter exit problem. Stochastics 8(4), 297–323 (1983)
Day, M.V.: On the asymptotic relation between equilibrium density and exit measure in the exit problem. Stoch. Int. J. Probab. Stoch. Process. 12(3–4), 303–330 (1984)
Day, M.V.: Recent progress on the small parameter exit problem. Stoch. Int. J. Probab. Stoch. Process. 20(2), 121–150 (1987)
Day, M.V.: Conditional exits for small noise diffusions with characteristic boundary. Ann. Probab. 20(3), 1385–1419 (1992)
Day, M.V.: Exit cycling for the van der Pol oscillator and quasipotential calculations. J. Dyn. Diff. Equat. 8(4), 573–601 (1996)
Day, M.V.: Mathematical approaches to the problem of noise-induced exit. In: McEneaney, W.M., Yin, G.G., Zhang, Q. (eds.) Stochastic Analysis, Control, Optimization and Applications, pp. 269–287. Birkhäuser, Boston (1999)
Devinatz, A., Friedman, A.: Asymptotic behavior of the principal eigenfunction for a singularly perturbed Dirichlet problem. Indiana Univ. Math. J. 27, 143–157 (1978)
Devinatz, A., Friedman, A.: The asymptotic behavior of the solution of a singularly perturbed Dirichlet problem. Indiana Univ. Math. J. 27(3), 527–537 (1978)
Di Gesù, G., Lelièvre, T., Le Peutrec, D., Nectoux, B.: Sharp asymptotics of the first exit point density. Ann. PDE 5(1) (2019). https://link.springer.com/journal/40818/5/1
Di Gesù, G., Lelièvre, T., Le Peutrec, D., Nectoux, B.: The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. ArXiv preprint arXiv:1902.03270 (2019)
Eckhoff, M.: Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime. Ann. Probab. 33(1), 244–299 (2005)
Fan, Y., Yip, S., Yildiz, B.: Autonomous basin climbing method with sampling of multiple transition pathways: application to anisotropic diffusion of point defects in hcp Zr. J. Phys. Condens. Matter 26, 365402 (2014)
Freidlin, M.I., Wentzell, A.D.: Random Perturbations of Dynamical Systems. Springer, Heidelberg (1984)
Galves, A., Olivieri, E., Vares, M.E.: Metastability for a class of dynamical systems subject to small random perturbations. Ann. Probab. 15(4), 1288–1305 (1987)
Gol’dshtein, V., Mitrea, I., Mitrea, M.: Hodge decompositions with mixed boundary conditions and applications to partial differential equations on Lipschitz manifolds. J. Math. Sci. 172(3), 347–400 (2011)
Hänggi, P., Talkner, P., Borkovec, M.: Reaction-rate theory: fifty years after Kramers. Rev. Mod. Phys. 62(2), 251–342 (1990)
Helffer, B., Klein, M., Nier, F.: Quantitative analysis of metastability in reversible diffusion processes via a Witten complex approach. Mat. Contemp. 26, 41–85 (2004)
Helffer, B., Nier, F.: Quantitative analysis of metastability in reversible diffusion processes via a Witten complex approach: the case with boundary. Mémoire de la Société mathématique de France 105, 1–89 (2006)
Helffer, B., Sjöstrand, J.: Multiple wells in the semi-classical limit I. Comm. Partial Diff. Equat. 9(4), 337–408 (1984)
Helffer, B., Sjöstrand, J.: Multiple wells in the semi-classical limit III-Interaction through non-resonant wells. Mathematische Nachrichten 124(1), 263–313 (1985)
Helffer, B., Sjöstrand, J.: Puits multiples en limite semi-classique. II. Interaction moléculaire. Symétries. Perturbation. Annales de l’IHP Physique théorique 42(2), 127–212 (1985)
Helffer, B., Sjöstrand, J.: Puits multiples en mecanique semi-classique iv etude du complexe de Witten. Comm. Partial Diff. Equat. 10(3), 245–340 (1985)
Hérau, F., Hitrik, M., Sjöstrand, J.: Tunnel effect and symmetries for Kramers-Fokker-Planck type operators. J. Inst. Math. Jussieu 10(3), 567–634 (2011)
Holley, R.A., Kusuoka, S., Stroock, D.W.: Asymptotics of the spectral gap with applications to the theory of simulated annealing. J. Funct. Anal. 83(2), 333–347 (1989)
Jakab, T., Mitrea, I., Mitrea, M.: On the regularity of differential forms satisfying mixed boundary conditions in a class of Lipschitz domains. Indiana Univ. Math. J. 58(5), 2043–2071 (2009)
Kamin, S.: Elliptic perturbation of a first order operator with a singular point of attracting type. Indiana Univ. Math. J. 27(6), 935–952 (1978)
Kamin, S.: On elliptic singular perturbation problems with turning points. SIAM J. Math. Anal. 10(3), 447–455 (1979)
Kipnis, C., Newman, C.M.: The metastable behavior of infrequently observed, weakly random, one-dimensional diffusion processes. SIAM J. Appl. Math. 45(6), 972–982 (1985)
Kramers, H.A.: Brownian motion in a field of force and the diffusion model of chemical reactions. Physica 7(4), 284–304 (1940)
Landim, C., Mariani, M., Seo, I.: Dirichlet’s and Thomson’s principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes. Arch. Ration. Mech. Anal. 231(2), 887–938 (2019)
Le Bris, C., Lelièvre, T., Luskin, M., Perez, D.: A mathematical formalization of the parallel replica dynamics. Monte Carlo Methods Appl. 18(2), 119–146 (2012)
Le Peutrec, D.: Small eigenvalues of the Neumann realization of the semiclassical Witten Laplacian. Ann. Fac. Sci. Toulouse Math. (6) 19(3–4), 735–809 (2010)
Le Peutrec, D., Nectoux, B.: Repartition of the quasi-stationary distribution and first exit point density for a double-well potential. ArXiv preprint arXiv:1902.06304 (2019)
Marcelin, R.: Contribution à l’étude de la cinétique physico-chimique. Ann. Phys. 3, 120–231 (1915)
Mathieu, P.: Zero white noise limit through Dirichlet forms, with application to diffusions in a random medium. Probab. Theory Relat. Fields 99(4), 549–580 (1994)
Mathieu, P.: Spectra, exit times and long time asymptotics in the zero-white-noise limit. Stochastics 55(1–2), 1–20 (1995)
Matkowsky, B.J., Schuss, Z.: The exit problem for randomly perturbed dynamical systems. SIAM J. Appl. Math. 33(2), 365–382 (1977)
Matkowsky, B.J., Schuss, Z.: The exit problem: a new approach to diffusion across potential barriers. SIAM J. Appl. Math. 36(3), 604–623 (1979)
Matkowsky, B.J., Schuss, Z., Ben-Jacob, E.: A singular perturbation approach to Kramers diffusion problem. SIAM J. Appl. Math. 42(4), 835–849 (1982)
Michel, L.: About small eigenvalues of Witten Laplacian. Pure Appl. Anal. (2017, to appear)
Miclo, L.: Comportement de spectres d’opérateurs de Schrödinger à basse température. Bulletin des sciences mathématiques 119(6), 529–554 (1995)
Naeh, T., Klosek, M.M., Matkowsky, B.J., Schuss, Z.: A direct approach to the exit problem. SIAM J. Appl. Math. 50(2), 595–627 (1990)
Nectoux, B.: Analyse spectrale et analyse semi-classique pour la métastabilité en dynamique moléculaire. Ph.D. thesis, Université Paris Est (2017)
Perthame, B.: Perturbed dynamical systems with an attracting singularity and weak viscosity limits in Hamilton-Jacobi equations. Trans. Am. Math. Soc. 317(2), 723–748 (1990)
Schilder, M.: Some asymptotic formulas for Wiener integrals. Trans. Am. Math. Soc. 125(1), 63–85 (1966)
Schütte, C.: Conformational dynamics: modelling, theory, algorithm and application to biomolecules. Habilitation dissertation, Free University Berlin (1998)
Schütte, C., Sarich, M.: Metastability and Markov State Models in Molecular Dynamics. Courant Lecture Notes, vol. 24. American Mathematical Society, Providence (2013)
Sorensen, M.R., Voter, A.F.: Temperature-accelerated dynamics for simulation of infrequent events. J. Chem. Phys. 112(21), 9599–9606 (2000)
Sugiura, M.: Metastable behaviors of diffusion processes with small parameter. J. Math. Soc. Jpn. 47(4), 755–788 (1995)
Vineyard, G.H.: Frequency factors and isotope effects in solid state rate processes. J. Phys. Chem. Solids 3(1), 121–127 (1957)
Voter, A.F.: A method for accelerating the molecular dynamics simulation of infrequent events. J. Chem. Phys. 106(11), 4665–4677 (1997)
Voter, A.F.: Parallel replica method for dynamics of infrequent events. Phys. Rev. B 57(22), R13985 (1998)
Voter, A.F.: Introduction to the kinetic Monte Carlo method. In: Sickafus, K.E., Kotomin, E.A., Uberuaga, B.P. (eds.) Radiation Effects in Solids. Springer, NATO Publishing Unit, Dordrecht (2005)
Wales, D.J.: Energy Landscapes. Cambridge University Press, Cambridge (2003)
Acknowledgements
This work is supported by the European Research Council under the European Union’s Seventh Framework Programme (FP/2007–2013)/ERC Grant Agreement number 614492.
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2019 Springer Nature Switzerland AG
About this paper
Cite this paper
Lelièvre, T., Le Peutrec, D., Nectoux, B. (2019). Exit Event from a Metastable State and Eyring-Kramers Law for the Overdamped Langevin Dynamics. In: Giacomin, G., Olla, S., Saada, E., Spohn, H., Stoltz, G. (eds) Stochastic Dynamics Out of Equilibrium. IHPStochDyn 2017. Springer Proceedings in Mathematics & Statistics, vol 282. Springer, Cham. https://doi.org/10.1007/978-3-030-15096-9_9
Download citation
DOI: https://doi.org/10.1007/978-3-030-15096-9_9
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-15095-2
Online ISBN: 978-3-030-15096-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)