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The Eyring-Kramers formula for Poincaré and logarithmic Sobolev inequalities / Die Eyring-Kramer-Formel für Poincaré- und logarithmische Sobolev-UngleichungenSchlichting, André 14 November 2012 (has links) (PDF)
The topic of this thesis is a diffusion process on a potential landscape which is given by a smooth Hamiltonian function in the regime of small noise. The work provides a new proof of the Eyring-Kramers formula for the Poincaré inequality of the associated generator of the diffusion. The Poincaré inequality characterizes the spectral gap of the generator and establishes the exponential rate of convergence towards equilibrium in the L²-distance. This result was first obtained by Bovier et. al. in 2004 relying on potential theory.
The presented approach in the thesis generalizes to obtain also asymptotic sharp estimates of the constant in the logarithmic Sobolev inequality. The optimal constant in the logarithmic Sobolev inequality characterizes the convergence rate to equilibrium with respect to the relative entropy, which is a stronger distance as the L²-distance and slightly weaker than the L¹-distance. The optimal constant has here no direct spectral representation.
The proof makes use of the scale separation present in the dynamics. The Eyring-Kramers formula follows as a simple corollary from the two main results of the work: The first one shows that the associated Gibbs measure restricted to a basin of attraction has a good Poincaré and logarithmic Sobolev constants providing the fast convergence of the diffusion to metastable states. The second main ingredient is a mean-difference estimate. Here a weighted transportation distance is used. It contains the main contribution to the Poincaré and logarithmic Sobolev constant, resulting from exponential long waiting times of jumps between metastable states of the diffusion.
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Analyse spectrale et analyse semi-classique pour l'étude de la métastabilité en dynamique moléculaire / Spectral analysis and semi-classical analysis for metastability in molecular dynamicsNectoux, Boris 20 November 2017 (has links)
Dans cette thèse, nous étudions le comportement asymptotique précis à basse température de l’événement de sortie d'un domaine métastable $Omegasubset mathbb R^d$ (point de sortie et temps de sortie) pour le processus de Langevin sur amorti. En pratique, le processus de Langevin sur amorti peut par exemple simuler l'évolution des positions des atomes d'une molécule ou la diffusion d'impuretés interstitielles dans un cristal. Nos résultats principaux concernent le comportement asymptotique précis de la distribution de la loi du point de sortie de $Omega$. Dans la limite d'une petite température, ces résultats permettent de justifier l'utilisation de la formule d'Eyring-Kramers pour modéliser les événements de sortie de $Omega$. La loi d'Eyring-Kramers est par exemple utilisée pour calculer les taux de transition entre les états d'un système dans un algorithme de Monte-Carlo cinétique afin de simuler efficacement les différents états visités par le système. L'analyse repose de manière essentielle sur la distribution quasi stationnaire associée au processus de Langevin sur amorti dans $Omega$. Nos preuves utilisent des outils d'analyse semi-classique. La thèse se décompose en trois chapitres indépendants. Le premier chapitre (rédigé en français) est une introduction aux résultats obtenus. Les deux autres chapitres (rédigées en anglais) sont consacrés aux énoncés mathématiques / This thesis is dedicated to the study of the sharp asymptotic behaviour in the low temperature regime of the exit event from a metastable domain $Omegasubset mathbb R^d$ (exit point and exit time) for the overdamped Langevin process. In practice, the overdamped Langevin dynamics can be used to describe for example the motion of the atoms of a molecule or the diffusion of interstitial impurities in a crystal. The obtention of sharp asymptotic approximations of the first exit point density in the small temperature regime is the main result of this thesis. These results justify the use of the Eyring-Kramers law to model the exit event. The Eyring-Kramers law is used for example to compute the transition rates between the states of a system in a kinetic Monte-Carlo algorithm in order to sample efficiently the state-to-state dynamics. The cornerstone of our analysis is the quasi stationary distribution associated with the overdamped Langevin dynamics in $Omega$. The proofs are based on tools from semi-classical analysis. This thesis is divided into three independent chapters. The first chapter (in French) is dedicated to an introduction to the mathematical results. The other two chapters (in English) are devoted to the precise statements and proofs
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Semiclassical spectral analysis of discrete Witten LaplaciansDi Gesù, Giacomo January 2012 (has links)
A discrete analogue of the Witten Laplacian on the n-dimensional integer
lattice is considered. After rescaling of the operator and the lattice size we
analyze the tunnel effect between different wells, providing sharp asymptotics
of the low-lying spectrum. Our proof, inspired by work of B. Helffer,
M. Klein and F. Nier in continuous setting, is based on the construction of
a discrete Witten complex and a semiclassical analysis of the corresponding
discrete Witten Laplacian on 1-forms. The result can be reformulated in
terms of metastable Markov processes on the lattice. / In dieser Arbeit wird auf dem n-dimensionalen Gitter der ganzen Zahlen ein Analogon des Witten-Laplace-Operatoren eingeführt. Nach geeigneter Skalierung des Gitters und des Operatoren analysieren wir den Tunneleffekt zwischen verschiedenen Potentialtöpfen und erhalten vollständige Aymptotiken für das tiefliegende Spektrum. Der Beweis (nach Methoden, die von B. Helffer, M. Klein und F. Nier im Falle des kontinuierlichen Witten-Laplace-Operatoren entwickelt wurden) basiert auf der Konstruktion eines diskreten Witten-Komplexes und der Analyse des zugehörigen Witten-Laplace-Operatoren auf 1-Formen. Das Resultat
kann im Kontext von metastabilen Markov Prozessen auf dem Gitter reformuliert werden und ermöglicht scharfe Aussagen über metastabile Austrittszeiten.
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The Eyring-Kramers formula for Poincaré and logarithmic Sobolev inequalities / Die Eyring-Kramer-Formel für Poincaré- und logarithmische Sobolev-UngleichungenSchlichting, André 25 October 2012 (has links)
The topic of this thesis is a diffusion process on a potential landscape which is given by a smooth Hamiltonian function in the regime of small noise. The work provides a new proof of the Eyring-Kramers formula for the Poincaré inequality of the associated generator of the diffusion. The Poincaré inequality characterizes the spectral gap of the generator and establishes the exponential rate of convergence towards equilibrium in the L²-distance. This result was first obtained by Bovier et. al. in 2004 relying on potential theory.
The presented approach in the thesis generalizes to obtain also asymptotic sharp estimates of the constant in the logarithmic Sobolev inequality. The optimal constant in the logarithmic Sobolev inequality characterizes the convergence rate to equilibrium with respect to the relative entropy, which is a stronger distance as the L²-distance and slightly weaker than the L¹-distance. The optimal constant has here no direct spectral representation.
The proof makes use of the scale separation present in the dynamics. The Eyring-Kramers formula follows as a simple corollary from the two main results of the work: The first one shows that the associated Gibbs measure restricted to a basin of attraction has a good Poincaré and logarithmic Sobolev constants providing the fast convergence of the diffusion to metastable states. The second main ingredient is a mean-difference estimate. Here a weighted transportation distance is used. It contains the main contribution to the Poincaré and logarithmic Sobolev constant, resulting from exponential long waiting times of jumps between metastable states of the diffusion.
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