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Metastability in a continuous mean-field model at low temperature and strong interaction

Author

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  • Bashiri, K.
  • Menz, G.

Abstract

We consider a system of N∈N mean-field interacting stochastic differential equations that are driven by Brownian noise and a single-site potential of the form z↦z4∕4−z2∕2. The strength of the noise is measured by a small parameter ε>0 (which we interpret as the temperature), and we suppose that the strength of the interaction is given by J>0. Choosing the empirical mean (P:RN→R, Px=1∕N∑ixi) as the macroscopic order parameter for the system, we show that the resulting macroscopic Hamiltonian has two global minima, one at −mε⋆<0 and one at mε⋆>0. Following this observation, we are interested in the average transition time of the system to P−1(mε⋆), when the initial configuration is drawn according to a probability measure (the so-called last-exit distribution), which is supported around the hyperplane P−1(−mε⋆). Under the assumption of strong interaction, J>1, the main result is a formula for this transition time, which is reminiscent of the celebrated Eyring–Kramers formula (see Bovier et al. (2004)) up to a multiplicative error term that tends to 1 as N→∞ and ε↓0. The proof is based on the potential-theoretic approach to metastability.

Suggested Citation

  • Bashiri, K. & Menz, G., 2021. "Metastability in a continuous mean-field model at low temperature and strong interaction," Stochastic Processes and their Applications, Elsevier, vol. 134(C), pages 132-173.
  • Handle: RePEc:eee:spapps:v:134:y:2021:i:c:p:132-173
    DOI: 10.1016/j.spa.2020.12.007
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    References listed on IDEAS

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    1. Bashiri, K. & Bovier, A., 2020. "Gradient flow approach to local mean-field spin systems," Stochastic Processes and their Applications, Elsevier, vol. 130(3), pages 1461-1514.
    2. Herrmann, S. & Tugaut, J., 2010. "Non-uniqueness of stationary measures for self-stabilizing processes," Stochastic Processes and their Applications, Elsevier, vol. 120(7), pages 1215-1246, July.
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