IDEAS home Printed from https://ideas.repec.org/a/nat/natcom/v15y2024i1d10.1038_s41467-024-50938-1.html
   My bibliography  Save this article

Long-term memory induced correction to Arrhenius law

Author

Listed:
  • A. Barbier-Chebbah

    (Université de Paris, CNRS
    CNRS/UPMC)

  • O. Bénichou

    (CNRS/UPMC)

  • R. Voituriez

    (CNRS/UPMC
    CNRS/UPMC)

  • T. Guérin

    (CNRS/University of Bordeaux)

Abstract

The Kramers escape problem is a paradigmatic model for the kinetics of rare events, which are usually characterized by Arrhenius law. So far, analytical approaches have failed to capture the kinetics of rare events in the important case of non-Markovian processes with long-term memory, as occurs in the context of reactions involving proteins, long polymers, or strongly viscoelastic fluids. Here, based on a minimal model of non-Markovian Gaussian process with long-term memory, we determine quantitatively the mean FPT to a rare configuration and provide its asymptotics in the limit of a large energy barrier E. Our analysis unveils a correction to Arrhenius law, induced by long-term memory, which we determine analytically. This correction, which we show can be quantitatively significant, takes the form of a second effective energy barrier $$E^{\prime} \,

Suggested Citation

  • A. Barbier-Chebbah & O. Bénichou & R. Voituriez & T. Guérin, 2024. "Long-term memory induced correction to Arrhenius law," Nature Communications, Nature, vol. 15(1), pages 1-7, December.
  • Handle: RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-50938-1
    DOI: 10.1038/s41467-024-50938-1
    as

    Download full text from publisher

    File URL: https://www.nature.com/articles/s41467-024-50938-1
    File Function: Abstract
    Download Restriction: no

    File URL: https://libkey.io/10.1038/s41467-024-50938-1?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. M. S. Santhanam & Holger Kantz, 2008. "Return interval distribution of extreme events and long term memory," Papers 0803.1706, arXiv.org.
    2. Jean-Philippe Bouchaud & Rama Cont, 1998. "A Langevin approach to stock market fluctuations and crashes," Science & Finance (CFM) working paper archive 500027, Science & Finance, Capital Fund Management.
    3. Armin Bunde & Ulf Büntgen & Josef Ludescher & Jürg Luterbacher & Hans von Storch, 2013. "Is there memory in precipitation?," Nature Climate Change, Nature, vol. 3(3), pages 174-175, March.
    4. Jakob T. Bullerjahn & Sebastian Sturm & Klaus Kroy, 2014. "Theory of rapid force spectroscopy," Nature Communications, Nature, vol. 5(1), pages 1-10, December.
    5. N. Levernier & M. Dolgushev & O. Bénichou & R. Voituriez & T. Guérin, 2019. "Survival probability of stochastic processes beyond persistence exponents," Nature Communications, Nature, vol. 10(1), pages 1-7, December.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Xi, Yanhui & Peng, Hui & Qin, Yemei & Xie, Wenbiao & Chen, Xiaohong, 2015. "Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 117(C), pages 141-153.
    2. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002. "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, vol. 2(4), pages 264-281.
    3. Choi, Jaehyung, 2012. "Spontaneous symmetry breaking of arbitrage," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3206-3218.
    4. J. Doyne Farmer, 2002. "Market force, ecology and evolution," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 11(5), pages 895-953, November.
    5. Sornette, Didier & Zhou, Wei-Xing, 2006. "Importance of positive feedbacks and overconfidence in a self-fulfilling Ising model of financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(2), pages 704-726.
    6. Pushpa Dissanayake & Teresa Flock & Johanna Meier & Philipp Sibbertsen, 2021. "Modelling Short- and Long-Term Dependencies of Clustered High-Threshold Exceedances in Significant Wave Heights," Mathematics, MDPI, vol. 9(21), pages 1-33, November.
    7. Li Lin & Didier Sornette, 2009. "Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times," Papers 0911.1921, arXiv.org.
    8. Torsten Trimborn & Philipp Otte & Simon Cramer & Maximilian Beikirch & Emma Pabich & Martin Frank, 2020. "SABCEMM: A Simulator for Agent-Based Computational Economic Market Models," Computational Economics, Springer;Society for Computational Economics, vol. 55(2), pages 707-744, February.
    9. Xie, Wen-Jie & Jiang, Zhi-Qiang & Zhou, Wei-Xing, 2014. "Extreme value statistics and recurrence intervals of NYMEX energy futures volatility," Economic Modelling, Elsevier, vol. 36(C), pages 8-17.
    10. Ausloos, Marcel & Clippe, Paulette & Miśkiewicz, Janusz & Pe¸kalski, Andrzej, 2004. "A (reactive) lattice-gas approach to economic cycles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 344(1), pages 1-7.
    11. Schmidhuber, Christof, 2021. "Trends, reversion, and critical phenomena in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 566(C).
    12. Li, Wei-Zhen & Zhai, Jin-Rui & Jiang, Zhi-Qiang & Wang, Gang-Jin & Zhou, Wei-Xing, 2022. "Predicting tail events in a RIA-EVT-Copula framework," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
    13. Zhang, Feng & Ren, Hang & Miao, Lijuan & Lei, Yadong & Duan, Mingkeng, 2019. "Simulation of daily precipitation from CMIP5 in the Qinghai-Tibet Plateau," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 15, pages 68-74.
    14. N. Levernier & T. V. Mendes & O. Bénichou & R. Voituriez & T. Guérin, 2022. "Everlasting impact of initial perturbations on first-passage times of non-Markovian random walks," Nature Communications, Nature, vol. 13(1), pages 1-7, December.
    15. Farmer, J. Doyne & Wiersema, Garbrand & Kemp, Esti, 2023. "Liquidity Spirals," INET Oxford Working Papers 2023-16, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
    16. Christof Schmidhuber, 2021. "Financial Markets and the Phase Transition between Water and Steam," Papers 2107.03857, arXiv.org, revised Dec 2021.
    17. Batac, Rene & Longjas, Anthony & Monterola, Christopher, 2012. "Statistical distributions of avalanche size and waiting times in an inter-sandpile cascade model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 616-624.
    18. Gao, Tingting & Chen, Yu, 2017. "A quantum anharmonic oscillator model for the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 468(C), pages 307-314.
    19. Rong Zhu & Daniel Canena & Mateusz Sikora & Miriam Klausberger & Hannah Seferovic & Ahmad Reza Mehdipour & Lisa Hain & Elisabeth Laurent & Vanessa Monteil & Gerald Wirnsberger & Ralph Wieneke & Robert, 2022. "Force-tuned avidity of spike variant-ACE2 interactions viewed on the single-molecule level," Nature Communications, Nature, vol. 13(1), pages 1-17, December.
    20. Opeoluwa Banwo & Fabio Caccioli & Paul Harrald & Francesca Medda, 2016. "The Effect Of Heterogeneity On Financial Contagion Due To Overlapping Portfolios," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 19(08), pages 1-20, December.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-50938-1. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.nature.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.