English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

Let $(X_t)_{t\ge 0}$ be the stochastic process solution to the overdampedLangevin dynamics  $$dX_t=-\nabla f(X_t) \, dt +\sqrt h \, dB_t$$ and let $\Omega \subset\mathbb R^d $ be the basin of attraction of a local minimum of $f: \mathbb R^d\to \mathbb R$. Up to a small perturbation of $\Omega$ to make it smooth, weprove that the exit rates of $(X_t)_{t\ge 0}$ from $\Omega$ through each of thesaddle points of $f$ on $\partial \Omega$ can be parametrized by the celebratedEyring-Kramers laws, in the limit $h \to 0$. This result provides firmmathematical grounds to jump Markov models which are used to model theevolution of molecular systems, as well as to some numerical methods which usethese underlying jump Markov models to efficiently sample metastabletrajectories of the overdamped Langevin dynamics.

Eyring-Kramers exit rates for the overdamped Langevin dynamics: the case with saddle points on the boundary