期刊名称:Latin American Journal of Probability and Mathematical Statistics
电子版ISSN:1980-0436
出版年度:2013
卷号:X
页码:359-389
出版社:Instituto Nacional De Matemática Pura E Aplicada
摘要:Motivated by some numerical observations on molecular dynamics simulations,we analyze metastable trajectories in a very simple setting, namely pathsgenerated by a one-dimensional overdamped Langevin equation for a double wellpotential. Specifically, we are interested in so-called reactive paths, namely trajectorieswhich leave definitely one well and reach the other one. The aim of thispaper is to precisely analyze the distribution of the lengths of reactive paths in thelimit of small temperature, and to compare the theoretical results to numerical resultsobtained by a Monte Carlo method, namely the multi-level splitting approach(see C´erou et al. (2011)).