A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations - Archive ouverte HAL
Pré-Publication, Document De Travail Année : 2022

A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations

Résumé

The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These asymptotic are considered in a peculiar framework where diffusions evolve in a double-wells landscape where collisions manifest due to the combined action of the Brownian motions driving each diffusion and the action of a selfstabilizing kernel. As the Brownian effects vanish, we show that first collision-times grow at an explicit exponential rate and that the related collision-locations persist at a special point in space. These results are mainly obtained by linking collision phenomena for diffusion processes with exit-time problems of random perturbed dynamical systems, and by exploiting Freidlin-Wentzell's LDP approach to solve these exit-time problems. Importantly, we consider two distinctive situations: the one-dimensional case (where true collisions can be directly studied) and the general multidimensional case (where collisions are required to be enlarged).
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Dates et versions

hal-03693252 , version 1 (10-06-2022)

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  • HAL Id : hal-03693252 , version 1

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Jean-François Jabir, Julian Tugaut. A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations. 2022. ⟨hal-03693252⟩
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