Freidlin-Wentzell collision-laws between self-stabilizing diffusions

Abstract

The present work investigates the asymptotic behaviours at the zero-noise limit of the first near collision-time and first near collision-location between a pair of independent $d$-dimensional Brownian-driven self-stabilizing (McKean-Vlasov type) diffusions. These asymptotic are considered in a peculiar setting where the systems evolve in a bi-stable landscape and collisions are only triggered by the combined action of the Brownian noises. As the Brownian perturbations fade away, we show that the near collision-time increases at an explicit exponential rate and that related collision-locations persist in specific regions of the space. These results are mainly derived by tailoring classical Freidlin-Wentzell's exit-time (and exit-location) estimates into collision estimates. Similar asymptotic are established for related mean-field interacting particle system approximation, and for the one-dimensional case (where true collisions can be examined