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I. Seo

Publications and source records attributed to I. Seo.

3 recordsLinked to original sources

A Resolvent Approach to Metastability

We provide a necessary and sufficient condition for the metastability of a Markov chain, expressed in terms of a property of the solutions of the resolvent equation. As an application of this result, we prove the metastability of reversible, critical zero-range processes starting from a configuration.

math.PR

Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes

We present two variational formulae for the capacity in the context of non-selfadjoint elliptic operators. The minimizers of these variational problems are expressed as solutions of boundary-value elliptic equations. We use these principles to provide a sharp estimate for the transition times between two different wells for non-reversible diffusion processes. This estimate permits to describe the metastable behavior of the system.

math.PR

Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions

We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation for the pre-factor, we compute the capacities between disjoint sets, and we prove the metastable behavior of the process among the deepest wells following the martingale approach. We also present a bound for the probability that a Markov process hits a set before some fixed time in terms of the capacity of an enlarged process.

math.PR