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Dipartimento di Matematica ''F. Casorati''

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Metastable regimes of diffusion processes

Prof. Mauro Mariani, HSE, Mosca.

Aula Beltrami, Dipartimento di Matematica - Tuesday, May 7, 2019 h.14:00


Abstract. I will discuss a classical example featuring a metastable behavior: finite-dimensional diffusion processes in the vanishing noise limit. Exponential estimates have been introduced fifty years ago by Freidlin and Wentzell. Recent developments in potential theory and variational convergence allowed a refinement of those results. I will focus on the non-reversible case, with motivations coming from MonteCarlo methods.

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Dipartimento di Matematica ''F. Casorati''

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