Jump Markov models and transition state theory: the Quasi-Stationary Distribution approach

Abstract

We are interested in the connection between a metastable continuous state space Markov process (satisfying e.g. the Langevin or overdamped Langevin equation) and a jump Markov process in a discrete state space. More precisely, we use the notion of quasi-stationary distribution within a metastable state for the continuous state space Markov process to parametrize the exit event from the state. This approach is useful to analyze and justify methods which use the jump Markov process underlying a metastable dynamics as a support to efficiently sample the state-to-state dynamics (accelerated dynamics techniques). Moreover, it is possible by this approach to quantify the error on the exit event when the parametrization of the jump Markov model is based on the Eyring-Kramers formula. This therefore provides a mathematical framework to justify the use of transition state theory and the Eyring-Kramers formula to build kinetic Monte Carlo or Markov state models.

arXiv comment14 pages

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• Absorption kinetics of vacancies by cavities in Aluminum: numerical characterization of sink strengths and first-passage statistics through Krylov subspace projection and eigenvalue deflation
• Spectral Analysis of Discrete Metastable Diffusions
• Reducing metastable continuous-space Markov chains to Markov chains on a finite set
• Demystification of Entangled Mass Action Law
• Learn Quasi-stationary Distributions of Finite State Markov Chain