Dorian Le Peutrec

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20162023

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math.PR2023

Exit time and principal eigenvalue of non-reversible elliptic diffusions

Dorian Le Peutrec, Laurent Michel, Boris Nectoux

In this work, we analyse the metastability of non-reversible diffusion processes $d X_{t} = b (X_{t}) d t + h d B_{t}$ on a bounded domain $Ω$ when $b$ admits the d…

math.PR2022

Eyring-Kramers exit rates for the overdamped Langevin dynamics: the case with saddle points on the boundary

Tony Lelièvre, Dorian Le Peutrec, Boris Nectoux

Let $(X_{t})_{t \geq 0}$ be the stochastic process solution to the overdamped Langevin dynamics $d X_{t} = - \nabla f (X_{t}) d t + h d B_{t}$ and let $Ω \subset R^{d}$ be the ba…