Metastable dynamics of Markov processes. Part 3/3.
Channel: Nils Berglund
Date: 22/12/2021

This is part 3 of a series of three lectures on metastable dynamics of Markov processes, given at the 2021 Winter School on Stochastic Dynamics of the International Research Training Group (IRTG) Bielefeld-Seoul: https://irtg.math.uni-bielefeld.de/winterschool2021

This lecture is about reversible stochastic differential equations, in which the drift term is the gradient of a potential. It describes how potential theory can be used to obtain sharp estimates on mean transition times between metastable states. The second part of the lecture is about an extension of these results to Allen-Cahn type stochastic PDEs.

Reversible SDEs in a double well 0:00
Potential-theoretic approach 7:43
A particle system 37:08
The 1D stochastic Allen-Cahn equation 41:29
The 2D stochastic Allen-Cahn equation 56:54

Part 2/3: https://youtu.be/-dyKkwwdV70
Part 3/3: https://youtu.be/jZ8_QyYQFVg