Stability of the overdamped Langevin equation in double-well potential
Nikola Sandri\'c

TL;DR
This paper analyzes the stability properties of the overdamped Langevin equation in a double-well potential, identifying stable and unstable equilibria and establishing conditions for stability in general diffusion processes.
Contribution
It introduces generalized stability conditions for diffusion processes, extending classical results and providing detailed analysis of the Langevin equation in double-well potentials.
Findings
Identification of stable and unstable equilibria
Conditions for stability of diffusion processes
Rate of convergence to stable equilibria
Abstract
In this article, we discuss stability of the one-dimensional overdamped Lange\-vin equation in double-well potential. We determine unstable and stable equilibria, and discuss the rate of convergence to stable ones. Also, we derive conditions for stability of general diffusion processes which generalize the classical and well-known results of Khasminskii 2012.
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Taxonomy
TopicsStochastic processes and statistical mechanics · stochastic dynamics and bifurcation · Markov Chains and Monte Carlo Methods
