Precise asymptotics of small eigenvalues of reversible diffusions in the metastable regime

DOI10.1214/009117904000000991MaRDI QIDQ2497215zbMATH OpenOpenAlexFDO

Authors Michael Eckhoff

Publication date 3 August 2006

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0503600

zbMATH Keywords

capacitydiffusion processexit problemground-state splittinglarge deviationsmetastabilityPerron-Frobenius eigenvaluespotential theoryrelaxation timereversibilitysemiclassical limitWitten's Laplace

Mathematics Subject Classification ID

Harmonic, subharmonic, superharmonic functions on other spaces (31C05) Potentials and capacities on other spaces (31C15) Estimates of eigenvalues in context of PDEs (35P15) Asymptotic distributions of eigenvalues in context of PDEs (35P20) PDEs with randomness, stochastic partial differential equations (35R60) Diffusion processes and stochastic analysis on manifolds (58J65) Large deviations (60F10) Diffusion processes (60J60)

Abstract: We investigate the close connection between metastability of the reversible diffusion process X defined by the stochastic differential equation dX_t=-

abla F(X_t) dt+sqrt2epsilon dW_t,qquad epsilon >0, and the spectrum near zero of its generator -L_{epsilon}equiv epsilon Delta - abla Fcdot

abla, where F:R^d o R and W denotes Brownian motion on R^d. For generic F to each local minimum of F there corresponds a metastable state. We prove that the distribution of its rescaled relaxation time converges to the exponential distribution as epsilon downarrow 0 with optimal and uniform error estimates. Each metastable state can be viewed as an eigenstate of L_{epsilon} with eigenvalue which converges to zero exponentially fast in 1/epsilon. Modulo errors of exponentially small order in 1/epsilon this eigenvalue is given as the inverse of the expected metastable relaxation time. The eigenstate is highly concentrated in the basin of attraction of the corresponding trap.

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