Repartition of the quasi-stationary distribution and first exit point density for a double-well potential

DOI10.1137/19M1246432MaRDI QIDQ5215743zbMATH OpenFDO

Authors Dorian Le Peutrec, Boris Nectoux

Publication date 13 February 2020

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1902.06304

zbMATH Keywords

double-wellmetastabilityoverdamped Langevin processquasi-stationary distributionsemiclassical analysistunneling effect

Mathematics Subject Classification ID

Schrödinger operator, Schrödinger equation (35J10) Estimates of eigenvalues in context of PDEs (35P15) Asymptotic distributions of eigenvalues in context of PDEs (35P20) PDEs in connection with statistical mechanics (35Q82) General theory of partial differential operators (47F05) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Let f : R d $ightarrow$ R be a smooth function and (Xt) t$ge$0 be the stochastic process solution to the overdamped Langevin dynamics dXt = ----f (Xt)dt + $sqrt$ h dBt. Let $Omega$ $subset$ R d be a smooth bounded domain and assume that f | $Omega$ is a double-well potential with degenerate barriers. In this work, we study in the small temperature regime, i.e. when h $ightarrow$ 0 + , the asymptotic repartition of the quasi-stationary distribution of (Xt) t$ge$0 in $Omega$ within the two wells of f | $Omega$. We show that this distribution generically concentrates in precisely one well of f | $Omega$ when h $ightarrow$ 0 + but can nevertheless concentrate in both wells when f | $Omega$ admits sufficient symmetries. This phenomenon corresponds to the so-called tunneling effect in semiclassical analysis. We also investigate in this setting the asymptotic behaviour when h $ightarrow$ 0 + of the first exit point distribution from $Omega$ of (Xt) t$ge$0 when X0 is distributed according to the quasi-stationary distribution. 1 Setting and results 1.1 Quasi-stationary distribution and purpose of this work Let (X t) t$ge$0 be the stochastic process solution to the overdamped Langevin dynamics in R d : dX t = ----f (X t)dt + $sqrt$ h dB t , (1) where f : R d $ightarrow$ R is the potential (chosen C $infty$ in all this work), h > 0 is the temperature and (B t) t$ge$0 is a standard d-dimensional Brownian motion. Let $Omega$ be a C $infty$ bounded open and connected subset of R d and introduce $au$ $Omega$ = inf{t $ge$ 0 | X t / $in$ $Omega$} the first exit time from $Omega$. A quasi-stationary distribution for the process (1) on $Omega$ is a probability measure $mu$ h on $Omega$ such that, when X 0 $sim$ $mu$ h , it holds for any time t > 0 and any Borel set A $subset$ $Omega$, P(X t $in$ A | t < $au$ $Omega$) = $mu$ h (A).

Recommendations

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• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II
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Cited in

(8)

• Small eigenvalues of the Witten Laplacian with Dirichlet boundary conditions: the case with critical points on the boundary
• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. II
• The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points. I
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• Sharp asymptotics of the first exit point density
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• Mean exit time for the overdamped Langevin process: the case with critical points on the boundary
• Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems

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