Brownian motion in trapping enclosures: Steep potential wells, bistable wells and false bistability of induced Feynman-Kac (well) potentials

DOI10.1088/1751-8121/AB91D4zbMATH Open1519.60096arXiv1906.06694MaRDI QIDQ6320568FDOQ6320568

Authors: Piotr Garbaczewski, Mariusz Żaba 

Publication date: 16 June 2019

Abstract: We investigate signatures of convergence for a sequence of diffusion processes on a line, in conservative force fields stemming from superharmonic potentials $U(x)sim{x}^m$, $m=2ngeq2$. This is paralleled by a transformation of each $m$-th diffusion generator $L=DDelta+b(x)abla$, and likewise the related Fokker-Planck operator $L^{\ast }=DDelta-abla[b(x),cdot]$, into the affiliated Schr"{o}dinger one $hatH=-DDelta+calV(x)$. Upon a proper adjustment of operator domains, the dynamics is set by semigroups $exp(tL)$, $exp(t{L}_{\ast })$ and $exp(-thatH)$, with $tgeq0$. The Feynman-Kac integral kernel of $exp(-thatH)$ is the major building block of the relaxation process transition probability density, from which $L$ and $L^{*}$ actually follow. The spectral "closeness" of the pertinent $hatH$ and the Neumann Laplacian $-Delt{a}_{calN}$ in the interval is analyzed for $m$ even and large. As a byproduct of the discussion, we give a detailed description of an analogous affinity, in terms of the $m$-family of operators $hatH$ with a priori chosen $calV(x)sim{x}^m$, when $hatH$ becomes spectrally "close" to the Dirichlet Laplacian $-Delt{a}_{calD}$ for large $m$. For completness, a somewhat puzzling issue of the absence of negative eigenvalues for $hatH$ with a bistable-looking potential $calV(x)=a{x}^{2m-2}-b{x}^{m-2},a,b,>0,m>2$ has been addressed.

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Brownian motion (60J65)

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