Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues

Anton Bovier; Véronique Gayrard; Markus Klein

Journal of the European Mathematical Society (2005)

  • Volume: 007, Issue: 1, page 69-99
  • ISSN: 1435-9855

Abstract

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We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form ϵ Δ + F ( · ) on d or subsets of d , where F is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of the spectrum is given, up to multiplicative errors tending to one, by the eigenvalues of the classical capacity matrix of the array of capacitors made of balls of radius ϵ centered at the positions of the local minima of F . We also get very precise uniform control on the corresponding eigenfunctions. Moreover, these eigenvalues can be identified with the same precision with the inverse mean metastable exit times from each minimum. In [BEGK3] it was proven that these mean times are given, again up to multiplicative errors that tend to one, by the classical Eyring–Kramers formula.

How to cite

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Bovier, Anton, Gayrard, Véronique, and Klein, Markus. "Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues." Journal of the European Mathematical Society 007.1 (2005): 69-99. <http://eudml.org/doc/277203>.

@article{Bovier2005,
abstract = {We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form $−\epsilon \Delta +\nabla F(\cdot )\nabla $ on $\mathbb \{R\}^d$ or subsets of $\mathbb \{R\}^d$, where $F$ is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of the spectrum is given, up to multiplicative errors tending to one, by the eigenvalues of the classical capacity matrix of the array of capacitors made of balls of radius $\epsilon $ centered at the positions of the local minima of $F$. We also get very precise uniform control on the corresponding eigenfunctions. Moreover, these eigenvalues can be identified with the same precision with the inverse mean metastable exit times from each minimum. In [BEGK3] it was proven that these mean times are given, again up to multiplicative errors that tend to one, by the classical Eyring–Kramers formula.},
author = {Bovier, Anton, Gayrard, Véronique, Klein, Markus},
journal = {Journal of the European Mathematical Society},
keywords = {metastability; diffusion processes; spectral theory; potential theory; capacity; exit times; metastability; diffusion processes; spectral theory; potential theory; capacity; exit times},
language = {eng},
number = {1},
pages = {69-99},
publisher = {European Mathematical Society Publishing House},
title = {Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues},
url = {http://eudml.org/doc/277203},
volume = {007},
year = {2005},
}

TY - JOUR
AU - Bovier, Anton
AU - Gayrard, Véronique
AU - Klein, Markus
TI - Metastability in reversible diffusion processes II: precise asymptotics for small eigenvalues
JO - Journal of the European Mathematical Society
PY - 2005
PB - European Mathematical Society Publishing House
VL - 007
IS - 1
SP - 69
EP - 99
AB - We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form $−\epsilon \Delta +\nabla F(\cdot )\nabla $ on $\mathbb {R}^d$ or subsets of $\mathbb {R}^d$, where $F$ is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of the spectrum is given, up to multiplicative errors tending to one, by the eigenvalues of the classical capacity matrix of the array of capacitors made of balls of radius $\epsilon $ centered at the positions of the local minima of $F$. We also get very precise uniform control on the corresponding eigenfunctions. Moreover, these eigenvalues can be identified with the same precision with the inverse mean metastable exit times from each minimum. In [BEGK3] it was proven that these mean times are given, again up to multiplicative errors that tend to one, by the classical Eyring–Kramers formula.
LA - eng
KW - metastability; diffusion processes; spectral theory; potential theory; capacity; exit times; metastability; diffusion processes; spectral theory; potential theory; capacity; exit times
UR - http://eudml.org/doc/277203
ER -

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