English

Exit time and principal eigenvalue of non-reversible elliptic diffusions

Probability 2023-03-14 v1 Spectral Theory

Abstract

In this work, we analyse the metastability of non-reversible diffusion processes dXt=b(Xt)dt+hdBtdX_t=\boldsymbol{b}(X_t)dt+\sqrt h\,dB_t on a bounded domain Ω\Omega when b\mathbf{b} admits the decomposition b=(f+)\mathbf{b}=-(\nabla f+\mathbf{\ell}) and f=0\nabla f \cdot \mathbf{\ell}=0. In this setting, we first show that, when h0h\to 0, the principal eigenvalue of the generator of (Xt)t0(X_t)_{t\ge 0} with Dirichlet boundary conditions on the boundary Ω\partial\Omega of Ω\Omega is exponentially close to the inverse of the mean exit time from Ω\Omega, uniformly in the initial conditions X0=xX_0=x within the compacts of Ω\Omega. The asymptotic behavior of the law of the exit time in this limit is also obtained. The main novelty of these first results follows from the consideration of non-reversible elliptic diffusions whose associated dynamical systems X˙=b(X)\dot X=\mathbf{b}(X) admit equilibrium points on Ω\partial\Omega. In a second time, when in addition ÷=0\div \mathbf{\ell} =0, we derive a new sharp asymptotic equivalent in the limit h0h\to 0 of the principal eigenvalue of the generator of the process and of its mean exit time from Ω\Omega. Our proofs combine tools from large deviations theory and from semiclassical analysis, and truly relies on the notion of quasi-stationary distribution.

Keywords

Cite

@article{arxiv.2303.06971,
  title  = {Exit time and principal eigenvalue of non-reversible elliptic diffusions},
  author = {Dorian Le Peutrec and Laurent Michel and Boris Nectoux},
  journal= {arXiv preprint arXiv:2303.06971},
  year   = {2023}
}
R2 v1 2026-06-28T09:13:43.316Z