Exit time and principal eigenvalue of non-reversible elliptic diffusions
Abstract
In this work, we analyse the metastability of non-reversible diffusion processes on a bounded domain when admits the decomposition and . In this setting, we first show that, when , the principal eigenvalue of the generator of with Dirichlet boundary conditions on the boundary of is exponentially close to the inverse of the mean exit time from , uniformly in the initial conditions within the compacts of . 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 admit equilibrium points on . In a second time, when in addition , we derive a new sharp asymptotic equivalent in the limit of the principal eigenvalue of the generator of the process and of its mean exit time from . 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}
}