Metastability and time scales for parabolic equations with drift 1: the first time scale

Consider the elliptic operator given by $$\mathscr{L}_{\epsilon}f= {b} \cdot \nabla f + \epsilon \Delta f$$ for some smooth vector field $b\colon \mathbb R^d \to\mathbb R^d$ and a small parameter $\epsilon>0$. Consider the initial-valued problem $$\left\{ \begin{aligned} &\partial_ t u_\epsilon = \mathscr L_\epsilon u_\epsilon,\\ &u_\epsilon (0, \cdot) = u_0(\cdot), \end{aligned} \right.$$ for some bounded continuous function $u_0$. Denote by $\mathcal M_0$ the set of critical points of $b$ which are stable stationary points for the ODE $\dot x (t) = b (x(t))$. Under the hypothesis that $\mathcal M_0$ is finite and $b = -(\nabla U + \ell)$, where $\ell$ is a divergence-free field orthogonal to $\nabla U$, the main result of this article states that there exist a time-scale $\theta^{(1)}_\epsilon$, $\theta^{(1)}_\epsilon \to \infty$ as $\epsilon \rightarrow 0$, and a Markov semigroup $\{p_t : t\ge 0\}$ defined on $\mathcal M_0$ such that $$\lim_{\epsilon\to 0} u_\epsilon (t\theta^{(1)}_\epsilon, x) =\sum_{m'\in \mathcal M_0} p_t(m, m')\, u_0( m'),$$ for all $t>0$ and $x$ in the domain of attraction of $m$ for the ODE $\dot{x}(t)= b( x(t))$. The time scale $\theta^{(1)}$ is critical in the sense that, for all time scale $\varrho_\epsilon$ such that $\varrho_\epsilon \to \infty$, $\varrho_\epsilon/\theta^{(1)}_\epsilon \to 0$, $$\lim_{\epsilon\to 0} u_\epsilon (\varrho_\epsilon, x)=u_0(m)$$ for all $x \in \mathcal D(m)$. Namely, $\theta_\epsilon^{(1)}$ is the first scale at which the solution to the initial-valued problem starts to change. In a companion paper [Landim, Lee, Seo, forthcoming] we extend this result finding all critical time-scales at which the solution $u_\epsilon$ evolves smoothly in time and we show that the solution $u_\epsilon$ is expressed in terms of the semigroup of some Markov chain taking values in sets formed by unions of critical points of $b$.