Repartition of the quasi-stationary distribution and first exit point density for a double-well potential
Abstract
Let f : R d R be a smooth function and (Xt) t0 be the stochastic process solution to the overdamped Langevin dynamics dXt = ----f (Xt)dt + \sqrt h dBt. Let R d be a smooth bounded domain and assume that f | is a double-well potential with degenerate barriers. In this work, we study in the small temperature regime, i.e. when h 0 + , the asymptotic repartition of the quasi-stationary distribution of (Xt) t0 in within the two wells of f | . We show that this distribution generically concentrates in precisely one well of f | when h 0 + but can nevertheless concentrate in both wells when f | admits sufficient symmetries. This phenomenon corresponds to the so-called tunneling effect in semiclassical analysis. We also investigate in this setting the asymptotic behaviour when h 0 + of the first exit point distribution from of (Xt) t0 when X0 is distributed according to the quasi-stationary distribution. 1 Setting and results 1.1 Quasi-stationary distribution and purpose of this work Let (X t) t0 be the stochastic process solution to the overdamped Langevin dynamics in R d : dX t = ----f (X t)dt + \sqrt h dB t , (1) where f : R d R is the potential (chosen C in all this work), h > 0 is the temperature and (B t) t0 is a standard d-dimensional Brownian motion. Let be a C bounded open and connected subset of R d and introduce = inf{t 0 | X t / } the first exit time from . A quasi-stationary distribution for the process (1) on is a probability measure h on such that, when X 0 h , it holds for any time t > 0 and any Borel set A , P(X t A | t < ) = h (A).
Keywords
Cite
@article{arxiv.1902.06304,
title = {Repartition of the quasi-stationary distribution and first exit point density for a double-well potential},
author = {Dorian Le Peutrec and Boris Nectoux},
journal= {arXiv preprint arXiv:1902.06304},
year = {2019}
}