English

Repartition of the quasi-stationary distribution and first exit point density for a double-well potential

Analysis of PDEs 2019-11-18 v2 Mathematical Physics math.MP Probability Spectral Theory

Abstract

Let f : R d \rightarrow R be a smooth function and (Xt) t\ge0 be the stochastic process solution to the overdamped Langevin dynamics dXt = ----f (Xt)dt + \sqrt h dBt. Let Ω\Omega \subset R d be a smooth bounded domain and assume that f | Ω\Omega is a double-well potential with degenerate barriers. In this work, we study in the small temperature regime, i.e. when h \rightarrow 0 + , the asymptotic repartition of the quasi-stationary distribution of (Xt) t\ge0 in Ω\Omega within the two wells of f | Ω\Omega. We show that this distribution generically concentrates in precisely one well of f | Ω\Omega when h \rightarrow 0 + but can nevertheless concentrate in both wells when f | Ω\Omega 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 \rightarrow 0 + of the first exit point distribution from Ω\Omega of (Xt) t\ge0 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) t\ge0 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 \rightarrow R is the potential (chosen C \infty in all this work), h > 0 is the temperature and (B t) t\ge0 is a standard d-dimensional Brownian motion. Let Ω\Omega be a C \infty bounded open and connected subset of R d and introduce τ\tau Ω\Omega = inf{t \ge 0 | X t / \in Ω\Omega} the first exit time from Ω\Omega. A quasi-stationary distribution for the process (1) on Ω\Omega is a probability measure μ\mu h on Ω\Omega such that, when X 0 \sim μ\mu h , it holds for any time t > 0 and any Borel set A \subset Ω\Omega, P(X t \in A | t < τ\tau Ω\Omega) = μ\mu h (A).

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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}
}