Sharp estimate of the mean exit time of a bounded domain in the zero white noise limit
Analysis of PDEs
2018-07-11 v5
Abstract
We prove a sharp asymptotic formula for the mean exit time from a bounded domain for the overdamped Langevin dynamics when and in the case when contains a unique non degenerate minimum of and on . This formula was actually first derived in~\cite{matkowsky-schuss-77} using formal computations and we thus provide, in the reversible case, the first proof of it. As a direct consequence, we obtain when , a sharp asymptotic estimate of the smallest eigenvalue of the operator associated with Dirichlet boundary conditions on . The approach does not require to be a Morse function. The proof is based on results from~\cite{Day2,Day4} and a formula for the mean exit time from introduced in~\cite{BEGK, BGK}.
Keywords
Cite
@article{arxiv.1710.07510,
title = {Sharp estimate of the mean exit time of a bounded domain in the zero white noise limit},
author = {Boris Nectoux},
journal= {arXiv preprint arXiv:1710.07510},
year = {2018}
}
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17 pages