English

Spectral Analysis of a Discrete Metastable System Driven by L\'evy Flights

Probability 2015-01-15 v1 Statistical Mechanics

Abstract

In this paper we consider a finite state time discrete Markov chain that mimics the behaviour of solutions of the stochastic differential equation dX=U(X)dt+ϵdLdX=-U'(X)dt+\epsilon dL, where UU is a multi-well potential with n2n\geq 2 local minima and L is a symmetric \alpha-stable L\'evy process (L\'evy flights process). We investigate the spectrum of the generator of this Markov chain in the limit ϵ0\epsilon\to 0 and localize the top n eigenvalues λ1ϵ,,λnϵ\lambda^\epsilon_1,\dots, \lambda^\epsilon_n. These eigenvalues turn out to be of the same algebraic order O(ϵα)O(\epsilon^\alpha) and are well separated from the rest of the spectrum by a spectral gap. We also determine the limits limϵ0ϵαλiϵ\lim_{\epsilon\to 0}\epsilon^{-\alpha} \lambda^\epsilon_i, 1in1\leq i\leq n, and show that the corresponding eigenvectors are approximately constant over the domains which correspond to the potential wells of UU.

Keywords

Cite

@article{arxiv.1501.03264,
  title  = {Spectral Analysis of a Discrete Metastable System Driven by L\'evy Flights},
  author = {Toralf Burghoff and Ilya Pavlyukevich},
  journal= {arXiv preprint arXiv:1501.03264},
  year   = {2015}
}

Comments

21 pages, 3 figures