Metastability in reversible diffusion processes II. Precise asymptotics for small eigenvalues

被引:0
作者
Bovier, A
Gayrard, V
Klein, M
机构
[1] Weierstrass Inst Angew Anal & Stochast, D-10117 Berlin, Germany
[2] Tech Univ Berlin, Math Inst, D-10623 Berlin, Germany
[3] Ecole Polytech Fed Lausanne, FSB, SMa, IMB, CH-1015 Lausanne, Switzerland
[4] Univ Potsdam, Inst Math, D-14469 Potsdam, Germany
关键词
metastability; diffusion processes; spectral theory; potential theory; capacity; exit times;
D O I
暂无
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We continue the analysis of the problem of metastability for reversible diffusion processes, initiated in [BEGK3], with a precise analysis of the low-lying spectrum of the generator. Recall that we are considering processes with generators of the form -epsilonDelta + delF(.) del on R-d or subsets of Rd, where F is a smooth function with finitely many local minima. Here we consider only the generic situation where the depths of all local minima are different. We show that in general the exponentially small part of the spectrum is given, up to multiplicative errors tending to one, by the eigenvalues of the classical capacity matrix of the array of capacitors made of balls of radius epsilon centered at the positions of the local minima of F. We also get very precise uniform control on the corresponding eigenfunctions. Moreover, these eigenvalues can be identified with the same precision with the inverse mean metastable exit times from each minimum. In [BEGK3] it was proven that these mean times are given, again up to multiplicative errors that tend to one, by the classical Eyring- Kramers formula.
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页码:69 / 99
页数:31
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