Sharp spectral asymptotics for non-reversible metastable diffusion processes

Abstract

Let $U_h:{\mathbb{R}}^d\to {\mathbb{R}}^d$ be a smooth vector field and consider the associated overdamped Langevin equation $$d{X}_t=-U_h(X_t)dt+\sqrt{2h}d{B}_t$$ in the low temperature regime $h\to 0$. In this work, we study the spectrum of the associated diffusion $L=-h\Delta +U_h\cdot \nabla$ under the assumptions that $U_h=U_0+h\nu$, where the vector fields $U_0:{\mathbb{R}}^d\to {\mathbb{R}}^d$ and $\nu :{\mathbb{R}}^d\to {\mathbb{R}}^d$ are independent of $h\in (0,1]$, and that the dynamics admits $e^{-\frac{V}{h}}$ as an invariant measure for some smooth function $V:{\mathbb{R}}^d\to \mathbb{R}$. Assuming additionally that $V$ is a Morse function admitting $n_0$ local minima, we prove that there exists $\epsilon >0$ such that in the limit $h\to 0$, $L$ admits exactly $n_0$ eigenvalues in the strip $\{0\le \mathrm{Re}(z)<\epsilon \}$, which have moreover exponentially small moduli. Under a generic assumption on the potential barriers of the Morse function $V$, we also prove that the asymptotic behaviors of these small eigenvalues are given by Eyring-Kramers type formulas.

References in corpus (6)

• Generalisation of the Eyring-Kramers transition rate formula to irreversible diffusion processes
• Optimal non-reversible linear drift for the convergence to equilibrium of a diffusion
• Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape
• Dirichlet's and Thomson's principles for non-selfadjoint elliptic operators with application to non-reversible metastable diffusion processes
• About small eigenvalues of Witten Laplacian
• Around supersymmetry for semiclassical second order differential operators

Cited by in corpus (1)

• Reducing metastable continuous-space Markov chains to Markov chains on a finite set