Anton Bovier, M. Eckhoff, V. Gayrard, M. Klein
tlooto Summary
Metastability in reversible diffusion processes analyzed with potential theoretic approach and sharp asymptotics for capacities and exit times.
Abstract
We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form 1 +rF(·)r on R d or subsets of R d , whereF is a smooth function with finitely many local minima. In analogy to previous work on discrete Markov chains, we show that metastable exit times from the attractive domains of the minima of F can be related, up to multiplicative errors that tend to one as # 0, to the capacities of suitably constructed sets. We show that these capacities can be computed, again up to multiplicative errors that tend to one, in terms of local characteristics of F at the starting minimum and the relevant saddle points. As a result, we are able to give the first rigorous proof of the classical Eyring-Kramers formulain dimension larger than 1. The estimates on capacities make use of their variational representation and monotonicity properties of Dirichlet forms. The methods developed here are extensions of our earlier work on discrete Markov chains to continuous diffusion processes.
Citation format
BOVIER, Anton, et al. Metastability in reversible diffusion processes i: Sharp asymptotics for capacities and exit times. JOURNAL OF THE EUROPEAN MATHEMATICAL SOCIETY, 2004, 6: 399–424.