Abstract
We consider the first exit point distribution from a bounded domain Ω of the stochastic process (Xt)t≥0 solution to the overdamped Langevin dynamics dXt=−∇f(Xt)dt+hdBt starting from the quasi-stationary distribution in Ω. In the small temperature regime (h→0) and under rather general assumptions on f (in particular, f may have several critical points in Ω), it is proven that the support of the distribution of the first exit point concentrates on some points realizing the minimum of f on ∂Ω. Some estimates on the relative likelihood of these points are provided. The proof relies on tools from semi-classical analysis.
| Original language | English |
|---|---|
| Pages (from-to) | 242-306 |
| Number of pages | 65 |
| Journal | Journal des Mathematiques Pures et Appliquees |
| Volume | 138 |
| DOIs | |
| Publication status | Published - 1 Jun 2020 |
| Externally published | Yes |
Keywords
- Exit problem
- Overdamped Langevin
- Semi-classical analysis
- Small temperature regime