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The exit from a metastable state: Concentration of the exit point distribution on the low energy saddle points, part 1

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Résumé

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.

langue originaleAnglais
Pages (de - à)242-306
Nombre de pages65
journalJournal des Mathematiques Pures et Appliquees
Volume138
Les DOIs
étatPublié - 1 juin 2020
Modification externeOui

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