02-370 A. Bovier, M. Eckhoff, V. Gayrard, M. Klein

Metastability in reversible diffusion processes I. Sharp asymptotics for capacities and exit times. (339K, PS) Sep 11, 02

Abstract , Paper (src), View paper (auto. generated ps), Index of related papers

Abstract. We develop a potential theoretic approach to the problem of metastability for reversible diffusion processes with generators of the form $-\e \Delta +\nabla F(\cdot)\nabla$ on $\R^d$ or subsets of $\R^d$, where $F$ is a smooth function with finitely many local minima. In analogy to previous work in discrete Markov chains, we show that {\it metastable exit times} from the attractive domains of the minima of $F$ can be related, up to mupltiplicative errors that tend to one as $\e\downarrow 0$, to the capacities of suitably constructed sets. We show that this capacities can be computed, again up to mupltiplicative errors that tend to one, in terms of local characteristics of $F$ at the starting minimum and the relevant {\it saddle points}. As a result, we are able to give the first rigorous proof of the classical {\it Eyring-Kramers formula} in 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.

Files: 02-370.src( desc , 02-370.ps )