Metastability of one-dimensional, non-reversible diffusions with periodic boundary conditions
Abstract
We consider small perturbations of a dynamical system on the one-dimensional torus. We derive sharp estimates for the pre-factor of the stationary state, we examine the asymptotic behavior of the solutions of the Hamilton-Jacobi equation for the pre-factor, we compute the capacities between disjoint sets, and we prove the metastable behavior of the process among the deepest wells following the martingale approach. We also present a bound for the probability that a Markov process hits a set before some fixed time in terms of the capacity of an enlarged process.
- Publication:
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arXiv e-prints
- Pub Date:
- October 2017
- DOI:
- 10.48550/arXiv.1710.06672
- arXiv:
- arXiv:1710.06672
- Bibcode:
- 2017arXiv171006672L
- Keywords:
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- Mathematics - Probability;
- Condensed Matter - Statistical Mechanics