Mathematics – Probability
Scientific paper
2012-02-07
Mathematics
Probability
Scientific paper
We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian $H:\mathbb{R}^n\to \mathbb{R}$ in the regime of small noise $\varepsilon$. We give a new proof of the Eyring-Kramers formula for the spectral gap of the associated generator $L= \varepsilon \triangle - \nabla H \cdot \nabla$ of the diffusion. The proof is based on a refinement of the two-scale approach introduced by Grunewald, Otto, Westdickenberg, and Villani and of the mean-difference estimate introduced by Chafa\"{\i} and Malrieu. The Eyring-Kramers formula follows as a simple corollary from two main ingredients: The first one shows that the spectral gap of the diffusion restricted to a basin of attraction of a local minimum scales nicely in $\varepsilon$. This mimics the fast convergence of the diffusion to metastable states. The second ingredient is the estimation of a mean-difference by a new weighted transport distance. It contains the main contribution of the spectral gap of $L$, resulting from exponential long waiting times of jumps between metastable states of the diffusion.
Menz Georg
Schlichting André
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