We consider a degenerated Fokker–Planck type differential operator associated to an adaptive Langevin dynamic. We prove Eyring–Kramers formulas for the bottom of the spectrum of this operator in the low temperature regime. The main ingredients are resolvent estimates obtained via hypocoercive techniques and the construction of sharp Gaussian quasimodes through an adaptation of the Wentzel-Kramers-Brillouin method.
BonyJ.-F.Le PeutrecD.MichelL. (2024). Eyring-Kramers law for Fokker-Planck type differential operators. Journal of the European Mathematical Society, published online first. doi: https://doi.org/10.4171/JEMS/1461
2.
BovierA.EckhoffM.GayrardV.KleinM. (2004). Metastability in reversible diffusion processes. I. Sharp asymptotics for capacities and exit times. Journal of the European Mathematical Society, 6, 399–424.
3.
CancèsE.LegollF.StoltzG. (2007). Theoretical and numerical comparison of some sampling methods for molecular dynamics. M2AN Mathematical Modelling and Numerical Analysis, 41, 351–389.
4.
ChengX.ChatterjiN. S.BartlettP. L.JordanM. I. (2018). Underdamped langevin MCMC: A non-asymptotic analysis. In Annual conference on computational learning theory.
5.
CyconH.FroeseR.KirschW.SimonB. (1987). Schrödinger operators with application to quantum mechanics and global geometry. In Texts and monographs in physics, study ed., Springer-Verlag.
6.
DangN.RivièreG. (2021). Pollicott–Ruelle spectrum and Witten Laplacians. Journal of the European Mathematical Society, 23, 1797–1857.
7.
DayM. (1983). On the exponential exit law in the small parameter exit problem. Stochastics: An International Journal of Probability and Stochastic Processes, 8, 297–323.
8.
Di GesuG.LelièvreT.Le PeutrecD.NectouxB. (2019). Sharp asymptotics of the first exit time density. Annals of PDE, 5, 1–174.
9.
DimassiM.SjöstrandJ. (1999). Spectral asymptotics in the semi-classical limit. In vol. 268 of London mathematical society lecture note series, Cambridge University Press.
10.
DolbeaultJ.MouhotC.SchmeiserC. (2015). Hypocoercivity for linear kinetic equations conserving mass. Transactions of the American Mathematical Society, 367, 3807–3828.
11.
EyringH. (1935). The activated complex in chemical reactions. The Journal of Chemical Physics, 3, 107–115.
12.
FreidlinM. I.WentzellA. D. (1984). Random perturbations of dynamical systems. In vol. 260 of Grundlehren der Mathematischen Wissenschaften, Springer-Verlag.
13.
HelfferB. (1988). Semi-classical analysis for the Schrödinger operator, applications. In vol. 1336 of Lecture notes in mathematics, Springer-Verlag.
14.
HelfferB. (2013). Spectral theory and its applications. In vol. 139 of Cambridge studies in advanced mathematics, Cambridge University Press.
15.
HelfferB.KleinM.NierF. (2004). Quantitative analysis of metastability in reversible diffusion processes via a Witten complex approach. Mathematics Contemporary, 26, 41–85.
16.
HelfferB.SjöstrandJ. (1985). Puits multiples en mécanique semi-classique. IV. Étude du complexe de Witten. Communications in Partial Differential Equations, 10, 245–340.
17.
HelfferB.SjöstrandJ. (2010). From resolvent bounds to semigroup bounds, arXiv:1001.4171.
18.
HelfferB.SjöstrandJ. (2021). Improving semigroup bounds with resolvent estimates. Integral Equations Operator Theory, 93, 41. Paper No. 36.
19.
HérauF. (2006). Hypocoercivity and exponential time decay for the linear inhomogeneous relaxation Boltzmann equation. Asymptotic Analysis, 46, 349–359.
20.
HérauF.HitrikM.SjöstrandJ. (2008). Tunnel effect for Kramers-Fokker-Planck type operators. Annales Henri Poincaré, 9, 209–274.
21.
HérauF.NierF. (2004). Isotropic hypoellipticity and trend to equilibrium for the Fokker-Planck equation with a high-degree potential. Archive for Rational Mechanics and Analysis, 171, 151–218.
22.
HolleyR. A.KusuokaS.StroockD. W. (1989). Asymptotics of the spectral gap with applications to the theory of simulated annealing. Journal of Functional Analysis, 83, 333–347.
23.
JonesA.LeimkuhlerB. (2011). Adaptive stochastic methods for sampling driven molecular systems. The Journal of Chemical Physics, 135, 084125.
24.
KramersH. A. (1940). Brownian motion in a field of force and the diffusion model of chemical reactions. Physica, 7, 284–304.
25.
LaurentC.LéautaudM. (2023). On uniform controllability of 1D transport equations in the vanishing viscosity limit. Comptes Rendus Mathématique, 361, 265–312.
26.
LeimkuhlerB.SachsM.StoltzG. (2020). Hypocoercivity properties of adaptive Langevin dynamics. SIAM Journal on Applied Mathematics, 80, 1197–1222.
27.
LeimkuhlerB.ShangX. (2016). Adaptive thermostats for noisy gradient systems. SIAM Journal on Scientific Computing, 38, A712–A736.
28.
LelièvreT.RoussetM.StoltzG. (2010). Free energy computations. Imperial College Press. A mathematical perspective.
29.
Le PeutrecD.MichelL.NectouxB. (2024). Exit time and principal eigenvalue of non-reversible elliptic diffusions. Communications in Mathematical Physics, 405, 202.
30.
MenzG.SchlichtingA. (2014). Poincaré and logarithmic Sobolev inequalities by decomposition of the energy landscape. Annals of Probability, 42, 1809–1884.
31.
MicloL. (1995). Comportement de spectres d’opérateurs de Schrödinger à basse température. Bulletin des Sciences Mathématiques, 119, 529–553.
32.
NectouxB. (2021). Mean exit time for the overdamped Langevin process: The case with critical points on the boundary. Communications in Partial Differential Equations, 46, 1789–1829.
33.
NormandT. (2023). Metastability results for a class of linear Boltzmann equations. Annales Henri Poincaré, 24, 4013–4067.
34.
ScemamaA.LelièvreT.StoltzG.CancèsE.CaffarelM. (2006). An efficient sampling algorithm for variational Monte Carlo. The Journal of Chemical Physics, 125(11), 114105.
35.
VárnaiC.BernsteinN.MonesL.CsányiG. (2013). Tests of an adaptive QM/MM calculation on free energy profiles of chemical reactions in solution. The Journal of Physical Chemistry B, 117, 12202–12211. PMID: 24033146.
36.
VillaniC. (2009). Hypocoercivity. Memoirs of the American Mathematical Society, 202, iv+141.
37.
WittenE. (1982). Supersymmetry and Morse theory. The Journal of Differential Geometry, 17, 661–692.