We consider Fokker-Planck type differential operators associated with general Langevin processes admitting a Gibbs stationary distribution. Under assumptions insuring suitable resolvent estimates, we prove Eyring-Kramers formulas for the bottom of the spectrum of these operators in the low temperature regime. Our approach is based on the construction of sharp Gaussian quasimodes which avoids supersymmetry or PT-symmetry assumptions.
In this paper we consider the mean transition time of an over-damped Brownian particle between local minima of a smooth potential. When the minima and saddles are non-degenerate this is in the low noise regime exactly characterized by the so called Eyring-Kramers law and gives the mean transition time as a quantity depending on the curvature of the minima and the saddle. In this paper we find an extension of the Eyring-Kramers law giving an upper bound on the mean transition time when both the minima/saddles are degenerate (flat) while at the same time covering multiple saddles at the same hei…
Let $(X_t)_{t\ge 0}$ be the stochastic process solution to the overdamped Langevin dynamics $$dX_t=-\nabla f(X_t) \, dt +\sqrt h \, dB_t$$ and let $Ω\subset \mathbb R^d $ be the basin of attraction of a local minimum of $f: \mathbb R^d \to \mathbb R$. Up to a small perturbation of $Ω$ to make it smooth, we prove that the exit rates of $(X_t)_{t\ge 0}$ from $Ω$ through each of the saddle points of $f$ on $\partial Ω$ can be parametrized by the celebrated Eyring-Kramers laws, in the limit $h \to 0$. This result provides firm mathematical grounds to jump Markov models which are used to model the …
In molecular dynamics, several algorithms have been designed over the past few years to accelerate the exit event from a metastable region of the configuration space. Some of them are based on the fact that the exit event from a metastable region is well approximated by a Markov jump process. In this work, we present recent results on the exit event from a metastable region for the overdamped Langevin dynamics obtained in [17, 18, 49]. These results aim in particular at justifying the use of a Markov jump process parametrized by the Eyring-Kramers law to model the exit event from a metastable …
For quickly decreasing potentials with one position variable, the first threshold zero is always a resonance of the Kramers-Fokker-Planck operator. In this article we study low-energy spectral properties of the operator and calculate large time asymptotics of solutions in terms of the Maxwellian.
In this work, we use scattering method to study the Kramers-Fokker-Planck equation with a potential whose gradient tends to zero at the infinity. For short-range potentials in dimension three, we show that complex eigenvalues do not accumulate at low-energies and establish the low-energy resolvent asymptotics. This combined with high energy pseudospectral estimates valid in more general situations gives the large-time asymptotics of the solution in weighted $L^2$ spaces.
We consider the exit event from a metastable state for the overdamped Langevin dynamics $dX_t = -\nabla f(X_t) dt + \sqrt{h} dB_t$. Using tools from semiclassical analysis, we prove that, starting from the quasi stationary distribution within the state, the exit event can be modeled using a jump Markov process parametrized with the Eyring-Kramers formula, in the small temperature regime $h \to 0$. We provide in particular sharp asymptotic estimates on the exit distribution which demonstrate the importance of the prefactors in the Eyring-Kramers formula. Numerical experiments indicate that the …
We study operators of Kramers-Fokker-Planck type in the semiclassical limit, assuming that the exponent of the associated Maxwellian is a Morse function with a finite number $n_0$ of local minima. Under suitable additional assumptions, we show that the first $n_0$ eigenvalues are real and exponentially small, and establish the complete semiclassical asymptotics for these eigenvalues.
The present article is concerned with global subelliptic estimates for Kramers-Fokker-Planck operators with polynomials of degree less than or equal to two. The constants appearing in those estimates are accurately formulated in terms of the coefficients, especially when those are large.
This article is concerned with maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic Laplacian.
In this article we study some Kramers-Fokker-Planck operators with a polynomial potential $V(q)$ of degree greater than two having quadratic limiting behavior. This work provides an accurate global subelliptic estimate for KFP operators under some conditions imposed on the potential.
In the first part of this work, we consider second order supersymmetric differential operators in the semiclassical limit, including the Kramers-Fokker-Planck operator, such that the exponent of the associated Maxwellian $ϕ$ is a Morse function with two local minima and one saddle point. Under suitable additional assumptions of dynamical nature, we establish the long time convergence to the equilibrium for the associated heat semigroup, with the rate given by the first non-vanishing, exponentially small, eigenvalue. In the second part of the paper, we consider the case when the function $ϕ$ ha…
In this work, we prove an optimal global-in-time L p --L q estimate for solutions to the Kramers-Fokker-Planck equation with short range potential in dimension three. Our result shows that the decay rate as t $\rightarrow$ +$\infty$ is the same as the heat equation in x-variables and the divergence rate as t $\rightarrow$ 0 + is related to the sub-ellipticity with loss of 1/3 derivatives of the Kramers-Fokker-Planck operator.
In continuation of a former work by the first author with F. Nier (2009) and of a more recent work by the second author on the torus (2019), we consider the Kramers-Fokker-Planck operator (KFP) with an external electromagnetic field on R d. We show a maximal type estimate on this operator using a nilpotent approach for vector field polynomial operators and induced representations of a nilpotent graded Lie algebra. This estimate leads to an optimal characterization of the domain of the closure of the KFP operator and a criterion for the compactness of the resolvent.
We study the quadratic Kramers-Fokker-Planck operator with a constant magnetic field and with a quadratic potential. We describe the exact expression of the norm of the semi-group associated to the operator near the equilibrium. At this level, explicit and accurate estimates of this norm are shown in small and long times as well as uniform-in-time estimates when the magnetic parameter $b$ tends to infinity.
In this article we establish a global subelliptic estimate for Kramers-Fokker-Planck operators with homogeneous potentials $V(q)$ under some conditions, involving in particular the control of the eigenvalues of the Hessian matrix of the potential. Namely, this work presents a different approach from the one in [Ben], in which the case $V (q_1, q _2) =-q ^2_1 (q^ 2_1+q^2_2) ^n$ was already treated only for $n=1.$ With this article, after the former one dealing with non homogeneous polynomial potentials, we conclude the analysis of all the examples of degenerate ellipticity at infinty presented …
The hysteretic behavior of many-particle systems with non-convex free energy can be modeled by nonlocal Fokker-Planck equations that involve two small parameters and are driven by a time- dependent constraint. In this paper we consider the fast reaction regime related to Kramers-type phase transitions and show that the dynamics in the small-parameter limit can be described by a rate-independent evolution equation with hysteresis. For the proof we first derive mass-dissipation estimates by means of Muckenhoupt constants, formulate conditional stability estimates, and char- acterize the mass flu…
We study a Fokker-Planck equation with double-well potential that is nonlocally driven by a dynamical constraint and involves two small parameters. Relying on formal asymptotics we identify several parameter regimes and derive reduced dynamical models for different types of phase transitions.
We derive Kramers' formula as singular limit of the Fokker-Planck equation with double-well potential. The convergence proof is based on the Rayleigh principle of the underlying Wasserstein gradient structure and complements a recent result by Peletier, Savaré and Veneroni.
We consider the Kramers--Smoluchowski equation at a low temperature regime and show how semiclassical techniques developed for the study of the Witten Laplacian and Fokker--Planck equation provide quantitative results. This equation comes from molecular dynamics and temperature plays the role of a semiclassical paramater. The presentation is self-contained in the one dimensional case, with pointers to the recent paper \cite{Mi16} for results needed in higher dimensions. One purpose of this note is to provide a simple introduction to semiclassical methods in this context.
We study resolvents and spectral projections for quadratic differential operators under an assumption of partial ellipticity. We establish exponential-type resolvent bounds for these operators, including Kramers-Fokker-Planck operators with quadratic potentials. For the norms of spectral projections for these operators, we obtain complete asymptotic expansions in dimension one, and for arbitrary dimension, we obtain exponential upper bounds and the rate of exponential growth in a generic situation. We furthermore obtain a complete characterization of those operators with orthogonal spectral pr…
We show the existence of global-in-time weak solutions to a general class of coupled Hookean-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier-Stokes equations in a bounded domain in two or three space dimensions for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defi…
We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier-Stokes equations in a bounded domain in two or three space dimensions for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defined…
We prove the existence of global-in-time weak solutions to a general class of models that arise from the kinetic theory of dilute solutions of nonhomogeneous polymeric liquids, where the polymer molecules are idealized as bead-spring chains with finitely extensible nonlinear elastic (FENE) type spring potentials. The class of models under consideration involves the unsteady, compressible, isentropic, isothermal Navier-Stokes system in a bounded domain $Ω$ in $\mathbb{R}^d$, $d = 2$ or $3$, for the density, the velocity and the pressure of the fluid. The right-hand side of the Navier-Stokes mom…
