{ "id": "2309.05546", "version": "v1", "published": "2023-09-11T15:32:14.000Z", "updated": "2023-09-11T15:32:14.000Z", "title": "Metastability and time scales for parabolic equations with drift 1: the first time scale", "authors": [ "Claudio Landim", "Jungkyoung Lee", "Insuk Seo" ], "comment": "60 pages, 3 figures", "categories": [ "math.PR", "cond-mat.stat-mech", "math.AP" ], "abstract": "Consider the elliptic operator given by $$ \\mathscr{L}_{\\epsilon}f= {b} \\cdot \\nabla f + \\epsilon \\Delta f $$ for some smooth vector field $ b\\colon \\mathbb R^d \\to\\mathbb R^d$ and a small parameter $\\epsilon>0$. Consider the initial-valued problem $$ \\left\\{ \\begin{aligned} &\\partial_ t u_\\epsilon = \\mathscr L_\\epsilon u_\\epsilon,\\\\ &u_\\epsilon (0, \\cdot) = u_0(\\cdot), \\end{aligned} \\right. $$ for some bounded continuous function $u_0$. Denote by $\\mathcal M_0$ the set of critical points of $b$, $\\mathcal M_0 =\\{x\\in \\mathbb R^d : b(x)=0\\}$, assumed to be finite. Under the hypothesis that $ b = -(\\nabla U + \\ell)$, where $ \\ell$ is a divergence-free field orthogonal to $\\nabla U$, the main result of this article states that there exist a time-scale $\\theta^{(1)}_\\epsilon$, $\\theta^{(1)}_\\epsilon \\to \\infty$ as $\\epsilon \\rightarrow 0$, and a Markov semigroup $\\{p_t : t\\ge 0\\}$ defined on $\\mathcal M_0$ such that $$ \\lim_{\\epsilon\\to 0} u_\\epsilon (t\\theta^{(1)}_\\epsilon, x) =\\sum_{m'\\in \\mathcal M_0} p_t(m, m')\\, u_0( m'), $$ for all $t>0$ and $ x$ in the domain of attraction of $m$ for the ODE $\\dot{x}(t)= b( x(t))$. The time scale $\\theta^{(1)}$ is critical in the sense that, for all time scale $\\varrho_\\epsilon$ such that $\\varrho_\\epsilon \\to \\infty$, $\\varrho_\\epsilon/\\theta^{(1)}_\\epsilon \\to 0$, $$ \\lim_{\\epsilon\\to 0} u_\\epsilon (\\varrho_\\epsilon, x)=u_0(m) $$ for all $x \\in \\mathcal D(m)$. Namely, $\\theta_\\epsilon^{(1)}$ is the first scale at which the solution to the initial-valued problem starts to change. In a companion paper [Landim, Lee, Seo, forthcoming] we extend this result finding all critical time-scales at which the solution $u_\\epsilon$ evolves smoothly in time and we show that the solution $u_\\epsilon$ is expressed in terms of the semigroup of some Markov chain taking values in sets formed by unions of critical points of $b$.", "revisions": [ { "version": "v1", "updated": "2023-09-11T15:32:14.000Z" } ], "analyses": { "subjects": [ "35K15", "60J60" ], "keywords": [ "first time scale", "parabolic equations", "metastability", "divergence-free field orthogonal", "critical points" ], "note": { "typesetting": "TeX", "pages": 60, "language": "en", "license": "arXiv", "status": "editable" } } }