Metastability in Parabolic Equations and Diffusion Processes with a Small Parameter

Mark Freidlin, Leonid Koralov

Published 2024-03-19Version 1

We study diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of manifolds (surfaces or points) in $\mathbb{R}^d$ and small perturbations of such processes. Assuming certain ergodic properties at and near the invariant surfaces, we describe the rate at which the process gets attracted to or repelled from the surface, based on the local behavior of the coefficients. For processes that include, additionally, a small non-degenerate perturbation, we describe the metastable behavior. Namely, by allowing the time scale to depend on the size of the perturbation, we observe different asymptotic distributions of the process at different time scales. Stated in PDE terms, the results provide the asymptotics, at different time scales, for the solution of the parabolic Cauchy problem when the operator that degenerates on a collection of surfaces is perturbed by a small non-degenerate term. This asymptotic behavior switches at a finite number of time scales that are calculated and does not depend on the perturbation.