POINCARE AND LOGARITHMIC SOBOLEV INEQUALITIES BY DECOMPOSITION OF THE ENERGY LANDSCAPE

• 成果类型: Article
• 署名作者: Menz, Georg; Schlichting, Andre
• 署名单位: Stanford University; University of Bonn
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/14-AOP908
• 发表日期: 2014
• 页码: 1809-1884
• 关键词: reversible diffusion-processes; metastability; asymptotics; bounds

摘要

We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian H : R-n -> R in the regime of low temperature epsilon. We proof the Eyring-Kramers formula for the optimal constant in the Poincare (PI) and logarithmic Sobolev inequality (LSI) for the associated generator L = epsilon Delta - del H . del of the diffusion. The proof is based on a refinement of the two-scale approach introduced by Grunewald et al. [Ann. Inst. Henri Poincare Probab. Stat. 45 (2009) 302-351] and of the mean-difference estimate introduced by Chafai and Malrieu [Ann. Inst. Henri Poincare Probab. Stat. 46 (2010) 72-96]. The Eyring-Kramers formula follows as a simple corollary from two main ingredients: The first one shows that the PI and LSI constant of the diffusion restricted to metastable regions corresponding to the local minima scales well in epsilon. This mimics the fast convergence of the diffusion to metastable states. The second ingredient is the estimation of a mean-difference by a weighted transport distance. It contains the main contribution to the PI and LSI constant, resulting from exponentially long waiting times of jumps between metastable states of the diffusion.