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Pré-Publication, Document De Travail Année : 2008

Resonances for a diffusion with small noise

Résumé

We study resonances for the generator of a diffusion with small noise in $R^d$ :$ L_\epsilon = -\epsilon\Delta + \nabla F \cdot \nabla$, when the potential F grows slowly at infinity (typically as a square root of the norm). The case when F grows fast is well known, and under suitable conditions one can show that there exists a family of exponentially small eigenvalues, related to the wells of F . We show that, for an F with a slow growth, the spectrum is R+, but we can find a family of resonances whose real parts behave as the eigenvalues of the "quick growth" case, and whose imaginary parts are small.

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Dates et versions

hal-00276742 , version 1 (01-05-2008)

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Markus Klein, Pierre-André Zitt. Resonances for a diffusion with small noise. 2008. ⟨hal-00276742⟩
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