The mathematical analysis of metastable processes started 75 years ago with the seminal works of Kramers on Fokker-Planck equation. Although the original motivation of Kramers was to « elucidate some points in the theory of the velocity of chemical reactions », it turns out that Kramers’ law is observed to hold in many scientific fields: molecular biology (molecular dynamics), economics (modelization of financial bubbles), climate modeling, etc. Moreover, several widely used efficient numerical methods are justified by the mathematical description of this phenomenon.
Recently, the theory has witnessed some spectacular progress thanks to the insight of new tools coming from Spectral and Partial Differential Equations theory.
Semiclassical methods together with spectral analysis of Witten Laplacian gave very precise results on reversible processes. From a theoretical point of view, the semiclassical approach allowed to prove a complete asymptotic expansion of the small eigenvalues of Witten Laplacian in various situations (global problems, boundary problems, degenerate diffusions, etc.). The interest in the analysis of boundary problems was rejuvenated by recent works establishing links between the Dirichlet problem on a bounded domain and the analysis of exit event of the domain. These results open numerous perspectives of applications. Recent progress also occurred on the analysis of irreversible processes (e.g. on overdamped Langevin equation in irreversible context or full (inertial) Langevin equation).
The above progresses pave the way for several research tracks motivating our project: overdamped Langevin equations in degenerate situations, general boundary problems in reversible and irreversible case, non-local problems, etc.