The Gamma Expansion of the Level Two Large Deviation Rate Functional for Reversible Diffusion Processes

Abstract: Fix a smooth Morse function $U\colon \mathbb{R}^{d}\to\mathbb{R}$ with finitely many critical points, and consider the solution of the stochastic differential equation \begin{equation*} d\bm{x}{\epsilon}(t)=-\nabla U(\bm{x}{\epsilon}(t))\,dt \,+\,\sqrt{2\epsilon}\, d\bm{w}{t}\,, \end{equation*} where $(\bm{w}{t}){t\ge0}$ represents a $d$-dimensional Brownian motion, and $\epsilon>0$ a small parameter. Denote by $\mathcal{P}(\mathbb{R}^{d})$ the space of probability measures on $\bb R^d$, and by $\mathcal{I}{\epsilon} \colon \mathcal{P}(\mathbb{R}^{d})\to[0,\,\infty]$ the Donsker--Varadhan level two large deviations rate functional. We express $\mc I_\epsilon$ as $\mc I_\epsilon = \epsilon^{-1} \mc J^{(-1)} + \mc J^{(0)} + \sum_{1\le p\le \mf q} (1/\theta^{(p)}_\epsilon) \, \mc J^{(p)}$, where $\mc J^{(p)}\colon \mc P(\bb R^d) \to [0,+\infty]$ stand for rate functionals independent of $\epsilon$ and $\theta^{(p)}_\epsilon$ for sequences such that $\theta^{(1)}_\epsilon \to\infty$, $\theta^{(p)}_\epsilon / \theta^{(p+1)}_\epsilon \to 0$ for $1\le p< \mf q$. The speeds $\theta^{(p)}_\epsilon$ correspond to the time-scales at which the diffusion $\bm{x}{\epsilon}(\cdot)$ exhibits a metastable behaviour, while the functional $\mc J^{(p)}$ represent the level two, large deviations rate functionals of the finite-state, continuous-time Markov chains which describe the evolution of the diffusion $\bm{x}{\epsilon}(\cdot)$ among the wells in the time-scale $\theta^{(p)}_\epsilon$.