A Variation on the Donsker-Varadhan Inequality for the Principial Eigenvalue

Lu, Jianfeng

Steinerberger, Stefan

2017-04-23T15:40:44Z

2017-04-23T15:40:44Z

2017-04-23

The purpose of this short note is to give a variation on the classical Donsker-Varadhan inequality, which bounds the first eigenvalue of a second-order elliptic operator on a bounded domain $\Omega$ by the largest mean first exit time of the associated drift-diffusion process via $$\lambda_1 \geq \frac{1}{\sup_{x \in \Omega} \mathbb{E}x \tau{\Omega^c}}.$$ Instead of looking at the mean of the first exist time, we study quantiles: let $d_{p, \partial \Omega}:\Omega \rightarrow \mathbb{R}{\geq 0}$ be the smallest time $t$ such that the likelihood of exiting within that time is $p$, then $$\lambda_1 \geq \frac{\log{(1/p)}}{\sup{x \in \Omega} d_{p,\partial \Omega}(x)}.$$ Moreover, as $p \rightarrow 0$, this lower bound converges to $\lambda_1$.

http://arxiv.org/abs/1611.09294v1

https://hdl.handle.net/10161/14045

The Royal Society

math.SP

math.SP

math-ph

math.AP

math.MP

math.PR

A Variation on the Donsker-Varadhan Inequality for the Principial Eigenvalue

Journal article

Lu, Jianfeng|0000-0001-6255-5165

http://arxiv.org/abs/1611.09294v1

Chemistry

Duke

Mathematics

Physics

Trinity College of Arts & Sciences