Learning Equilibrium Fluctuation Expansions from Overdamped Langevin Dynamics

Abstract

We study higher-order small-noise fluctuation expansions for the overdamped Langevin dynamics in a quartic double-well potential. Assuming that the initial data admits a suitable expansion structure, we obtain a strong dynamical expansion of the trajectories, as well as an expansion of the laws with respect to smooth observables. We then investigate the long-time behavior of the expansion coefficients. In the scalar case $d=1$, each coefficient converges exponentially fast to a finite limit as $t\to\infty$. In contrast, for $d\ge 2$, the fluctuation expansion coefficients reflect the degeneracy of the manifold of minima, which in general prevents the existence of a finite long-time limit. Furthermore, by combining a multi-level induction with combinatorial arguments, we derive a recursive formula for the fluctuation expansion coefficients. This recursion shows that the long-time limits of these dynamical expansion coefficients coincide with those arising from the corresponding equilibrium expansions.