Complete Asymptotics for Solution of Singularly Perturbed Dynamical Systems with Single Well Potential

We consider a singularly perturbed boundary value problem ( − ε 2 ∆ + ∇ V · ∇ ) u ε = 0 in Ω , u ε = f on ∂ Ω , f ∈ C ∞ ( ∂ Ω ) . The function V is supposed to be sufficiently smooth and to have the only minimum in the domain Ω . This minimum can degenerate. The potential V has no other stationary points in Ω and its normal derivative at the boundary is non-zero. Such a problem arises in studying Brownian motion governed by overdamped Langevin dynamics in the presence of a single attracting point. It describes the distribution of the points at the boundary ∂ Ω , at which the trajectories of the Brownian particle hit the boundary for the first time. Our main result is a complete asymptotic expansion for u ε as ε → + 0 . This asymptotic is a sum of a term K ε Ψ ε and a boundary layer, where Ψ ε is the eigenfunction associated with the lowest eigenvalue of the considered problem and K ε is some constant. We provide complete asymptotic expansions for both K ε and Ψ ε ; the boundary layer is also an infinite asymptotic series power in ε . The error term in the asymptotics for u ε is estimated in various norms.