Spectral analysis and long-time behaviour of a Fokker-Planck equation with a non-local perturbation (Q2449567): Difference between revisions

Summary: In this article we consider a Fokker-Planck equation on \(\mathbb R^d\) with a non-local, mass preserving perturbation. We first give a spectral analysis of the unperturbed Fokker-Planck operator in an exponentially weighted \(L^2\)-space. In this space the perturbed Fokker-Planck operator is an isospectral deformation of the Fokker-Planck operator, i.e. the spectrum of the Fokker-Planck operator is not changed by the perturbation. In particular, there still exists a unique (normalized) stationary solution of the perturbed evolution equation. Moreover, the perturbed Fokker-Planck operator generates a strongly continuous semigroup of bounded operators. Any solution of the perturbed equation converges towards the stationary state with exponential rate \(-1\), the same rate as for the unperturbed Fokker-Planck equation. Moreover, for any \(k\in\mathbb N\) there exists an invariant subspace with codimension \(k (\mathrm {if} d=1)\) in which the exponential decay rate of the semigroup equals \(-k\).