Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary (Q5962759)
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scientific article; zbMATH DE number 6544763
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English | Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary |
scientific article; zbMATH DE number 6544763 |
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Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary (English)
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23 February 2016
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Consider an elliptic operator of type \(\Delta+\nabla h\) on a Riemannian manifold with possibly a convex boundary. Suppose that the associated diffusion process has a reversible invariant measure \(\pi(dx)\). The main result of this article states that under some assumptions, the convergence of the semigroup \(P_t\) to the invariant measure satisfies an estimate \[ \|P_tf-\pi(f)\|^2\leq c\,t^{1-p}\|f\|_{Lip(d)}^2 \] for some \(p>1\) and where the norm in the right-hand side is the Lipschitz norm for some distance \(d\) on the manifold. This result is then applied to a class of diffusion processes with heavy tails, and is extended to manifolds with non-convex boundary.
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algebraic convergence
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Lyapunov condition
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Lipschitz norm
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coupling
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non-convex boundary
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