Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential

DOI10.1214/17-AIHP856MaRDI QIDQ1633905zbMATH OpenOpenAlexWikidataFDO

Authors Catherine Donati-Martin, Benjamin Groux, Mylène Maida

Publication date 21 December 2018

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.09663, https://projecteuclid.org/euclid.aihp/1539849784

zbMATH Keywords

double-well potentialequilibrium measureFokker-Planck equationfree probabilitygranular media equationlong-time behaviourrandom matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Asymptotic behavior of solutions to PDEs (35B40) Fokker-Planck equations (35Q84) Free probability and free operator algebras (46L54) Random matrices (probabilistic aspects) (60B20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We consider the one-dimensional free Fokker-Planck equation $fracpartialm{u}_{t}partialt=fracpartialpartialxleft[m{u}_{t}left(frac12V^{\prime }-Hm{u}_{t}ight)ight]$, where $H$ denotes the Hilbert transform and $V$ is a particular double-well quartic potential, namely $V(x)=frac14x^4+fracc2x^2$, with $-2lec<0$. We prove that the solution $(m{u}_t{)}_{tge0}$ of this PDE converges to the equilibrium measure $m{u}_V$ as $t$ goes to infinity, which provides a first result of convergence in a non-convex setting. The proof involves free probability and complex analysis techniques.

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Cited in

(7)

• The Vlasov-Fokker-Planck equation in non-convex landscapes: convergence to equilibrium
• A spectral dominance approach to large random matrices
• On the law of large numbers for the empirical measure process of generalized Dyson Brownian motion
• Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities
• Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
• Convergence to equilibrium for linear Fokker-Planck equations
• Universal cutoff for Dyson Ornstein Uhlenbeck process

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