Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
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Publication:2115107
dissipativityFokker-Planck equationmultiplicative noisehypocoercivityLangevin equationself-adjointness
Markov semigroups and applications to diffusion processes (47D07) Fokker-Planck equations (35Q84) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Linear symmetric and selfadjoint operators (unbounded) (47B25) Linear accretive operators, dissipative operators, etc. (47B44)
Abstract: We provide a complete elaboration of the -Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behaviour of the strongly continuous contraction semigroup solving the abstract Cauchy problem for the associated backward Kolmogorov operator. Hypocoercivity for the Langevin dynamics with constant diffusion matrix was proven previously by Dolbeault, Mouhot and Schmeiser in the corresponding Fokker-Planck framework, and made rigorous in the Kolmogorov backwards setting by Grothaus and Stilgenbauer. We extend these results to weakly differentiable diffusion coefficient matrices, introducing multiplicative noise for the corresponding stochastic differential equation. The rate of convergence is explicitly computed depending on the choice of these coefficients and the potential giving the outer force. In order to obtain a solution to the abstract Cauchy problem, we first prove essential self-adjointness of non-degenerate elliptic Dirichlet operators on Hilbert spaces, using prior elliptic regularity results and techniques from Bogachev, Krylov and R"ockner. We apply operator perturbation theory to obtain essential m-dissipativity of the Kolmogorov operator, extending the m-dissipativity results from Conrad and Grothaus. We emphasize that the chosen Kolmogorov approach is natural, as the theory of generalized Dirichlet forms implies a stochastic representation of the Langevin semigroup as the transition kernel of a diffusion process which provides a martingale solution to the Langevin equation with multiplicative noise. Moreover, we show that even a weak solution is obtained this way.
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Cited in
(7)- Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations
- Essential m-dissipativity for possibly degenerate generators of infinite-dimensional diffusion processes
- From large deviations to semidistances of transport and mixing: coherence analysis for finite Lagrangian data
- Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities
- Hilbert space hypocoercivity for the Langevin dynamics revisited
- Convergence rate for degenerate partial and stochastic differential equations via weak Poincaré inequalities
- Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
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