Accelerating planar Ornstein-Uhlenbeck diffusion with suitable drift

DOI10.3934/DCDS.2020173MaRDI QIDQ2176531zbMATH OpenOpenAlexFDO

Authors Mondher Damak, Brice Franke, Nejib Yaakoubi

Publication date 5 May 2020

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcds.2020173

zbMATH Keywords

Faber-Krahn-type inequalitymeasure preserving flownon-reversible diffusionnon-self adjoint generatorspectral gap

Mathematics Subject Classification ID

Groups and semigroups of linear operators (47D03) Diffusion processes and stochastic analysis on manifolds (58J65) Diffusion processes (60J60) Inference from stochastic processes and spectral analysis (62M15)

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Cites work

• Accelerating Brownian motion on N-torus
• Accelerating diffusion on compact Riemannian surfaces by incompressible drift
• Accelerating diffusions
• Accelerating Gaussian diffusions
• Diffusion and mixing in fluid flow
• Diffusions for Global Optimization
• scientific article; zbMATH DE number 4076093 (Why is no real title available?)
• scientific article; zbMATH DE number 3747561 (Why is no real title available?)
• Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift
• On how to use drift to push the spectral gap of a diffusion on \(S^{2}\) to infinity
• The behavior of the spectral gap under growing drift
• Variance reduction for diffusions
• Weakly Differentiable Functions

Cited in

(9)

• Dirichlet eigenvalue problems of irreversible Langevin diffusion
• scientific article; zbMATH DE number 4080676 (Why is no real title available?)
• Accelerating Brownian motion on N-torus
• Accelerating diffusion on compact Riemannian surfaces by incompressible drift
• Accelerating diffusions
• Accelerating diffusion by incompressible drift on the two-dimensional torus
• On shifting the principal eigenvalue of Dirichlet problem to infinity with non-transversal incompressible drift
• Speeding up Langevin dynamics by mixing
• Optimal linear drift for the speed of convergence of an hypoelliptic diffusion

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