Sharp decay estimates in local sensitivity analysis for evolution equations with uncertainties: from ODEs to linear kinetic equations

DOI10.1016/J.JDE.2019.08.047zbMATH Open1428.35036arXiv1904.01190OpenAlexW2972191244MaRDI QIDQ2333399FDOQ2333399

Authors: Yanyan Li 

Publication date: 13 November 2019

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: We review the Lyapunov functional method for linear ODEs and give an explicit construction of such functionals that yields sharp decay estimates, including an extension to defective ODE systems. As an application, we consider three evolution equations, namely the linear convection-diffusion equation, the two velocity BGK model and the Fokker-Planck equation. Adding an uncertainty parameter to the equations and analyzing its linear sensitivity leads to defective ODE systems. By applying the Lyapunov functional construction, we prove sharp long time behavior of order $(1+t^M)e^{-mut}$, where $M$ is the defect and $mu$ is the spectral gap of the system. The appearance of the uncertainty parameter in the three applications makes it important to have decay estimates that are uniform in the non-defective limit.

Full work available at URL: https://arxiv.org/abs/1904.01190

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zbMATH Keywords

uncertainty quantificationlong time behaviorLyapunov functionalsdefective ODEs

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Fokker-Planck equations (35Q84)

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Cited In (4)

• Large time convergence of the non-homogeneous Goldstein-Taylor equation
• On optimal decay estimates for ODEs and PDEs with modal decomposition
• Sharpening of decay rates in Fourier based hypocoercivity methods
• Exponential convergence towards consensus for non-symmetric linear first-order systems in finite and infinite dimensions

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