Functional inequalities for particle systems on Polish spaces

DOI10.1007/S11118-005-0913-6MaRDI QIDQ2502240zbMATH OpenOpenAlexFDO

Authors Feng-Yu Wang, Michael Röckner

Publication date 12 September 2006

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0512100

zbMATH Keywords

Dirichlet formfunctional inequalityparticle systemreaction-diffusion model

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Interacting particle systems in time-dependent statistical mechanics (82C22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: Various Poincare-Sobolev type inequalities are studied for a reaction-diffusion model of particle systems on Polish spaces. The systems we consider consist of finite particles which are killed or produced at certain rates, while particles in the system move on the Polish space interacting with one another (i.e. diffusion). Thus, the corresponding Dirichlet form, which we call reaction-diffusion Dirichlet form, consists of two parts: the diffusion part induced by certain Markov processes on the product spaces $E^n(ngeq1)$ which determine the motion of particles, and the reaction part induced by a $Q$-process on $mathbb{Z}_{+}$ and a sequence of reference probability measures, where the $Q$-process determines the variation of the number of particles and the reference measures describe the locations of newly produced particles. We prove that the validity of Poincare and weak Poincare inequalities are essentially due to the pure reaction part, i.e. either of these inequalities holds if and only if it holds for the pure reaction Dirichlet form, or equivalently, for the corresponding $Q$-process. But under a mild condition, stronger inequalities rely on both parts: the reaction-diffusion Dirichlet form satisfies a super Poincare inequality (e.g. the log-Sobolev inequality) if and only if so do both the corresponding $Q$-process and the diffusion part. Explicit estimates of constants in the inequalities are derived. Finally, some specific examples are presented to illustrate the main results.

Review text

The authors consider interacting particle systems in a continuum Polish space. At any time, the particles mutually interact with one another, and the system kills or produces particles at some given rates. The purpose of this paper is to obtain functional inequalities for the Dirichlet form of such systems (which are related with their long-time behaviour). The framework is displayed, and once the Dirichelet forms are described, the authors pass successively to the Poincaré and weak Poincaré inequalities for the reaction process and the functional inequalities for the reaction-diffusion process. The paper concludes with three illustrative examples in which the underlying Markov chain is the birth-death process.

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Cited in

(4)

• Harnack inequality on configuration spaces: the coupling approach and a unified treatment
• (Quasi-)regular Dirichlet forms for particle systems on Polish spaces
• Poincaré inequality for interactive particle systems
• Symmetry and functional inequalities for stable Lévy-type operators

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