A Lyapunov approach to stability of positive semigroups: an overview with illustrations

DOI10.1080/07362994.2023.2206880arXiv2301.03484MaRDI QIDQ6131969FDOQ6131969

Authors: Marc Arnaudon, Pierre Del Moral, E. M. Ouhabaz

Publication date: 18 April 2024

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Abstract: The stability analysis of possibly time varying positive semigroups on non necessarily compact state spaces, including Neumann and Dirichlet boundary conditions is a notoriously difficult subject. These crucial questions arise in a variety of areas of applied mathematics, including nonlinear filtering, rare event analysis, branching processes, physics and molecular chemistry. This article presents an overview of some recent Lyapunov-based approaches, focusing principally on practical and powerful tools for designing Lyapunov functions. These techniques include semigroup comparisons as well as conjugacy principles on non necessarily bounded manifolds with locally Lipschitz boundaries. All the Lyapunov methodologies discussed in the article are illustrated in a variety of situations, ranging from conventional Markov semigroups on general state spaces to more sophisticated conditional stochastic processes possibly restricted to some non necessarily bounded domains, including locally Lipschitz and smooth hypersurface boundaries, Langevin diffusions as well as coupled harmonic oscillators.

Full work available at URL: https://arxiv.org/abs/2301.03484

zbMATH Keywords

Lyapunov function hypersurfaces integral operators semigroups harmonic oscillators boundary problems Langevin diffusions shape matrices Markov and sub-Markov semigroups

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Continuous-time Markov processes on general state spaces (60J25) Ergodic theorems, spectral theory, Markov operators (37A30) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25) Positive linear operators and order-bounded operators (47B65) One-parameter semigroups and linear evolution equations (47D06) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Schrödinger and Feynman-Kac semigroups (47D08)

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