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

DOI10.1080/07362994.2023.2206880MaRDI QIDQ6131969zbMATH OpenFDO

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)

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

zbMATH Keywords

boundary problemsharmonic oscillatorshypersurfacesintegral operatorsLangevin diffusionsLyapunov functionMarkov and sub-Markov semigroupssemigroupsshape matrices

Mathematics Subject Classification ID

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) Markov semigroups and applications to diffusion processes (47D07) Schrödinger and Feynman-Kac semigroups (47D08) Monotone and positive operators on ordered Banach spaces or other ordered topological vector spaces (47H07) Continuous-time Markov processes on general state spaces (60J25)

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.

Cited in

(4)

• On the mathematical foundations of diffusion Monte Carlo
• A contraction theory for Sinkhorn and Schrödinger bridges via log-Sobolev inequalities
• On the contraction properties of Sinkhorn semigroups
• New trends in the stability of Sinkhorn semigroups

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