A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions

DOI10.1007/S00020-015-2254-1zbMATH Open1361.37007arXiv1506.04386OpenAlexW3100501227MaRDI QIDQ895748FDOQ895748

Authors: Martin Grothaus, Patrik Stilgenbauer 

Publication date: 4 December 2015

Published in: Integral Equations and Operator Theory (Search for Journal in Brave)

Abstract: In this article we develop a new abstract strategy for proving ergodicity with explicit computable rate of convergence for diffusions associated with a degenerate Kolmogorov operator L. A crucial point is that the evolution operator L may have singular and nonsmooth coefficients. This allows the application of the method e.g. to degenerate and singular particle systems arising in Mathematical Physics. As far as we know in such singular cases the relaxation to equilibrium can't be discussed with the help of existing approaches using hypoellipticity, hypocoercivity or stochastic Lyapunov type techniques. The method is formulated in an L2-Hilbert space setting and is based on an interplay between Functional Analysis and Stochastics. Moreover, it implies an ergodicity rate which can be related to L2-exponential convergence of the semigroup. Furthermore, the ergodicity method shows up an interesting analogy with existing hypocoercivity approaches. In the first application we discuss ergodicity of the N-particle degenerate Langevin dynamics with singular potentials. The dual to this equation is also called the kinetic Fokker-Planck equation with an external confining potential. In the second example we apply the method to the so-called (degenerate) spherical velocity Langevin equation which is also known as the fiber lay-down process arising in industrial mathematics.

Full work available at URL: https://arxiv.org/abs/1506.04386

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zbMATH Keywords

ergodicityFokker-Planck equationdegenerate diffusionshypocoercivityoperator semigroupsKolmogorov backward equationgeneralized Dirichlet forms

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Fokker-Planck equations (35Q84) Ergodic theorems, spectral theory, Markov operators (37A30) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited In (22)

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• Asymptotic analysis for the generalized Langevin equation with singular potentials
• Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations
• Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials
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• Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
• The generalized Langevin equation with power-law memory in a nonlinear potential well
• Nonwoven production processes
• Geometric ergodicity of Langevin dynamics with Coulomb interactions

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