A Hypocoercivity Related Ergodicity Method for Singularly Distorted Non-Symmetric Diffusions

被引:20
作者
Grothaus, Martin [1 ]
Stilgenbauer, Patrik [1 ]
机构
[1] Univ Kaiserslautern, Dept Math, Funct Anal & Stochast Anal Grp, D-67653 Kaiserslautern, Germany
关键词
Ergodicity; Rate of convergence; Degenerate diffusions; Non-symmetric diffusions; Singularly distorted diffusions; Kolmogorov backward equation; Hypocoercivity; Operator semigroups; Generalized Dirichlet forms; Hypoellipticity; Poincare inequality; N-particle Langevin dynamics; Spherical velocity Langevin dynamics; Fiber lay-down; Stratonovich SDEs on manifolds; Fokker-Planck equation; FOKKER-PLANCK EQUATION; POINCARE INEQUALITY; LANGEVIN DYNAMICS; MARKOV-PROCESSES; CONVERGENCE;
D O I
10.1007/s00020-015-2254-1
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
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 L (2)-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 L (2)-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.
引用
收藏
页码:331 / 379
页数:49
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