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arXiv · 1506.04386

A hypocoercivity related ergodicity method with rate of convergence for singularly distorted degenerate Kolmogorov equations and applications

Martin Grothaus·Patrik Stilgenbauer
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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.

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BibTeXRIS

Martin Grothaus, Patrik Stilgenbauer. 2015-06-14. A hypocoercivity related ergodicity method with rate of convergence for singularly distorted degenerate Kolmogorov equations and applications. https://doi.org/10.1007/s00020-015-2254-1

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