Convergence Rate for Degenerate Partial and Stochastic Differential Equations via weak Poincar\'e Inequalities

Alexander Bertram; Martin Grothaus

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arXiv · 2110.05536

Convergence Rate for Degenerate Partial and Stochastic Differential Equations via weak Poincar\'e Inequalities

Alexander Bertram·Martin Grothaus

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Abstract

We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove essential m-dissipativity of the operator, which extends previous results and is key to the rigorous analysis required. We give estimates for the $L^2$-convergence rate by using weak Poincar\'e inequalities. As an application, we obtain estimates for the (sub-)exponential convergence rate of solutions to the corresponding degenerate Fokker-Planck equations and of weak solutions to the corresponding degenerate stochastic differential equation with multiplicative noise.

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BibTeX RIS

Alexander Bertram, Martin Grothaus. 2021-10-11. Convergence Rate for Degenerate Partial and Stochastic Differential Equations via weak Poincar\'e Inequalities. https://arxiv.org/abs/2110.05536

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