Hypocoercivity for Hamiltonian Diffusions with Singular Drift

Abstract

We establish $L^2$-exponential strong ergodicity (strong mixing) with an explicit rate of convergence for a class of degenerate diffusions with multiplicative noise and with singular drift in both the noisy and noise-free components. This class includes diffusions with an additional inert drift given by the gradient of a singular potential, as well as singular generalized stochastic Hamiltonian systems. Cases in which the diffusion is confined to a proper, bounded or unbounded subset of $\mathbb{R}^{d_1+d_2}$ are included. Concrete examples of admissible potentials are provided. To obtain these results, we use an analytical approach and study the long-time behavior of the strongly continuous contraction semigroup generated by the formal Kolmogorov backward operator. Using the theory of generalized Dirichlet forms, these objects are then identified with the transition semigroup and generator of the unique weak solution to the original stochastic differential equation. The existence and uniqueness of this solution are established under near-minimal conditions.