A hypocoercivity related ergodicity method for Kolmogorov equations | Zendy

Grothaus Martin | Zendy; Stilgenbauer Patrik | Zendy

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A hypocoercivity related ergodicity method for Kolmogorov equations

Author(s) -

Grothaus Martin,

Stilgenbauer Patrik

Publication year - 2014

Publication title -

pamm

Language(s) - English

Resource type - Journals

ISSN - 1617-7061

DOI - 10.1002/pamm.201410484

Subject(s) - ergodicity , operator (biology) , degenerate energy levels , mathematics , convergence (economics) , statistical physics , dynamical systems theory , rate of convergence , mathematical physics , pure mathematics , mathematical analysis , physics , computer science , economics , statistics , quantum mechanics , computer network , biochemistry , chemistry , channel (broadcasting) , repressor , transcription factor , gene , economic growth

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 the degenerate N particle Langevin dynamics. (© 2014 Wiley‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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