Quasi-stationary distribution for kinetic SDEs with low regularity coefficients
Probability
2024-10-03 v1 Analysis of PDEs
Abstract
We consider kinetic SDEs with low regularity coefficients in the setting recently introduced in [6]. For the solutions to such equations, we first prove a Harnack inequality. Using the abstract approach of [5], this inequality then allows us to prove, under a Lyapunov condition, the existence and uniqueness (in a suitable class of measures) of a quasi-stationary distribution in cylindrical domains of the phase space. We finally exhibit two settings in which the Lyapunov condition holds: general kinetic SDEs in domains which are bounded in position, and Langevin processes with a non-conservative force and a suitable growth condition on the force.
Keywords
Cite
@article{arxiv.2410.01042,
title = {Quasi-stationary distribution for kinetic SDEs with low regularity coefficients},
author = {Nicolas Champagnat and Tony Lelièvre and Mouad Ramil and Julien Reygner and Denis Villemonais},
journal= {arXiv preprint arXiv:2410.01042},
year = {2024}
}