English

The ergodicity of nonlinear Fokker-Planck flows in $L^1(\mathbb R^d)$

Probability 2023-03-16 v2 Analysis of PDEs

Abstract

One proves in this work that the nonlinear semigroup S(t)S(t) in L1(Rd)L^1(\mathbb R^d), d3d\geq 3, associated with the nonlinear Fokker-Planck equation utΔβ(u)+div(Db(u)u)=0u_t-\Delta\beta(u)+\text{div}(Db(u)u){=}0, u(0)=u0u(0)=u_0 in (0,)×Rd(0,\infty)\times\mathbb R^d, under suitable conditions on the coefficients β:RR\beta:\mathbb R\to\mathbb R, D:RdRdD:\mathbb R^d\to\mathbb R^d and b:RRb:\mathbb R\to\mathbb R, is mean ergodic. In particular, this implies the mean ergodicity of the time marginal laws of the solutions to the corresponding McKean-Vlasov stochastic differential equation. This completes the results established in [7] on the nature of the corresponding omega-set ω(u0)\omega(u_0) for S(t)S(t) in the case where the flow S(t)S(t) in L1(Rd)L^1(\mathbb R^d) has not a fixed point and so the corresponding stationary Fokker-Planck equation has no solutions.

Keywords

Cite

@article{arxiv.2210.13624,
  title  = {The ergodicity of nonlinear Fokker-Planck flows in $L^1(\mathbb R^d)$},
  author = {Viorel Barbu and Michael Röckner},
  journal= {arXiv preprint arXiv:2210.13624},
  year   = {2023}
}