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 in , , associated with the nonlinear Fokker-Planck equation , in , under suitable conditions on the coefficients , and , 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 for in the case where the flow in 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}
}