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We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics via studying the longtime behavior of the strongly continuous contraction semigroup solving the associated Kolmogorov…

Functional Analysis · Mathematics 2016-08-30 Martin Grothaus , Patrik Stilgenbauer

In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an…

Probability · Mathematics 2020-06-23 Martin Grothaus , Maximilian Mertin

In this article 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…

Functional Analysis · Mathematics 2016-01-04 Martin Grothaus , Patrik Stilgenbauer

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

This work is concerned with the development of a family of Galerkin finite element methods for the classical Kolmogorov's equation. Kolmogorov's equation serves as a sufficiently rich, for our purposes, model problem for kinetic-type…

Numerical Analysis · Mathematics 2020-12-18 Emmanuil H. Georgoulis

We analyze infinite-dimensional non-linear degenerate stochastic differential equations with multiplicative noise. First, essential m-dissipativity of their associated Kolmogorov backward generators on $L^2(\mu^{\Phi})$ defined on smooth…

Probability · Mathematics 2023-06-26 Alexander Bertram , Benedikt Eisenhuth , Martin Grothaus

We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behaviour of the strongly continuous contraction semigroup solving the…

Functional Analysis · Mathematics 2022-05-25 Alexander Bertram , Martin Grothaus

By further developing the generalized $\Gamma$-calculus for hypoelliptic operators, we prove hypocoercive estimates for a large class of Kolmogorov type operators which are defined on non necessarily totally geodesic Riemannian foliations.…

Analysis of PDEs · Mathematics 2016-04-26 Fabrice Baudoin , Camille Tardif

We propose a new stabilised finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterised by degenerate diffusion. The…

Numerical Analysis · Mathematics 2024-12-31 Zhaonan Dong , Emmanuil H. Georgoulis , Philip J. Herbert

We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove…

Probability · Mathematics 2021-10-13 Alexander Bertram , Martin Grothaus

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

Probability · Mathematics 2025-02-07 Giovanni Brigati , Francis Lörler , Lihan Wang

We consider the nonlinear Kolmogorov equation posed in a Hilbert space $H$, not necessarily of finite dimension. This model was recently studied by Cox et al. [24] in the framework of weak convergence rates of stochastic wave models. Here,…

Probability · Mathematics 2022-07-06 Javier Castro

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a…

Dynamical Systems · Mathematics 2025-01-30 Franz Achleitner , Anton Arnold , Volker Mehrmann , Eduard A. Nigsch

We consider a degenerate infinite dimensional stochastic Hamiltonian system with multiplicative noise and establish the essential m-dissipativity on $L^2(\mu^{\Phi})$ of the corresponding Kolmogorov (backwards) operator. Here, $\Phi$ is the…

Probability · Mathematics 2024-10-22 Benedikt Eisenhuth , Martin Grothaus

In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann…

Analysis of PDEs · Mathematics 2009-12-10 Renjun Duan

In his seminal 1934 paper on Brownian motion and the theory of gases Kolmogorov introduced a second order evolution equation which displays some challenging features. In the opening of his 1967 hypoellipticity paper H\"ormander discussed a…

Analysis of PDEs · Mathematics 2019-05-01 Nicola Garofalo , Giulio Tralli

We are concerned with discretisations of the classical Kolmogorov equation by a standard space-time discontinuous Galerkin method. {The} Kolmogorov equation serves as simple, yet rich enough in the present context, model problem for a wide…

Numerical Analysis · Mathematics 2026-02-19 Zhaonan Dong , Emmanuil H. Georgoulis , Philip J. Herbert

In this paper, hypocoercivity methods are applied to linear kinetic equations with mass conservation and without confinement, in order to prove that the solutions have an algebraic decay rate in the long-time range, which the same as the…

Analysis of PDEs · Mathematics 2019-09-30 Emeric Bouin , Jean Dolbeault , Stéphane Mischler , Clément Mouhot , Christian Schmeiser

We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…

Analysis of PDEs · Mathematics 2010-05-11 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

We study cocycles (non-autonomous dynamical systems) satisfying a certain squeezing condition with respect to the quadratic form of a bounded self-adjoint operator acting in a Hilbert space. We prove that (under additional assumptions) the…

Dynamical Systems · Mathematics 2024-02-08 Mikhail Anikushin
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