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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

We consider a class of degenerate equations satisfying a parabolic H\"ormander condition, with coefficients that are measurable in time and H\"older continuous in the space variables. By utilizing a generalized notion of strong solution, we…

Analysis of PDEs · Mathematics 2023-05-04 Giacomo Lucertini , Stefano Pagliarani , Andrea Pascucci

The aim of this paper is to offer an original and comprehensive spectral theoretical approach to the study of convergence to equilibrium, and in particular of the hypocoercivity phenomenon, for contraction semigroups in Hilbert spaces. Our…

Probability · Mathematics 2022-03-08 Pierre Patie , Aditya Vaidyanathan

We develop the kinetic theory of Hamiltonian systems with weak long-range interactions. Starting from the Klimontovich equation and using a quasilinear theory, we obtain a general kinetic equation that can be applied to spatially…

Statistical Mechanics · Physics 2009-11-13 Pierre-Henri Chavanis

Contraction theory for dynamical systems on Euclidean spaces is well-established. For contractive (resp. semi-contractive) systems, the distance (resp. semi-distance) between any two trajectories decreases exponentially fast. For partially…

Optimization and Control · Mathematics 2021-06-07 Pedro Cisneros-Velarde , Saber Jafarpour , Francesco Bullo

In this article we establish regularity properties for solutions of infinite dimensional Kolmogorov equations. We prove that if the nonlinear drift coefficients, the nonlinear diffusion coefficients, and the initial conditions of the…

Analysis of PDEs · Mathematics 2021-11-02 Adam Andersson , Mario Hefter , Arnulf Jentzen , Ryan Kurniawan

We obtain a general concept of triplet of Hilbert spaces with closed (unbounded) embeddings instead of continuous (bounded) ones. The construction starts with a positive selfadjoint operator $H$, that is called the Hamiltonian of the…

Functional Analysis · Mathematics 2025-11-04 Petru Cojuhari , Aurelian Gheondea

The concepts of hypocoercivity and hypocontractivity and their relationship are studied for semi-dissipative continuous-time and discrete-time evolution equations in a Hilbert space setting. New proofs for the characterization of the…

Dynamical Systems · Mathematics 2026-01-15 Anton Arnold , Stefan Egger , Volker Mehrmann , Eduard A. Nigsch

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 give properties of strict pseudocontractions and demicontractions defined on a Hilbert space, which constitute wide classes of operators that arise in iterative methods for solving fixed point problems. In particular, we give necessary…

Optimization and Control · Mathematics 2023-07-17 Andrzej Cegielski

The purpose of this paper is to extend the hypocoercivity results for the kinetic Fokker-Planck equation in $H^1$ space in Villani's memoir \cite{Villani} to higher order Sobolev spaces. As in the $L^2$ and $H^1$ setting, there is lack of…

Analysis of PDEs · Mathematics 2020-12-14 Chaoen Zhang

We provide the spectral expansion in a weighted Hilbert space of a substantial class of invariant non-self-adjoint and non-local Markov operators which appear in limit theorems for positive-valued Markov processes. We show that this class…

Probability · Mathematics 2022-03-08 Pierre Patie , Mladen Savov

We establish the existence and uniqueness, in bounded as well as unbounded Lipschitz type cylinders of the forms $U_X\times V_{Y,t}$ and $\Omega\times \mathbb R^{m}\times \mathbb R$, of weak solutions to Cauchy-Dirichlet problems for the…

Analysis of PDEs · Mathematics 2021-12-03 M. Litsgård , K. Nyström

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

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

A first order differential equation with a periodic operator coefficient acting in a pair of Hilbert spaces is considered. This setting models both elliptic equations with periodic coefficients in a cylinder and parabolic equations with…

Analysis of PDEs · Mathematics 2019-09-04 Vladimir Kozlov , Jari Taskinen

We revisit the homogeneous and inhomogeneous Dirichlet problem for the Laplacian on Lipschitz domains. This is motivated by the recent postings by Amrouche and Moussaoui which purport to contradict known area integral estimates of Dahlberg…

Analysis of PDEs · Mathematics 2026-02-24 David S. Jerison , Carlos E. Kenig

In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…

Analysis of PDEs · Mathematics 2018-11-16 Hongjie Dong , Tuoc Phan

In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…

Probability · Mathematics 2022-04-12 Martin Hutzenthaler , Robert Link

This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, by means of well-chosen Lyapunov functionals. Typical examples are the kinetic Fokker--Planck and Boltzmann…

Analysis of PDEs · Mathematics 2007-05-23 C. Villani