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相关论文: Essential m-dissipativity and hypocoercivity of La…

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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…

泛函分析 · 数学 2016-08-30 Martin Grothaus , Patrik Stilgenbauer

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…

概率论 · 数学 2024-10-22 Benedikt Eisenhuth , Martin Grothaus

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…

概率论 · 数学 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

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…

概率论 · 数学 2023-06-26 Alexander Bertram , Benedikt Eisenhuth , Martin Grothaus

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…

概率论 · 数学 2021-10-13 Alexander Bertram , Martin Grothaus

In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an…

泛函分析 · 数学 2015-12-31 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…

概率论 · 数学 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…

泛函分析 · 数学 2016-01-04 Martin Grothaus , Patrik Stilgenbauer

First essential m-dissipativity of an infinite-dimensional Ornstein-Uhlenbeck operator $N$, perturbed by the gradient of a potential, on a domain $\mathcal{F}C_b^{\infty}$ of finitely based, smooth and bounded functions, is shown. Our…

泛函分析 · 数学 2021-04-13 Benedikt Eisenhuth , Martin Grothaus

We study the interplay between reversibility, geometry, and the choice of multiplicative noise (in particular It\^{o}, Stratonovich, Klimontovich) in stochastic differential equations (SDEs). Building on a unified geometric framework, we…

概率论 · 数学 2025-11-06 Mario Ayala , Nicolas Dirr , Grigorios A. Pavliotis , Johannes Zimmer

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…

数值分析 · 数学 2026-02-19 Zhaonan Dong , Emmanuil H. Georgoulis , Philip J. Herbert

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…

数值分析 · 数学 2024-12-31 Zhaonan Dong , Emmanuil H. Georgoulis , Philip J. Herbert

We prove maximal Schauder regularity for solutions to elliptic systems and Cauchy problems, in the space $C_b(\mathbb{R}^d;\mathbb{R}^m)$ of bounded and continuous functions, associated to a class of nonautonomous weakly coupled…

偏微分方程分析 · 数学 2022-01-03 Davide Addona , Luca Lorenzi

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…

数值分析 · 数学 2020-12-18 Emmanuil H. Georgoulis

In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto…

偏微分方程分析 · 数学 2026-04-14 Zexi Fan , Bowen Li , Jianfeng Lu

This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and…

数值分析 · 数学 2023-06-27 Yukun Li , Corey Prachniak , Yi Zhang

Based on the hypocoercivity approach due to Villani \cite{Villani}, Dolbeault, Mouhot and Schmeiser \cite{DMS} established a new and simple framework to investigate directly the $L^2$-exponential convergence to the equilibrium for the…

概率论 · 数学 2024-01-17 Bao Jianhai , Wang Jian

In this paper we study the Cauchy problem for the wave equations for hypoelliptic homogeneous left-invariant operators on graded Lie groups when the time-dependent non-negative propagation speed is regular, H\"older, and distributional. For…

偏微分方程分析 · 数学 2018-10-30 Michael Ruzhansky , Nurgissa Yessirkegenov

The aim of this paper is to study the recovery of a spatially dependent potential in a (sub)diffusion equation from overposed final time data. We construct a monotone operator one of whose fixed points is the unknown potential. The…

数值分析 · 数学 2022-01-06 Zhengqi Zhang , Zhidong Zhang , Zhi Zhou

We present a theory of hypoellipticity and unique ergodicity for semilinear parabolic stochastic PDEs with "polynomial" nonlinearities and additive noise, considered as abstract evolution equations in some Hilbert space. It is shown that if…

概率论 · 数学 2015-03-13 Martin Hairer , Jonathan C. Mattingly
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