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相关论文: The essential m-dissipativity for degenerate infin…

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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 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…

泛函分析 · 数学 2022-05-25 Alexander Bertram , 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

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

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

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

We study a reaction-diffusion evolution equation perturbed by a space-time L\'evy noise. The associated Kolmogorov operator is the sum of the infinitesimal generator of a $C_0$-semigroup of strictly negative type acting in a Hilbert space…

概率论 · 数学 2012-12-27 Sergio Albeverio , Elisa Mastrogiacomo , Boubaker Smii

Given a real and separable Hilbert space H we consider the measure-valued equation \begin{equation*} \int_H\phi(x)\mu_t(dx)- \int_H\phi(x)\mu(dx)= \int_0^t(\int_HK_0\phi(x)\mu_s(dx))ds, \end{equation*} where K_0 is the Kolmogorov…

偏微分方程分析 · 数学 2007-07-24 Luigi Manca

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 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,…

概率论 · 数学 2022-07-06 Javier Castro

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

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

We consider an elliptic Kolmogorov equation $\lambda u - Ku = f$ in a separable Hilbert space $H$. The Kolmogorov operator $K$ is associated to an infinite dimensional convex gradient system: $dX = (AX - DU(X))dt + dW (t)$, where $A $ is a…

偏微分方程分析 · 数学 2014-06-11 Giuseppe Da Prato , Alessandra Lunardi

The critical behaviour of semi-infinite $d$-dimensional systems with short-range interactions and an O(n) invariant Hamiltonian is investigated at an $m$-axial Lifshitz point with an isotropic wave-vector instability in an $m$-dimensional…

统计力学 · 物理学 2008-11-26 H. W. Diehl , S. Rutkevich , A. Gerwinski

We establish strong Feller property and irreducibility for the transition semigroup associated to a class of nonlinear stochastic partial differential equations with multiplicative degenerate noise. As a by-product, we prove uniqueness of…

概率论 · 数学 2026-04-01 Luca Scarpa , Margherita Zanella

We consider nonparametric invariant density and drift estimation for a class of multidimensional degenerate resp. hypoelliptic diffusion processes, so-called stochastic damping Hamiltonian systems or kinetic diffusions, under anisotropic…

统计理论 · 数学 2022-05-24 Niklas Dexheimer , Claudia Strauch

In this paper, we investigate Kolmogorov type theorems for small perturbations of degenerate Hamiltonian systems. These systems are index by a parameter $\xi$ as \( H(y,x,\xi) = \langle\omega(\xi),y\rangle + \varepsilon…

动力系统 · 数学 2024-09-02 Jiayin Du , Yong Li , Hongkun Zhang

We show existence of an infinitesimally invariant measure $m$ for a large class of divergence and non-divergence form elliptic second order partial differential operators with locally Sobolev regular diffusion coefficient and drift of some…

概率论 · 数学 2022-01-21 Haesung Lee , Gerald Trutnau

We establish necessary and sufficient conditions for stochastic invariance of closed subsets in Hilbert spaces for solutions to infinite-dimensional stochastic differential equations (SDEs) under mild assumptions on the coefficients. Our…

概率论 · 数学 2026-02-24 Eduardo Abi Jaber , Stefan Tappe

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

概率论 · 数学 2023-04-12 Lorenzo Marino
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