| Autor: |
Eisenhuth, Benedikt, Grothaus, Martin |
| Rok vydání: |
2021 |
| Předmět: |
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| Zdroj: |
Stochastics and Partial Differential Equations: Analysis and Computations (2023) |
| Druh dokumentu: |
Working Paper |
| DOI: |
10.1007/s40072-023-00299-5 |
| Popis: |
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 infinite-dimensional degenerate stochastic differential equations in terms of their infinitesimal generators. In the first part of this article we use resolvent methods developed by Beznea, Boboc and R\"ockner to construct diffusion processes with infinite lifetime and explicit invariant measures. The processes provide weak solutions to infinite-dimensional Langevin dynamics. The second part deals with a general abstract Hilbert space hypocoercivity method, developed by Dolbeaut, Mouhot and Schmeiser. In order to treat stochastic (partial) differential equations, Grothaus and Stilgenbauer translated these concepts to the Kolmogorov backwards setting taking domain issues into account. To apply these concepts in the context of infinite-dimensional Langevin dynamics we use an essential m-dissipativity result for infinite-dimensional Ornstein-Uhlenbeck operators, perturbed by the gradient of a potential. We allow unbounded diffusion operators as coefficients and apply corresponding regularity estimates. Furthermore, essential m-dissipativity of a non-sectorial Kolmogorov backward operator associated to the dynamic is needed. Poincar\'e inequalities for measures with densities w.r.t. infinite-dimensional non-degenerate Gaussian measures are studied. Deriving a stochastic representation of the semigroup generated by the Kolmogorov backward operator as the transition semigroup of a diffusion process enables us to show an $L^2$-exponential ergodicity result for the weak solution. Finally, we apply our results to explicit infinite-dimensional degenerate diffusion equations. |
| Databáze: |
arXiv |
| Externí odkaz: |
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