Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise

  • We provide a complete elaboration of the L2-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics with multiplicative noise, studying the longtime behavior of the strongly continuous contraction semigroup solving the abstract Cauchy problem for the associated backward Kolmogorov operator. Hypocoercivity for the Langevin dynamics with constant diffusion matrix was proven previously by Dolbeault, Mouhot and Schmeiser in the corresponding Fokker–Planck framework and made rigorous in the Kolmogorov backwards setting by Grothaus and Stilgenbauer. We extend these results to weakly differentiable diffusion coefficient matrices, introducing multiplicative noise for the corresponding stochastic differential equation. The rate of convergence is explicitly computed depending on the choice of these coefficients and the potential giving the outer force. In order to obtain a solution to the abstract Cauchy problem, we first prove essential self-adjointness of non-degenerate elliptic Dirichlet operators on Hilbert spaces, using prior elliptic regularity results and techniques from Bogachev, Krylov and Röckner. We apply operator perturbation theory to obtain essential m-dissipativity of the Kolmogorov operator, extending the m-dissipativity results from Conrad and Grothaus. We emphasize that the chosen Kolmogorov approach is natural, as the theory of generalized Dirichlet forms implies a stochastic representation of the Langevin semigroup as the transition kernel of a diffusion process which provides a martingale solution to the Langevin equation with multiplicative noise. Moreover, we show that even a weak solution is obtained this way.

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Metadaten
Verfasser*innenangaben:Alexander BertramORCiD, Martin GrothausORCiD
URN:urn:nbn:de:hbz:386-kluedo-78732
DOI:https://doi.org/10.1007/s00028-022-00773-y
ISSN:1424-3202
Titel des übergeordneten Werkes (Englisch):Journal of Evolution Equations
Verlag:Springer Nature - Springer
Dokumentart:Wissenschaftlicher Artikel
Sprache der Veröffentlichung:Englisch
Datum der Veröffentlichung (online):25.03.2024
Jahr der Erstveröffentlichung:2022
Veröffentlichende Institution:Rheinland-Pfälzische Technische Universität Kaiserslautern-Landau
Datum der Publikation (Server):25.03.2024
Ausgabe / Heft:22
Aufsatznummer:11
Seitenzahl:29
Quelle:https://link.springer.com/article/10.1007/s00028-022-00773-y
Fachbereiche / Organisatorische Einheiten:Kaiserslautern - Fachbereich Mathematik
DDC-Sachgruppen:5 Naturwissenschaften und Mathematik / 510 Mathematik
Sammlungen:Open-Access-Publikationsfonds
Lizenz (Deutsch):Zweitveröffentlichung