Convergence Rate for Degenerate Partial and Stochastic Differential Equations via weak Poincar\'e Inequalities
Alexander Bertram, Martin Grothaus

TL;DR
This paper analyzes the long-term behavior of degenerate Kolmogorov operators using weak hypocoercivity and Poincaré inequalities, providing convergence rate estimates for solutions to related PDEs and SDEs.
Contribution
It extends previous results by proving essential m-dissipativity and applying weak Poincaré inequalities to derive convergence rates for degenerate equations.
Findings
Establishes m-dissipativity of degenerate Kolmogorov operators.
Provides $L^2$-convergence rate estimates for solutions.
Demonstrates sub-exponential convergence for degenerate Fokker-Planck equations.
Abstract
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 essential m-dissipativity of the operator, which extends previous results and is key to the rigorous analysis required. We give estimates for the -convergence rate by using weak Poincar\'e inequalities. As an application, we obtain estimates for the (sub-)exponential convergence rate of solutions to the corresponding degenerate Fokker-Planck equations and of weak solutions to the corresponding degenerate stochastic differential equation with multiplicative noise.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Spectral Theory in Mathematical Physics · Numerical methods in inverse problems
