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Convergence Rate for Degenerate Partial and Stochastic Differential Equations via weak Poincaré Inequalities (2110.05536v1)
Published 11 Oct 2021 in math.PR and math.FA
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 $L2$-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.