论文标题

非线性fokker-planck流动$ l^1(\ mathbb r^d)$

The ergodicity of nonlinear Fokker-Planck flows in $L^1(\mathbb R^d)$

论文作者

Barbu, Viorel, Röckner, Michael

论文摘要

在这项工作中,一个人证明了$ l^1(\ Mathbb r^d)$,$ d \ geq 3 $与非线性fokker-planck方程$ _t-u_t-Δβ(u) $(0,\ infty)\ times \ times \ mathbb r^d $,在适当条件下$β:\ mathbb r \ to \ mathbb r $,$ d:\ mathbb r^d \ to \ mathbb r^d $ and $ b:\ mathbb r^d $ and $ b:\ mathbb r \ to \ to \ to \ to \ to \ to \ to \ to \ to \ to \ to \ to \ to \ to \ to \ mathbb rgodic。特别是,这意味着对相应的McKean-Vlasov随机微分方程的解决方案的时间边际定律的平均成分性。这完成了[7]中关于$ s(t)$的相应omega-set $ω(u_0)$的性质的结果,在$ l^1中的流$ s(t)$(\ mathbb r^d)中的情况下,$ s(t)$没有固定点,因此通用的固定fokker-planck方程没有解决方案。

One proves in this work that the nonlinear semigroup $S(t)$ in $L^1(\mathbb R^d)$, $d\geq 3$, associated with the nonlinear Fokker-Planck equation $u_t-Δβ(u)+\text{div}(Db(u)u){=}0$, $u(0)=u_0$ in $(0,\infty)\times\mathbb R^d$, under suitable conditions on the coefficients $β:\mathbb R\to\mathbb R$, $D:\mathbb R^d\to\mathbb R^d$ and $b:\mathbb R\to\mathbb R$, is mean ergodic. In particular, this implies the mean ergodicity of the time marginal laws of the solutions to the corresponding McKean-Vlasov stochastic differential equation. This completes the results established in [7] on the nature of the corresponding omega-set $ω(u_0)$ for $S(t)$ in the case where the flow $S(t)$ in $L^1(\mathbb R^d)$ has not a fixed point and so the corresponding stationary Fokker-Planck equation has no solutions.

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