Buchbeiträge:
A. Arnold, E. Carlen, Q. Ju:
"Large-time behavior of non-symmetric Fokker-Planck type equations";
in: "ASC Report09/2008",
herausgegeben von: Institute for Analysis and Scientific Computing;
Vienna University of Technology,
Wien,
2008,
ISBN: 978-3-902627-01-8.
Kurzfassung englisch:
Large time asymptotics of the solutions to non-symmetric Fokker-
Planck type equations are studied by extending the entropy method to this
case. We present a modified Bakry-Emery criterion that yields covergence of
the solution to the steady state in relative entropy with an explicit exponen-
tial rate. In parallel it also implies a logarithmic Sobolev inequality w.r.t. the
steady state measure. Explicit examples illustrate that skew-symmetric per-
turbations in the Fokker Planck operator can "help" to improve the constant
in such a logarithmic Sobolev inequality.
Elektronische Version der Publikation:
http://www.asc.tuwien.ac.at/preprint/2008/asc09x2008.pdf
Erstellt aus der Publikationsdatenbank der Technischen Universität Wien.