Contributions to Books:
A. Arnold, E. Carlen, Q. Ju:
"Large-time behavior of non-symmetric Fokker-Planck type equations";
in: "ASC Report09/2008",
issued by: Institute for Analysis and Scientific Computing;
Vienna University of Technology,
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.
Electronic version of the publication:
Created from the Publication Database of the Vienna University of Technology.