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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, Wien, 2008, ISBN: 978-3-902627-01-8.



English abstract:
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:
http://www.asc.tuwien.ac.at/preprint/2008/asc09x2008.pdf


Created from the Publication Database of the Vienna University of Technology.