学术活动
Large time behavior of non-symmetric Fokker-Panck type equations
2013-05-20
来源:科技处 点击次数:主讲人:琚强昌 教授(北京应用物理与计算数学研究所)
时 间:5月20日(周一)9:40-10:20
地 点:威尼斯欢乐娱人城1099北二区教学楼 132 教室
备 注: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 convergence of the solution to the steady state in relative entropy with an explicit exponential rate. In parallel it also implies a logarithmic Sobolev inequality with respect to the steady state measure. Explicit examples illustrate that skew-symmetric perturbations in the Fokker-Planck operator can help to improve the constant in such a logarithmic Sobolev inequality. This is a jonit work with Anton Arnold and Eric Carlen.