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Trend to equilibrium for a delay Vlasov-Fokker-Planck equation and explicit decay estimates

Klar, A, Kreusser, L, Tse, OTC

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Abstract

In this paper, a Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with distributed delay is analytically investigated. Under certain restrictions on the parameters, the well-posedness and equilibration of the Vlasov-Fokker-Planck equation are shown. Furthermore, an exponential rate of convergence toward an equilibrium measure is proven as long as the delay horizon is finite. For infinite delay horizon, i.e., when the entire history of the solution paths is taken into consideration, algebraic decay of the solution is shown.

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What this paper is about

In this paper, a Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with distributed delay is analytically investigated. Under certain restrictions on the parameters, the well-posedness and equilibration of the Vlasov-Fokker-Planck equation are shown. Furthermore, an exponential rate of convergence toward an equilibrium measure is proven as long as the delay horizon is finite. For infinite delay horizon, i.e., when the entire history of the solution paths is taken into consideration, algebraic decay of the solution is shown.

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Available abstract

In this paper, a Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with distributed delay is analytically investigated. Under certain restrictions on the parameters, the well-posedness and equilibration of the Vlasov-Fokker-Planck equation are shown. Furthermore, an exponential rate of convergence toward an equilibrium measure is proven as long as the delay horizon is finite. For infinite delay horizon, i.e., when the entire history of the solution paths is taken into consideration, algebraic decay of the solution is shown.

Key concepts: Fokker–Planck equation, Vlasov equation, Mathematics, Algebraic number, Convergence (economics), Exponential decay, Exponential function, Mathematical analysis

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