L^2-exponential ergodicity of stochastic Hamiltonian systems with α-stable Lévy noises

arxiv(2024)

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摘要
Based on the hypocoercivity approach due to Villani , Dolbeault, Mouhot and Schmeiser established a new and simple framework to investigate directly the L^2-exponential convergence to the equilibrium for the solution to the kinetic Fokker-Planck equation. Nowadays, the general framework advanced in is named as the DMS framework for hypocoercivity. Subsequently, Grothaus and Stilgenbauer builded a dual version of the DMS framework in the kinetic Fokker-Planck setting. No matter what the abstract DMS framework in and the dual counterpart in , the densely defined linear operator involved is assumed to be decomposed into two parts, where one part is symmetric and the other part is anti-symmetric. Thus, the existing DMS framework is not applicable to investigate the L^2-exponential ergodicity for stochastic Hamiltonian systems with α-stable Lévy noises, where one part of the associated infinitesimal generators is anti-symmetric whereas the other part is not symmetric. In this paper, we shall develop a dual version of the DMS framework in the fractional kinetic Fokker-Planck setup, where one part of the densely defined linear operator under consideration need not to be symmetric. As a direct application, we explore the L^2-exponential ergodicity of stochastic Hamiltonian systems with α-stable Lévy noises. The proof is also based on Poincaré inequalities for non-local stable-like Dirichlet forms and the potential theory for fractional Riesz potentials.
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