Spectral gap for the stochastic quantization equation on the 2-dimensional torus

By P. Tsatsoulis, Hendrik Weber. Annales De L Institut Henri Poincare-probabilites Et Statistiques, 2016

96 citations recorded by the source corpus.

We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times independent of the initial datum. We then establish that solutions give rise to a Markov process whose transition semigroup satisfies the strong Feller property. Following arguments by Chouk and Friz we also prove a support theorem for the laws of the solutions. Finally all of these results are combined to show that the transition semigroup satisfies the Doeblin criterion which implies exponential convergence to equilibrium. Along the way we give a simple direct proof of the Markov property of solutions and an independent argument for the existence of an invariant measure using the Krylov-Bogoliubov existence theorem. Our method makes no use of the reversibility of the dynamics or the explicit knowledge of the invariant measure and it is therefore in principle applicable to situations where these are not available, e.g. the vector-valued case.

Subfields: Computational Theory and Mathematics, Finance, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/638077bb6ba1ca8f04a862ccb664b9fe0410ace8

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Citations in the corpus

The Dynamic $${\Phi^4_3}$$Φ34 Model Comes Down from Infinity (2016, result): “The two-dimensional analysis in [36] actually yields a stronger statement, namely the exponential convergence to equilibrium with respect to the total variation norm, uniformly over all initial data.”