On the ergodicity of nonlinear Fokker–Planck flows in $L^{1}(\mathbb R^d)$

Authors

  • Viorel Barbu Octav Mayer Institute of Mathematics of Romanian Academy and Al.I. Cuza University, Iaşi, Romania
  • Michael Röckner Fakultät für Mathematik, Universität Bielefeld, Germany

DOI:

https://doi.org/10.3842/umzh.v77i4.8286

Keywords:

Fokker-Planck, semigroup, ergodic

Abstract

UDC 517.9

We prove that a nonlinear semigroup $S(t)$ in $L^1(\mathbb{R}^d),$ $d\ge 3,$ associated with the nonlinear Fokker–Planck equation $u_t-\Delta\beta(u)+{\rm div }(Db(u)u)=0,$ $u(0)=u_0,$ in $(0,\infty)\times\mathbb{R}^d,$ with suitable conditions imposed on the coefficients $\beta\colon \mathbb{R}\to\mathbb{R},$ $-D\colon \mathbb{R}^d\to\mathbb{R}^d,$ and $b\colon \mathbb{R}\to\mathbb{R},$ is mean ergodic. In particular, this implies the mean ergodicity of the time marginal laws for the solutions to the corresponding McKean–Vlasov stochastic differential equation. This completes the results established in [V. Barbu, M. Röckner, The invariance principle for nonlinear Fokker–Planck equations, J. Different. Equat., 315, 200–221 (2022)] on the nature of the corresponding omega-set $\omega(u_0)$ for $S(t)$ in the case where the flow $S(t)$ in $L^1(\mathbb{R}^d)$ does not have a fixed point and, hence, the corresponding stationary Fokker–Planck equation has no solutions.

References

The full version of this paper will be published in Ukrainian Mathematical Journal, Vol. 77, No. 4, 2025.

Published

11.06.2025

Issue

Section

Research articles

How to Cite

Barbu, Viorel, and Michael Röckner. “On the Ergodicity of Nonlinear Fokker–Planck Flows in $L^{1}(\mathbb R^d)$”. Ukrains’kyi Matematychnyi Zhurnal, vol. 77, no. 4, June 2025, p. 279, https://doi.org/10.3842/umzh.v77i4.8286.