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Article Dans Une Revue Kinetic and Related Models Année : 2018

Invariant measures for a stochastic Fokker-Planck equation

Résumé

We study a kinetic Vlasov/Fokker-Planck equation perturbed by a stochastic forcing term. When the noise intensity is not too large, we solve the corresponding Cauchy problem in a space of functions ensuring good localization in the velocity variable. Then we show under similar conditions that the generated dynamics, with prescribed total mass, admits a unique invariant measure which is exponentially mixing. The proof relies onhypocoercive estimates and hypoelliptic regularity. At last we provide an explicit example showing that our analytic framework does require some smallness condition on the noise intensity.
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Dates et versions

hal-01135504 , version 1 (25-03-2015)
hal-01135504 , version 2 (07-06-2019)

Identifiants

Citer

Sylvain de Moor, Luis Miguel Miguel Rodrigues, Julien Vovelle. Invariant measures for a stochastic Fokker-Planck equation. Kinetic and Related Models , 2018, 11 (2), pp.357--395. ⟨10.3934/krm.2018017⟩. ⟨hal-01135504v2⟩
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