ACCELERATING PLANAR ORNSTEIN-UHLENBECK DIFFUSION WITH SUITABLE DRIFT

DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS(2020)

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摘要
The principal aim of this paper is to construct an explicit sequence of weighted divergence free vector fields which accelerates the rate of convergence of planar Ornstein-Uhlenbeck diffusion to its equilibrium state. The rate of convergence is expressed in terms of the spectral gap of the diffusion generator. We construct an explicit sequence of vector fields which pushes the spectral gap to infinity. The acceleration of the diffusion results from the strong oscillation of the flow lines generated by the vector field.
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关键词
Non-reversible diffusion,non-self adjoint generator,spectral gap,Faber-Krahn type inequality,measure preserving flow
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