Exponential ergodicity and Rayleigh-Schroedinger series for infinite dimensional diffusions

preprint2016arXivOpen access

Abstract

We consider an infinite dimensional diffusion on TZdT^{\mathbb Z^d}, where TT is the circle, defined by an infinitesimal generator of the form L=∑i∈Zd(ai(η)2∂i2+bi(η)∂i)L=\sum_{i\in\mathbb Z^d}\left(\frac{a_i(η)}{2}\partial^2_i +b_i(η)\partial_i\right), with η∈TZdη\in T^{\mathbb Z^d}, where the coefficients ai,bia_i,b_i are of finite range, bounded with uniformly bounded second order partial derivatives and the ellipticity assumption inf⁡i,ηai(η)>0\inf_{i,η}a_i(η)>0 is satisfied. We prove that whenever νν is an invariant Gibbs measure for this diffusion satisfying the logarithmic Sobolev inequality, then the dynamics is exponentially ergodic in the uniform norm, and hence νν is the unique invariant measure. As an application of this result, we prove that if A=∑i∈Zdci(η)∂iA=\sum_{i\in\mathbb Z^d}c_i(η)\partial_i, and cic_i satisfy the condition ∑i∈Zd∫ci2dν<∞\sum_{i\in\mathbb Z^d} \int c_i^2dν<\infty, then there is an εc>0ε_c>0, such that for every ε∈(−εc,εc)ε\in (-ε_c,ε_c), the infinite dimensional diffusion with generator Lε=L+εAL_ε=L+εA, has a unique invariant measure νεν_ε having a Radon-Nikodym derivative gεg_ε with respect to νν, which admits the analytic expansion gε=∑k=0∞εkfkg_ε=\sum_{k=0}^\infty ε^k f_k, where fk∈L2[ν]f_k\in L_2[ν] are defined through f0=1f_0=1, ∫fkdν=0\int f_kdν=0 and the recurrence equations L∗fk+1=A∗fkL^*f_{k+1}=A^*f_k. We give an example where through this expansion we are able to quantify the effect on the invariant measure of a perturbation triggering interaction on independent diffusions.

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