Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise

Abstract

We study the convergence rate to equilibrium for a family of Markov semigroups $\{\mathcal{P}_t^{\epsilon}\}_{\epsilon > 0}$ generated by a class of hypoelliptic stochastic differential equations on $\mathbb{R}^d$, including Galerkin truncations of the incompressible Navier-Stokes equations, Lorenz-96, and the shell model SABRA. In the regime of vanishing, balanced noise and dissipation, we obtain a sharp (in terms of scaling) quantitative estimate on the exponential convergence in terms of the small parameter $\epsilon$. By scaling, this regime implies corresponding optimal results both for fixed dissipation and large noise limits or fixed noise and vanishing dissipation limits. As part of the proof, and of independent interest, we obtain uniform-in-$\epsilon$ upper and lower bounds on the density of the stationary measure. Upper bounds are obtained by a hypoelliptic Moser iteration, the lower bounds by a de Giorgi-type iteration (both uniform in $\epsilon$). The spectral gap estimate on the semigroup is obtained by a weak Poincar\'e inequality argument combined with quantitative hypoelliptic regularization of the time-dependent problem.