Abstract
This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a dissipative stable fixed point subject to small additive Markovian noise. This result generalizes the results shown in Barrera, Högele, Pardo (EJP2021) in a more restrictive setting of Blumenthal-Getoor index α>3/2\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha >3/2$$\\end{document} to the formulation in Wasserstein distance, which allows to cover the case of general Lévy processes with some given moment. The main proof techniques are based on the close control of the errors in a version of the Hartman–Grobman theorem and the adaptation of the linear theory established in Barrera, Högele, Pardo (JSP2021). In particular, they rely on the precise asymptotics of the nonlinear flow and the nonstandard shift linearity property of the Wasserstein distance, which is established by the authors in (JSP2021). Main examples are the nonlinear Fermi–Pasta–Ulam–Tsingou gradient flow and dissipative nonlinear oscillators subject to small (and possibly degenerate) Brownian or arbitrary α\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha $$\\end{document}-stable noise.
Highlights
We study the asymptotics of the ergodic behavior of the following stochastic differential equation (SDE)
The noise process L = (Lt )t≥0 in (1.1) is a Lévy process with values in Rd on a given probability space (, F, P). It is well-known that the law of L is characterized by the triplet (a, ν), where a ∈ Rd, ∈ Rd×d is a non-negative definite matrix and ν : B(Rd ) →
In order to present the main results of this paper, we formally introduce the Wasserstein distance of order p∗
Summary
We study the asymptotics of the ergodic behavior of the following stochastic differential equation (SDE). In [4], the cutoff phenomenon with respect to the total variation distance covering SDEs of the type (1.1) in the one dimensional case, L being a standard Brownian motion and with general drift coefficient b (satisfying Hypothesis 1) is studied. The cutoff profile function in [6] is given in terms of the Lévy-Ornstein-Uhlenbeck limiting measure for ε = 1 and measured in the total variation distance. [3] treats the cutoff phenomenon with respect to the total variation distance for (1.1) with b satisfying Hypothesis 1 and driven by a Lévy process in the rather restrictive class of strongly locally layered stable processes (see Definition 1.4 in [3]).
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