Sharp decay estimates in local sensitivity analysis for evolution equations with uncertainties: From ODEs to linear kinetic equations
Arnold A, Jin S, Wöhrer T (2020)
Publication Type: Journal article
Publication year: 2020
Journal
Book Volume: 268
Pages Range: 1156-1204
Journal Issue: 3
DOI: 10.1016/j.jde.2019.08.047
Abstract
We review the Lyapunov functional method for linear ODEs and give an explicit construction of such functionals that yields sharp decay estimates, including an extension to defective ODE systems. As an application, we consider three evolution equations, namely the linear convection-diffusion equation, the two velocity BGK model and the Fokker–Planck equation. Adding an uncertainty parameter to the equations and analyzing its linear sensitivity leads to defective ODE systems. By applying the Lyapunov functional construction, we prove sharp long time behavior of order (1+tM)e−μt, where M is the defect and μ is the spectral gap of the system. The appearance of the uncertainty parameter in the three applications makes it important to have decay estimates that are uniform in the non-defective limit.
Authors with CRIS profile
Tobias Wöhrer
Lehrstuhl für Dynamics, Control, Machine Learning and Numerics (Alexander von Humboldt-Professur)
Involved external institutions
Technische Universität Wien / Vienna University of Technology
Austria (AT)
Shanghai Jiao Tong University / 上海交通大学
China (CN)
Austria (AT)
Shanghai Jiao Tong University / 上海交通大学
China (CN)
How to cite
APA:
Arnold, A., Jin, S., & Wöhrer, T. (2020). Sharp decay estimates in local sensitivity analysis for evolution equations with uncertainties: From ODEs to linear kinetic equations. Journal of Differential Equations, 268(3), 1156-1204. https://dx.doi.org/10.1016/j.jde.2019.08.047
MLA:
Arnold, Anton, Shi Jin, and Tobias Wöhrer. "Sharp decay estimates in local sensitivity analysis for evolution equations with uncertainties: From ODEs to linear kinetic equations." Journal of Differential Equations 268.3 (2020): 1156-1204.
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