Pavlos Tsatsoulis

Bio: Pavlos Tsatsoulis is an academic researcher from Max Planck Society. The author has contributed to research in topics: Deterministic system & Ergodicity. The author has an hindex of 5, co-authored 10 publications receiving 134 citations. Previous affiliations of Pavlos Tsatsoulis include University of Warwick.

Spectral Gap for the Stochastic Quantization Equation on the 2-dimensional Torus

Abstract: We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber [MWe15] we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times independent of the initial datum. We then establish that solutions give rise to a Markov process whose transition semigroup satisfies the strong Feller property. Following arguments by Chouk and Friz [ChF16] we also prove a support theorem for the laws of the solutions. Finally all of these results are combined to show that the transition semigroup satisfies the Doeblin criterion which implies exponential convergence to equilibrium. Along the way we give a simple direct proof of the Markov property of solutions and an independent argument for the existence of an invariant measure using the Krylov–Bogoliubov existence theorem. Our method makes no use of the reversibility of the dynamics or the explicit knowledge of the invariant measure and it is therefore in principle applicable to situations where these are not available, e.g. the vectorvalued case.

Spectral Gap for the Stochastic Quantization Equation on the 2-dimensional Torus

Abstract: We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times independent of the initial datum. We then establish that solutions give rise to a Markov process whose transition semigroup satisfies the strong Feller property. Following arguments by Chouk and Friz we also prove a support theorem for the laws of the solutions. Finally all of these results are combined to show that the transition semigroup satisfies the Doeblin criterion which implies exponential convergence to equilibrium. Along the way we give a simple direct proof of the Markov property of solutions and an independent argument for the existence of an invariant measure using the Krylov-Bogoliubov existence theorem. Our method makes no use of the reversibility of the dynamics or the explicit knowledge of the invariant measure and it is therefore in principle applicable to situations where these are not available, e.g. the vector-valued case.

Exponential loss of memory for the 2-dimensional Allen–Cahn equation with small noise

Abstract: We prove an asymptotic coupling theorem for the 2-dimensional Allen–Cahn equation perturbed by a small space-time white noise. We show that with overwhelming probability two profiles that start close to the minimisers of the potential of the deterministic system contract exponentially fast in a suitable topology. In the 1-dimensional case a similar result was shown in Martinelli et al. (Commun Math Phys 120(1):25–69, 1988; J Stat Phys 55(3–4):477–504, 1989). It is well-known that in two or more dimensions solutions of this equation are distribution-valued, and the equation has to be interpreted in a renormalised sense. Formally, this renormalisation corresponds to moving the minima of the potential infinitely far apart and making them infinitely deep. We show that despite this renormalisation, solutions behave like perturbations of the deterministic system without renormalisation: they spend large stretches of time close to the minimisers of the (un-renormalised) potential and the exponential contraction rate of different profiles is given by the second derivative of the potential in these points. As an application we prove an Eyring–Kramers law for the transition times between the stable solutions of the deterministic system for fixed initial conditions.

Ergodicity for Stochastic Porous Media Equations

Abstract: The long time behaviour of solutions to stochastic porous media equations on smooth bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-estimates the existence and uniqueness of invariant measures with optimal bounds on the rate of mixing are proved. Along the way the existence and uniqueness of entropy solutions is shown.

Ergodicity for Stochastic Porous Media Equations with Multiplicative Noise

Abstract: The long time behavior of solutions to stochastic porous media equations with nonlinear multiplicative noise on bounded domains with Dirichlet boundary data is studied. Based on weighted $L^{1}$-es...

The Dynamic $${\Phi^4_3}$$ Φ 3 4 Model Comes Down from Infinity

Abstract: We prove an a priori bound for the dynamic $${\Phi^4_3}$$ model on the torus which is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform control over solutions at large times, and thus allows one to construct invariant measures via the Krylov–Bogoliubov method. It thereby provides a new dynamic construction of the Euclidean $${\Phi^4_3}$$ field theory on finite volume. Our method is based on the local-in-time solution theory developed recently by Gubinelli, Imkeller, Perkowski and Catellier, Chouk. The argument relies entirely on deterministic PDE arguments (such as embeddings of Besov spaces and interpolation), which are combined to derive energy inequalities.

The dynamic $\Phi^4_3$ model comes down from infinity

Abstract: We prove an a priori bound for the dynamic $\Phi^4_3$ model on the torus wich is independent of the initial condition. In particular, this bound rules out the possibility of finite time blow-up of the solution. It also gives a uniform control over solutions at large times, and thus allows to construct invariant measures via the Krylov-Bogoliubov method. It thereby provides a new dynamic construction of the Euclidean $\Phi^4_3$ field theory on finite volume. Our method is based on the local-in-time solution theory developed recently by Gubinelli, Imkeller, Perkowski and Catellier, Chouk. The argument relies entirely on deterministic PDE arguments (such as embeddings of Besov spaces and interpolation), which are combined to derive energy inequalities.

McKean-Vlasov optimal control: the dynamic programming principle

Abstract: We study the McKean-Vlasov optimal control problem with common noise in various formulations, namely the strong and weak formulation, as well as the Markovian and non-Markovian formulations, and allowing for the law of the control process to appear in the state dynamics. By interpreting the controls as probability measures on an appropriate canonical space with two filtrations, we then develop the classical measurable selection, conditioning and concatenation arguments in this new context, and establish the dynamic programming principle under general conditions.