Skip to main content
Log in

Uniform convergence of stochastic semigroups

  • Published:
Israel Journal of Mathematics Aims and scope Submit manuscript

Abstract

For stochastic C0-semigroups on L1-spaces there is a wealth of results that show strong convergence to an equilibrium as t → ∞, given that the semigroup contains a partial integral operator. This has plenty of applications to transport equations and in mathematical biology. However, up to now partial integral operators do not play a prominent role in theorems which yield uniform convergence of the semigroup rather than only strong convergence.

In this article we prove that, for irreducible stochastic semigroups, uniform convergence to an equilibrium is actually equivalent to being partially integral and uniformly mean ergodic. In addition to this Tauberian theorem, we also show that our semigroup is uniformly convergent if and only if it is partially integral and the dual semigroup satisfies a certain irreducibility condition. Our proof is based on a uniform version of a lower bound theorem of Lasota and Yorke, which we combine with various techniques from Banach lattice theory.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. W. Arendt, Positive semigroups of kernel operators. Positivity 12 (2008), 25–44.

    Article  MathSciNet  Google Scholar 

  2. W. Arendt, A. Grabosch, G. Greiner, U. Groh, H. P. Lotz, U. Moustakas, R. Nagel, F. Neubrander and U. Schlotterbeck, One-Parameter Semigroups of Positive Operators, Lecture Notes in Mathematics, Vol. 1184, Springer, Berlin, 1986.

    Book  Google Scholar 

  3. J. Banasiak, K. Pichór and R. Rudnicki, Asynchronous exponential growth of a general structured population model, Acta Applicandae Mathematicae 119 (2012) 149–166.

    Article  MathSciNet  Google Scholar 

  4. A. Bobrowski, T. Lipniacki, K. Pichór and R. Rudnicki, Asymptotic behavior of distributions of mRNA and protein levels in a model of stochastic gene expression, Journal of Mathematical Analysis and Applications 333 (2007) 753–769.

    Article  MathSciNet  Google Scholar 

  5. Y. Ding, The asymptotic behavior of Frobenius-Perron operator with local lower-bound function, Chaos, Solitons & Fractals 18 (2003) 311–319.

    Article  MathSciNet  Google Scholar 

  6. B. Dorn, M. Kramar Fijavž, R. Nagel and A. Radl, The semigroup approach to transport processes in networks, Physica D 239 (2010) 1416–1421.

    Article  MathSciNet  Google Scholar 

  7. N. H. Du and N. H. Dang, Dynamics of Kolmogorov systems of competitive type under the telegraph noise, Journal of Differential Equations 250 (2011) 386–409.

    Article  MathSciNet  Google Scholar 

  8. E. Yu. Emel’yanov, Non-Spectral Asymptotic Analysis of One-Parameter Operator Semigroups, Operator Theory: Advances and Applications, Vol. 173, Birkhäuser, Basel, 2007.

    MATH  Google Scholar 

  9. K.-J. Engel and R. Nagel, One-Parameter Semigroups for Linear Evolution Equations, Graduate Texts in Mathematics, Vol. 194, Springer, New York, 2000.

    MATH  Google Scholar 

  10. M. Gerlach, On the peripheral point spectrum and the asymptotic behavior of irreducible semigroups of Harris operators, Positivity 17 (2013) 875–898.

    Article  MathSciNet  Google Scholar 

  11. M. Gerlach and J. Glück, On a convergence theorem for semigroups of positive integral operators, Comptes Rendus Mathématique. Académie des Sciences. Paris 355 (2017) 973–976.

    Article  MathSciNet  Google Scholar 

  12. M. Gerlach and J. Glück, Lower bounds and the asymptotic behaviour of positive operator semigroups, Ergodic Theory and Dynamical Systems 38 (2018) 3012–3041.

    Article  MathSciNet  Google Scholar 

  13. M. Gerlach and J. Glück, Convergence of positive operator semigroups, Transactions of the American Mathematical Society 372 (2019) 6603–6627.

    Article  MathSciNet  Google Scholar 

  14. J. Glück and M. Haase, Asymptotics of operator semigroups via the semigroup at infinity, in Positivity and Noncommutative Analysis, Trends in Mathematics, Birkhäuser/Springer, Cham, 2019, pp. 167–203.

    Chapter  Google Scholar 

  15. J. Glück and M. P. H. Wolff, Long-term analysis of positive operator semigroups via asymptotic domination, Positivity 23 (2019) 1113–1146.

    Article  MathSciNet  Google Scholar 

  16. G. Greiner, Spektrum und Asymptotik stark stetiger Halbgruppen positiver Operatoren, Sitzungsberichte der Heidelberger Akademie der Wissenschaften. Mathematisch-Naturwissenschaftliche Klasse, Vol. 82, Springer, Berlin–Heidelberg, 1982.

    Google Scholar 

  17. G. Gupur, Functional Analysis Methods for Reliability Models, Pseudo-Differential Operators. Theory and Applications, Vol. 6, Birkhäuser/Springer, Basel, 2011.

    Google Scholar 

  18. P. Gwiżdż, Applications of stochastic semigroups to queueing models, Annales Mathematicae Silesianae 33 (2019) 121–142.

    Article  MathSciNet  Google Scholar 

  19. A. Haji and A. Radl, A semigroup approach to the Gnedenko system with single vacation of a repairman, Semigroup Forum 86 (2013) 41–58.

    Article  MathSciNet  Google Scholar 

  20. M. Kramar and E. Sikolya, Spectral properties and asymptotic periodicity of flows in networks, Mathematische Zeitschrift 249 (2005) 139–162.

    Article  MathSciNet  Google Scholar 

  21. A. Lasota and J. A. Yorke, Exact dynamical systems and the Frobenius-Perron operator, Transactions of the American Mathematical Society 273 (1982) 375–384.

    Article  MathSciNet  Google Scholar 

  22. B. Lods, M. Mokhtar-Kharroubi and R. Rudnicki, Invariant density and time asymptotics for collisionless kinetic equations with partly diffuse boundary operators, Annales de l’Institut Henri Poincaré, Analyse Non Linéaire 37 (2020) 877–923.

    Article  MathSciNet  Google Scholar 

  23. H. P. Lotz, Uniform ergodic theorems for Markov operators on C(X), Mathematische Zeitschrift 178 (1981) 145–156.

    Article  MathSciNet  Google Scholar 

  24. H. P. Lotz, Positive linear operators on Lpand the Doeblin condition, in Aspects of Positivity in Functional Analysis (Tübingen, 1985), North-Holland Mathematics Studies, Vol. 122, North-Holland, Amsterdam, 1986, pp. 137–156.

    Google Scholar 

  25. M. C. Mackey, M. Tyran-Kamińska and R. Yvinec, Dynamic behavior of stochastic gene expression models in the presence of bursting, SIAM Journal on Applied Mathematics 73 (2013) 1830–1852.

    Article  MathSciNet  Google Scholar 

  26. F. G. Martin, Positive operator semigroups and long term behavior of buffered network flows, M.Sc. Thesis, Universität Ulm, Ulm, 2018.

    Google Scholar 

  27. P. Meyer-Nieberg, Banach Lattices, Universitext, Springer, Berlin, 1991.

    Book  Google Scholar 

  28. M. Mokhtar-Kharroubi, Mathematical Topics in Neutron Transport Theory, Series on Advances in Mathematics for Applied Sciences, Vol. 46, World Scientific, River Edge, NJ, 1997.

    Book  Google Scholar 

  29. M. Mokhtar-Kharroubi, On L1exponential trend to equilibrium for conservative linear kinetic equations on the torus, Journal of Functional Analysis 266 (2014) 6418–6455.

    Article  MathSciNet  Google Scholar 

  30. M. Mokhtar-Kharroubi and R. Rudnicki, On asymptotic stability and sweeping of collisionless kinetic equations, Acta Applicandae Mathematicae 147 (2017) 19–38.

    Article  MathSciNet  Google Scholar 

  31. A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations, Applied Mathematical Sciences, Vol. 44, Springer, New York, 1983.

    Book  Google Scholar 

  32. K. Pichór and R. Rudnicki, Continuous Markov semigroups and stability of transport equations, Journal of Mathematical Analysis and Applications 249 (2000) 668–685.

    Article  MathSciNet  Google Scholar 

  33. K. Pichór and R. Rudnicki, Asymptotic decomposition of substochastic operators and semigroups, Journal of Mathematical Analysis and Applications 436 (2016) 305–321.

    Article  MathSciNet  Google Scholar 

  34. K. Pichór and R. Rudnicki, Stability of stochastic semigroups and applications to Stein’s neuronal model, Discrete and Continuous Dynamical Systems. Series B 23 (2018) 377–385.

    Article  MathSciNet  Google Scholar 

  35. K. Pichór and R. Rudnicki, Dynamics of antibody levels: asymptotic properties, Mathematical Methods in Applied Sciences 43 (2020) 10490–10499.

    Article  MathSciNet  Google Scholar 

  36. H. H. Schaefer, Banach Lattices and Positive Operators, Die Grundlehren der mathematischen Wissenschaften, Vol. 215, Springer, New York-Heidelberg, 1974.

    Book  Google Scholar 

  37. D. Williams, Uniform ergodicity in Markov chains, in Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability (Berkeley, Calif., 1965/66), Vol. II: Contributions to Probability Theory, Part 2, University of California Press, Berkeley, CA, 1967, pp. 187–191.

    Google Scholar 

  38. A. Zalewska-Mitura, A generalization of the lower bound function theorem for Markov operators, Universitatis Iagellonicae. Acta Mathematica 31 (1994) 79–85.

    MathSciNet  MATH  Google Scholar 

  39. F. Zheng and B.-Z. Guo, Quasi-compactness and irreducibility of queueing models, Semi-group Forum 91 (2015) 560–572.

    Article  MathSciNet  Google Scholar 

Download references

Acknowledgements

A special case of Theorem 1.1 was proved while the second-named author wrote his Master’s thesis at the Institute of Applied Analysis at Ulm University in winter 2017/18 [26].

The authors are indebted to Mustapha Mokhtar-Kharroubi for pointing out reference [22] to them.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Jochen Glück.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Glück, J., Martin, F.G. Uniform convergence of stochastic semigroups. Isr. J. Math. 247, 1–19 (2022). https://doi.org/10.1007/s11856-021-2240-z

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s11856-021-2240-z

Navigation