By using coupling and Girsanov transformations, the dimensionfree Harnack inequality and the strong Feller property are proved for transition semigroups of solutions to a class of stochastic generalized porous media equations. As applications, explicit upper bounds of the L p -norm of the density as well as hypercontractivity, ultracontractivity and compactness of the corresponding semigroup are derived.
x) dx is a probability measure, and let α ∈ (0, 2). Explicit criteria are presented for the α-stable-like Dirichlet formto satisfy Poincaré-type (i.e., Poincaré, weak Poincaré and super Poincaré) inequalities. As applications, sharp functional inequalities are derived for the Dirichlet form with V having some typical growths. Finally, the main result of [15] on the Poincaré inequality is strengthened.
To characterize the Neumann problem for nonlinear Fokker-Planck equations, we investigate distribution dependent reflecting SDEs (DDRSDEs) in a domain. We first prove the well-posedness and establish functional inequalities for reflecting SDEs with singular drifts, then extend these results to DDRSDEs with singular or monotone coefficients, for which a general criterion deducing the well-posedness of DDRSDEs from that of reflecting SDEs is established. Moreover, three different types of exponential ergodicity are derived for DDRSDEs under dissipative, partially dissipative, and fully non-dissipative conditions respectively.
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