This note is devoted to a simple method for proving hypocoercivity of the solutions of a kinetic equation involving a linear time relaxation operator, i.e. the construction of an adapted Lyapunov functional satisfying a Gronwall-type inequality. The method clearly distinguishes the coercivity at microscopic level, which directly arises from the properties of the relaxation operator, and a spectral gap inequality at the macroscopic level for the spatial density, which is connected to the diffusion limit. It improves on previously known results. Our approach is illustrated by the linear BGK model and a relaxation operator which corresponds at macroscopic level to the linearized fast diffusion.
In this paper we are interested in the large time behavior of linear kinetic equations with heavy-tailed local equilibria. Our main contribution concerns the kinetic Lévy-Fokker-Planck equation, for which we adapt hypocoercivity techniques in order to show that solutions converge exponentially fast to the global equilibrium. Compared to the classical kinetic Fokker-Planck equation, the issues here concern the lack of symmetry of the non-local Lévy-Fokker-Planck operator and the understanding of its regularization properties. As a complementary related result, we also treat the case of the heav…
We establish the convergence to the equilibrium for various linear collisional kinetic equations (including linearized Boltzmann and Landau equations) with physical local conservation laws in bounded domains with general Maxwell boundary condition. Our proof consists in establishing an hypocoercivity result for the associated operator, in other words, we exhibit a convenient Hilbert norm for which the associated operator is coercive in the orthogonal of the global conservation laws. Our approach allows us to treat general domains with all type of boundary conditions in a unified framework. In …
A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric equivalent to the usual Wasserstein-2 metric. The dissipation of the distance to the equilibrium along the kinetic Fokker-Planck flow, is bounded by below in terms of the distance itself. It enables to obtain some new type of trend to equilibrium estimate in Wasserstein-2 like metric, in the case of non-convex confinement potential.
The long time behavior of a model for a first order, weakly reversible chemical reaction network is considered, where the movement of the reacting species is described by kinetic transport. The reactions are triggered by collisions with a nonmoving background with constant temperature, determining the post-reactional equilibrium velocity distributions. Species with different particle masses are considered, with a strong separation between two groups of light and heavy particles. As an approximation, the heavy species are modeled as nonmoving. Under the assumption of at least one moving species…
We study convergence to equilibrium of the linear relaxation Boltzmann (also known as linear BGK) and the linear Boltzmann equations either on the torus $(x,v) \in \mathbb{T}^d \times \mathbb{R}^d$ or on the whole space $(x,v) \in \mathbb{R}^d \times \mathbb{R}^d$ with a confining potential. We present explicit convergence results in total variation or weighted total variation norms (alternatively $L^1$ or weighted $L^1$ norms). The convergence rates are exponential when the equations are posed on the torus, or with a confining potential growing at least quadratically at infinity. Moreover, we…
We study the kinetic Fokker-Planck equation on the whole space with a confining potential. We show quantitative rates of exponential convergence to equilibrium in a well chosen Wasserstein-1 distance. We use the Wasserstein-1 version of Harris's theorem introduced by Hairer and Mattingly. We make use of similarities between hypocoercivity and hypoellipticity in order to use Malliavin calculus to see hypocoercivity for this equation on the level of the SDE.
In this note we establish hypocoercivity and exponential relaxation to the Maxwellian for a class of kinetic Fokker-Planck-Alignment equations arising in the studies of collective behavior. Unlike previously known results in this direction that focus on convergence near Maxwellian, our result is global for hydrodynamically dense flocks, which has several consequences. In particular, if communication is long-range, the convergence is unconditional. If communication is local then all nearly aligned flocks quantified by smallness of the Fisher information relax to the Maxwellian. In the latter ca…
This paper studies convergence to equilibrium for the spatially inhomogeneous linear relaxation Boltzmann equation in Boltzmann entropy and related entropy functionals the $p$-entropies. Villani proved in \cite{V09} entropic hypocoercivity for a class of PDEs in a Hörmander sum of squares form. It was an open question to prove such a result for an operator which does not share this form. We show exponentially fast convergence to equilibrium with explicit rate in entropy for a linear relaxation Boltzmann equation. The key new idea appearing in our proof is the use of a total derivative of the e…
We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the weighted L 2 relative entropy. Then, we adapt the arguments developed in [12] based the hypocoercivity method to get quantitative estimates on the convergence to equilibrium of the discrete solution. Finally, we prove that in the diffusive limit, the scheme is asymptotic preserving with respect to both the time variable and the scaling parameter at play.
We present the quantitative method of the recent work arXiv:2209.09340 in a simple setting, together with a compactness argument that was not included in arXiv:2209.09340 and has interest per se. We are concerned with the exponential stabilization (spectral gap) for linear kinetic equations with degenerate thermalization, i.e. when the collision operator vanishes on parts of the spatial domain. The method in arXiv:2209.09340 covers both scattering and Fokker-Planck type operators, and deals with external potential and boundary conditions, but in these notes we present only its core argument an…
The purpose of this paper is to extend the hypocoercivity results for the kinetic Fokker-Planck equation in $H^1$ space in Villani's memoir \cite{Villani} to higher order Sobolev spaces. As in the $L^2$ and $H^1$ setting, there is lack of coercivity in $H^k$ for the associated operator. To remedy this issue, we shall modify the usual $H^k$ norm with certain well-chosen mixed terms and with suitable coefficients which are constructed by induction on $k$. In parallel, a similar strategy but with coefficients depending on time (c.f. \cite{Herau}), usually referred as Hérau's method, can be employ…
This paper is dealing with two $L^2$ hypocoercivity methods based on Fourier decomposition and mode-by-mode estimates, with applications to rates of convergence or decay in kinetic equations on the torus and on the whole Euclidean space. The main idea is to perturb the standard $L^2$ norm by a twist obtained either by a nonlocal perturbation build upon diffusive macroscopic dynamics, or by a change of the scalar product based on Lyapunov matrix inequalities. We explore various estimates for equations involving a Fokker-Planck and a linear relaxation operator. We review existing results in simp…
Hypocoercivity based Sensitivity Analysis and Spectral Convergence of the Stochastic Galerkin Approximation to Collisional Kinetic Equations with Multiple Scales and Random Inputs
The Institute for Computational Engineering and Sciences (ICES), University of Texas at Austin（德克萨斯大学奥斯汀分校计算工程与科学研究所）；Department of Mathematics, University of Wisconsin-Madison（威斯康星大学麦迪逊分校数学系）
In this paper, hypocoercivity methods are applied to linear kinetic equations with mass conservation and without confinement, in order to prove that the solutions have an algebraic decay rate in the long-time range, which the same as the rate of the heat equation. Two alternative approaches are developed: an analysis based on decoupled Fourier modes and a direct approach where, instead of the Poincaré inequality for the Dirichlet form, Nash's inequality is employed. The first approach is also used to provide a simple proof of exponential decay to equilibrium on the flat torus. The results are …
On a class of nonlinear BGK-type kinetic equations with density dependent collision rates
Warwick Mathematics Institute, University of Warwick（华威大学华威数学研究所）；Delft Institute of Applied Mathematics, Faculty of Electrical Engineering, Mathematics and Computer Science, Delft University of Technology（代尔夫特理工大学电气、数学与计算机科学学院应用数学研究所）；Okinawa Institute of Science and Technology Graduate University（冲绳科学技术大学院大学）
We propose a kinetic relaxation-model to describe a generation-recombination reaction of two species. The decay to equilibrium is studied by two recent methods for proving hypocoercivity of the linearized equations. Exponential decay of small perturbations can be shown for the full nonlinear problem. The macroscopic/fast-reaction limit is derived rigorously employing entropy decay, resulting in a nonlinear diffusion equation for the difference of the position densities.
We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to equilibrium for the solutions in the weighted Sobolev space H 1 ($μ$) with a rate of convergence which is explicitly computable and independent of the number of particles. The originality of the proof relies on functional inequalities and hypocoercivity with Lyapunov type conditions, usually not suitable to provide adimensional results.
We consider kinetic Fokker-Planck (or Vlasov-Fokker-Planck) equations on the torus with Maxwellian or fat tail local equilibria. Results based on weak norms have recently been achieved by S. Armstrong and J.-C. Mourrat in case of Maxwellian local equilibria. Using adapted Poincaré and Lions-type inequalities, we develop an explicit and constructive method for estimating the decay rate of time averages of norms of the solutions, which covers various regimes corresponding to subexponential, exponential and superexponential (including Maxwellian) local equilibria. As a consequence, we also derive…
In this article we develop a new abstract strategy for proving ergodicity with explicit computable rate of convergence for diffusions associated with a degenerate Kolmogorov operator L. A crucial point is that the evolution operator L may have singular and nonsmooth coefficients. This allows the application of the method e.g. to degenerate and singular particle systems arising in Mathematical Physics. As far as we know in such singular cases the relaxation to equilibrium can't be discussed with the help of existing approaches using hypoellipticity, hypocoercivity or stochastic Lyapunov type te…
The over-relaxation approach is an alternative to the Jin-Xin relaxation method (Jin and Xin [1]) in order to apply the equilibrium source term in a more precise way (Coulette et al. [2, 3]). This is also a key ingredient of the Lattice-Boltzmann method for achieving second order accuracy (Dellar [4]). In this work we provide an analysis of the over-relaxation kinetic scheme. We compute its equivalent equation, which is particularly useful for devising stable boundary conditions for the hidden kinetic variables.
We consider networks for isentropic gas and prove existence of weak solutions for a large class of coupling conditions. First, we construct approximate solutions by a vector-valued BGK model with a kinetic coupling function. Introducing so-called kinetic invariant domains and using the method of compensated compactness justifies the relaxation towards the isentropic gas equations. We will prove that certain entropy flux inequalities for the kinetic coupling function remain true for the traces of the macroscopic solution. These inequalities define the macroscopic coupling condition. Our techniq…
We construct a high order discontinuous Galerkin method for solving general hyperbolic systems of conservation laws. The method is CFL-less, matrix-free, has the complexity of an explicit scheme and can be of arbitrary order in space and time. The construction is based on: (a) the representation of the system of conservation laws by a kinetic vectorial representation with a stiff relaxation term; (b) a matrix-free, CFL-less implicit discontinuous Galerkin transport solver; and (c) a stiffly accurate composition method for time integration. The method is validated on several one-dimensional tes…
It has been unknown in kinetic theory whether the linearized Boltzmann or Landau equation with soft potentials admits a spectral gap in the spatially inhomogeneous setting. Most of existing works indicate a negative answer because the spectrum of two linearized self-adjoint collision operators is accumulated to the origin in case of soft interactions. In the paper we rather prove it in an affirmative way when the space domain is bounded with an inflow boundary condition. The key strategy is to introduce a new Hilbert space with an exponential weight function that involves the inner product of …
Convergence of a two-relaxation-times kinetic approximation towards the solution of a scalar conservation law
Université de Bordeaux, CNRS, Bordeaux INP, IMB, UMR 5251（波尔多大学）；Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire EM2C & Fédération de Mathématiques de CentraleSupélec（巴黎萨克雷大学）
