We consider a Kolmogorov-Fokker-Planck operator of the kind studied by Lanconelli-Polidoro in [Rend. Sem. Mat. Univ. Politec. Torino 52 (1994)], where the leading coefficients $a_{ij}$, instead of being constant, are bounded measurable functions of t. We construct an explicit fundamental solution for this operator, study its property, show a comparison result between this function and the fundamental solution of some model operators with constant $a_{ij}$, and show the unique solvability of the Cauchy problem under various assumptions on the initial datum.
We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.
In this article, we obtain hessian estimates for Kolmogorov-Fokker-Planck operators in non-divergence form in several Banach function spaces. Our approach relies on a representation formula and newly developed sparse domination techniques in Harmonic Analysis. Our result when restricted to weighted Lebesgue spaces yields sharp quantitative hessian estimates for the Kolmogorov-Fokker-Planck operators.
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
We study uniqueness of flows of probability measures solving the Cauchy problem for nonlinear Fokker-Planck-Kolmogorov equation with unbounded coefficients. Sufficient conditions for uniqueness are indicated and examples of non-uniqueness are constructed.
We present global Schauder type estimates in all variables and unique solvability results in kinetic Hölder spaces for kinetic Kolmogorov-Fokker-Planck (KFP) equations. The leading coefficients are Hölder continuous in the $x, v$ variables and are merely measurable in the temporal variable. Our proof is inspired by Campanato's approach to Schauder estimates and does not rely on the estimates of the fundamental solution of the KFP operator.
In this paper we show that Markov uniqueness for symmetric pre-Dirichlet operators $L$ follows from the uniqueness of the corresponding Fokker-Planck-Kolmogorov equation (FPKE). Since in recent years a considerable number of uniqueness results for FPKE's have been achieved, we obtain new Markov uniqueness results in concrete cases. A selection of such will be presented in this paper. They include cases with killing and with degenerate diffusion coefficients.
We present a priori estimates and unique solvability results in the mixed-norm Lebesgue spaces for kinetic Kolmogorov-Fokker-Planck (KFP) equation in divergence form. The leading coefficients are bounded uniformly nondegenerate with respect to the velocity variable $v$ and satisfy a vanishing mean oscillation (VMO) type condition. We consider the $L_2$ case separately and treat more general equations which include the relativistic KFP equation.
We prove invariant Harnack inequalities for certain classes of non-divergence form equations of Kolmogorov type. The operators we consider exhibit invariance properties with respect to a homogeneous Lie group structure. The coefficient matrix is assumed either to satisfy a Cordes-Landis condition on the eigenvalues, or to admit a uniform modulus of continuity.
In this paper we establish optimal isoperimetric inequalities for a nonlocal perimeter adapted to the fractional powers of a class of Kolmogorov-Fokker-Planck operators which are of interest in physics. These operators are very degenerate and do not possess a variational structure. The prototypical example was introduced by Kolmogorov in his 1938 paper on brownian motion and the theory of gases. Our work has been influenced by ideas of M. Ledoux in the local case.
This work is devoted to the study of the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients through a variational approach. In particular, after the introduction of a proper anisotropic Sobolev space and related properties, we prove the existence and uniqueness of a weak solution for the obstacle problem by adapting a classical perturbation argument to the convex functional associated to the case of our interest. Finally, we conclude this work by providing a one-sided associated variational inequality, alongside with an overview on related open problem…
We study the degenerate Kolmogorov equations (also known as kinetic Fokker-Planck equations) in nondivergence form. The leading coefficients $a^{ij}$ are merely measurable in $t$ and satisfy the vanishing mean oscillation (VMO) condition in $x, v$ with respect to some quasi-metric. We also assume boundedness and uniform nondegeneracy of $a^{ij}$ with respect to $v$. We prove global a priori estimates in weighted mixed-norm Lebesgue spaces and solvability results. We also show an application of the main result to the Landau equation. Our proof does not rely on any kernel estimates.
We consider nonlinear Kolmogorov-Fokker-Planck type equations of the form \begin{equation}\label{abeqn} (\partial_t+X\cdot\nabla_Y)u=\nabla_X\cdot(A(\nabla_X u,X,Y,t)). \end{equation} The function $A=A(ξ,X,Y,t):\R^m\times\R^m\times\R^m\times\R\to\R^m$ is assumed to be continuous with respect to $ξ$, and measurable with respect to $X,Y$ and $t$. $A=A(ξ,X,Y,t)$ is allowed to be nonlinear but with linear growth. We establish higher integrability and local boundedness of weak sub-solutions, weak Harnack and Harnack inequalities, and H{ö}lder continuity with quantitative estimates. In addition we e…
We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible applications of such estimates to the study of the well-posedness for nonlinear equations.
We prove Gaussian upper and lower bounds for the fundamental solutions of a class of degenerate parabolic equations satisfying a weak Hormander condition. The bound is independent of the smoothness of the coefficients and generalizes classical results for uniformly parabolic equations
A (2+1)-dimensional linear ultra-parabolic Fokker--Planck--Kolmogorov equation is investigated from the group-theoretical point of view. By using the Berest--Aksenov approach, an algebra of invariance of fundamental solutions of the equation is found. A fundamental solution of the equation under study is computed in an explicit form as a weak invariant solution.
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with distribution-valued inhomogeneous term, we show the existence of weak solutions under mild assumptions. Moreover, by using the Hölder regularity estimate obtained recently in \cite{GIMV19}, we also show the well-posedness of generalized martingale problems when diffusion coefficients only depend on the position variable (not necessarily continuous). Even in the non dens…
We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat kernel on the diagonal, and we interpret it in terms of curvature-like invariants of the optimal control problem associated with the diffusion. This gives a first example of geometric interpretation of the small-time heat kernel asymptotics of non-homogeneous Hörmander operators which are not associated with a sub-Riemannian structure, i.e., whose second-order …
We prove that every probability measure $μ$ satisfying the stationary Fokker-Planck-Kolmogorov equation obtained by a $μ$-integrable perturbation $v$ of the drift term $-x$ of the Ornstein-Uhlenbeck operator is absolutely continuous with respect to the corresponding Gaussian measure $γ$ and for the density $f=dμ/dγ$ the integral of $f |\log (f+1)|^α$ against $γ$ is estimated via $\|v\|_{L^1(μ)}$ for all $α<1/4$, which is a weakened $L^1$-analog of the logarithmic Sobolev inequality. This means that stationary measures of diffusions whose drifts are integrable perturbations of $-x$ are absolute…
A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for stochastic hybrid systems is presented, within the framework of Generalized Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution of the probability law of the hybrid state. Our derivation is based on the concept of mean jump intensity, which is related to both the usual stochastic intensity (in the case of spontaneous jumps) and the notion of probability current (in the case of forced jumps). This work unifies all previously known instances of the FPK equation for stochastic hybrid systems, and …
We establish the existence and uniqueness, in bounded as well as unbounded Lipschitz type cylinders of the forms $U_X\times V_{Y,t}$ and $Ω\times \mathbb R^{m}\times \mathbb R$, of weak solutions to Cauchy-Dirichlet problems for the strongly degenerate parabolic operator \[ \mathcal{L}:= \nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_Y-\partial_t, \] assuming that $A=A(X,Y,t)=\{a_{i,j}(X,Y,t)\}$ is a real $m\times m$-matrix valued, measurable function such that $A(X,Y,t)$ is symmetric, bounded and uniformly elliptic. Subsequently we solve the continuous Dirichlet problem and establish the repres…
We consider degenerate Kolmogorov-Fokker-Planck operators $$ \mathcal{L}u=\sum_{i,j=1}^{q}a_{ij}(x,t)\partial_{x_{i}x_{j}}^{2}u+\sum_{k,j=1}^{N}b_{jk}x_{k}\partial_{x_{j}}u-\partial_{t}u,\qquad (x,t)\in\mathbb{R}^{N+1},N\geq q\geq1 $$ such that the corresponding model operator having constant $a_{ij}$ is hypoelliptic, translation invariant w.r.t. a Lie group operation in $\mathbb{R}^{N+1}$ and $2$-homogeneous w.r.t. a family of nonisotropic dilations. The coefficients $a_{ij}$ are bounded and Hölder continuous in space (w.r.t. some distance induced by $\mathcal{L}$ in $\mathbb{R}^{N}$) and onl…
This paper has been withdrawn from the arXiv. It is now published by Elsevier in Nonlinear Analysis: Hybrid Systems, see http://dx.doi.org/10.1016/j.nahs.2009.07.008 . A general formulation of the Fokker-Planck-Kolmogorov (FPK) equation for stochastic hybrid systems is presented, within the framework of Generalized Stochastic Hybrid Systems (GSHS). The FPK equation describes the time evolution of the probability law of the hybrid state. Our derivation is based on the concept of mean jump intensity, which is related to both the usual stochastic intensity (in the case of spontaneous jumps) and t…
We consider weak solutions of degenerate second order partial differential equations of Kolmogorov-Fokker-Planck type with measurable coefficients in divergence form. We give a geometric statement of the Harnack inequality recently proven by Golse, Imbert, Mouhot and Vasseur. As a corollary we obtain a strong maximum principle.
We consider the so-called spatially homogenous Kolmogorov-Vicsek model, a non-linear Fokker-Planck equation of self-driven stochastic particles with orientation interaction under the space-homogeneity. We prove the global existence and uniqueness of weak solutions to the equation. We also show that weak solutions exponentially converge to a steady state, which has the form of the Fisher-von Mises distribution.
The aim of this work is to prove the existence of a fundamental solution associated to the Kolmogorov equation L u = f with measurable coefficients in the dilation invariant case. Moreover, we prove Gaussian upper and lower bounds for it, and other related properties.
We prove the local boundedness of the solutions to degenerate second order partial differential equations of Kolmogorov type with measurable coefficients in divergence form, under minimal integrability assumption on the lower order coefficients.
Moscow Lomonosov State University（莫斯科国立罗蒙诺索夫大学）；National Research University “Higher School of Economics”（国立高等经济大学）；Bielefeld University, Germany（德国比勒费尔德大学）
We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker-Planck equations in $R^d$, when the drift is a monotone (or $λ$-monotone) operator. A new duality approach to contraction estimates has been developed: it relies on the Kantorovich dual formulation of optimal transportation problems and on a variable-doubling technique. The latter is used to derive a new comparison property of solutions of the backward Kolmogorov (or dual) equation. The advantage of this technique is twofold: it directly applies to distributional solut…
We are concerned with a viscous Burgers equation forced by a perturbation of white noise type. We study the corresponding transition semigroup in a space of continuous functions weighted by a proper potential, and we show that the infinitesimal generator is the closure (with respect to a suitable topology) of the Kolmogorov operator associated to the stochastic equation. In the last part of the paper we use this result to solve the corresponding Fokker-Planck equation.
We extend the De Giorgi--Nash--Moser theory to a class of kinetic Fokker-Planck equations and deduce new results on the Landau-Coulomb equation. More precisely, we first study the H{ö}lder regularity and establish a Harnack inequality for solutions to a general linear equation of Fokker-Planck type whose coefficients are merely measurable and essentially bounded, i.e. assuming no regularity on the coefficients in order to later derive results for non-linear problems. This general equation has the formal structure of the hypoelliptic equations "of type II" , sometimes also called ultraparabolic…
In this paper we develop a potential theory for strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_{Y}-\partial_t, \] in unbounded domains of the form \[ Ω=\{(X,Y,t)=(x,x_{m},y,y_{m},t)\in\mathbb R^{m-1}\times\mathbb R\times\mathbb R^{m-1}\times\mathbb R\times\mathbb R\mid x_m>ψ(x,y,y_m,t)\}, \] where $ψ$ is assumed to satisfy a uniform Lipschitz condition adapted to the dilation structure and the (non-Euclidean) Lie group underlying the operator $\mathcal{L}$. Concerning $A=A(X,Y,t)$ we assume that $A$ is bounded, measurable, symme…
We obtain the basic results concerning the problem of constructing operator realizations of the formal differential expression $\nabla \cdot a \cdot \nabla - b \cdot \nabla$ with measurable matrix $a$ and vector field $b$ having critical-order singularities as the generators of Markov semigroups in $L^p$ and $C_\infty$.
We consider hypoelliptic equations of kinetic Fokker-Planck type, also known as Kolmogorov or ultraparabolic equations, with rough coefficients in the drift-diffusion operator. We give novel short quantitative proofs of the De Giorgi intermediate-value Lemma as well as weak Harnack and Harnack inequalities. This implies H{ö}lder continuity with quantitative estimates. The paper is self-contained.
We consider divergence-form parabolic equation with measurable uniformly elliptic matrix and the vector field in a large class containing, in particular, the vector fields in $L^p$, $p>d$, as well as some vector fields that are not even in $L_{\rm loc}^{2+\varepsilon}$, $\varepsilon>0$. We establish Hölder continuity of the bounded soutions, sharp two-sided Gaussian bound on the heat kernel, Harnack inequality.
We consider a dilute suspension of dumbbells joined by a finitely extendible nonlinear elastic (FENE) connector evolving under the classical Warner potential $U(s)=-\frac{b}{2} \log(1-\frac{2s}{b})$, $s\in[0,\frac{b}{2})$. The solvent under consideration is modelled by the compressible Navier--Stokes system defined on the torus $\mathbb{T}^d$ with $d=2,3$ coupled with the Fokker--Planck equation (Kolmogorov forward equation) for the probability density function of the dumbbell configuration. We prove the existence of a unique local-in-time solution to the coupled system where this solution is …
