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 employed to prove global hypoellipticity in $H^k$. The exponents in our regularity estimates are optimal in short time. Moreover, as in our recent work \cite{GLWZ}, the general results here can be applied in the mean-field setting to get estimates independent of the dimension; in particular, an application to the Curie-Weiss model is presented.
This paper is devoted to the linearized Vlasov-Poisson-Fokker-Planck system in presence of an external potential of confinement. We investigate the large time behaviour of the solutions using hypocoercivity methods and a notion of scalar product adapted to the presence of a Poisson coupling. Our framework provides estimates which are uniform in the diffusion limit. As an application in a simple case, we study the one-dimensional case and prove the exponential convergence of the nonlinear Vlasov-Poisson-Fokker-Planck system without any small mass assumption.
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.
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.
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…
This paper is concerned with a kineitc-fluid model with random initial inputs in the fine particle regime, which is a system coupling the incompressible Navier-Stokes equations and the Vlasov-Fokker-Planck equations that model dispersed particles of different sizes. A uniform regularity for random initial data near the global equilibrium is established in some suitable Sobolev spaces by using energy estimates, and we also prove the energy decays exponentially in time by hypocoercivity arguments, which means that the long time behavior of the solution is insensitive to the random perturbation i…
In this paper we study the Fokker-Planck operator with potential V(x), and analyze some kind of conditions imposed on the potential to ensure the validity of global hypoelliptic estimates. As a consequence, we obtain the compactness of resolvent of the Fokker-Planck operator if either the Witten Laplacian on 0-forms has a compact resolvent or some additional assumption on the behavior of the potential at infinity is fulfilled. This work improves the previous results of Hérau-Nier and Helffer-Nier, by obtaining a better global hypoelliptic estimate under weaker assumptions on the potential.
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The problem can be interpreted as that of a passive scalar advected by a slightly compressible shear flow, and undergoing small diffusion. For the corresponding stochastic differential equation, we give explicit homogenization rates in terms of a family of time-scales depending on the parameter measuring the strength of the incompressible perturbation. This is a…
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 memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, by means of well-chosen Lyapunov functionals. Typical examples are the kinetic Fokker--Planck and Boltzmann equation. Many open problems and possible directions for future research are discussed.
In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an exponential decay to equilibrium with explicit computable rate of convergence. Our extension is now made for studying the long-time behavior of some strongly continuous semigroup generated by a (degenerate) Kolmogorov backward operator L. Additionally, we introduce several domain issues into the framework. Necessary conditions for proving hypocoercivity need then…
We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models like the linear Boltzmann equati…
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…
We consider an inhomogeneous linear Boltzmann equation, with an external confining potential. The collision operator is a simple relaxation toward a local Maxwellian, therefore without diffusion. We prove the exponential time decay toward the global Maxwellian, with an explicit rate of decay. The methods are based on hypoelliptic methods transposed here to get spectral information. They were inspired by former works on the Fokker-Planck equation and the main feature of this work is that they are relevant although the equation itself has no regularizing properties.
In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann operator are considered. By constructing equivalent temporal energy functionals, time rates of the solution approaching equilibrium in some Hilbert spaces are obtained when the spatial domain takes the whole space or torus and when there is a confining force or not. The main tool of the proof is the macro-micro decomposition combined with Kawashima's argument on d…
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.
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…
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 propose an approach to obtaining explicit estimates on the resolvent of hypocoercive operators by using Schur complements, rather than from an exponential decay of the evolution semigroup combined with a time integral. We present applications to Langevin-like dynamics and Fokker--Planck equations, as well as the linear Boltzmann equation (which is also the generator of randomized Hybrid Monte Carlo in molecular dynamics). In particular, we make precise the dependence of the resolvent bounds on the parameters of the dynamics and on the dimension. We also highlight the relationship of our met…
We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting solutions decay exponentially for long times. To prove these results we obtain several crucial estimates, which include hypoellipticity away from the singular set for the Fokker-Planck equation with absorbing boundary conditions, as well as the Holder continuity of the solutions up to the singular set.
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…
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…
This note provides an introduction to molecular dynamics, the computational implementation of the theory of statistical physics. The discussion is focused on the properties of Langevin dynamics, a degenerate stochastic differential equation which can be seen as a perturbation of Hamiltonian dynamics. From an analytical point of view, the generator of Langevin dynamics is a degenerate elliptic operator. The evolution of the law of the stochastic process is governed by the Fokker-Planck equation, and its longtime convergence can be obtained via hypocoercive techniques, some of which are reviewed…
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…
We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that hypoellipticity of its generator and confinement of the system is equivalent to the existence of a unique normalised steady state. These two conditions also imply hypocoercivity, i.e. exponential convergence of the solution to equilibrium. Since the standard entropy method does not apply to degenerate parabolic equations, we develop a new modified entropy m…
We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations can be normalized such that the diffusion and drift matrices are linked as $D=C_S$, the symmetric part of $C$. The main result of this paper (Theorem 3.4) is the connection between normalized Fokker-Planck equations and their drift-ODE $\dot x=-Cx$: Their $L^2$-propagator norms actually coincide. This implies that optimal decay estimates on the drift-ODE (w.r…
We study the linearized Vlasov equations and the linearized Vlasov-Fokker-Planck equations in the weakly collisional limit in a uniform magnetic field. In both cases, we consider periodic confinement and Maxwellian (or close to Maxwellian) backgrounds. In the collisionless case, for modes transverse to the magnetic field, we provide a precise decomposition into a countably infinite family of standing waves for each spatial mode. These are known as Bernstein modes in the physics literature, though the decomposition is not an obvious consequence of any existing arguments that we are aware of. We…
The voltage-conductance equation determines the probability distribution of a stochastic process describing a fluctuation-driven neuronal network arising in the visual cortex. Its structure and degeneracy share many common features with the kinetic Fokker-Planck equation, which has attracted much attention recently. We prove an L $\infty$ bound on the steady state solution and the long term convergence of the evolution problem towards this stationary state. Despite the hypoellipticity property, the difficulty is to treat the boundary conditions that change type along the boundary. This leads u…
