We consider a Fokker-Planck operator with electric potential and electromagnetic fields. We establish the sharp weighted and subelliptic estimates, involving the control of the derivatives of electric potential and electromagnetic fields. Our proof relies on a localization argument as well as a careful calculation on commutators.
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.
In this work, Holder continuity is obtained for solutions to the nonlocal kinetic Fokker-Planck Equation, and to a family of related equations with general integro-differential operators. These equations can be seen as a generalization of the Fokker-Planck Equation, or as a linearization of non-cutoff Boltzmann. Difficulties arise because our equations are hypoelliptic, so we utilize the theory of averaging lemmas. Regularity is obtained using De Giorgi's method, so it does not depend on the regularity of initial conditions or coefficients. This work assumes stronger constraints on the nonloca…
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…
We give an index formula for the class of all *-maximally hypoelliptic differential operators on any closed manifold with vector bundle coefficients, generalising previous index formulas by Atiyah-Singer and van Erp. Using this formula, we give new explicit index computations for Hormander's sum of squares operators of arbitrary rank.
We extend the classical regularity theorem of elliptic operators to maximally hypoelliptic differential operators. More precisely, given vector fields $X_1,\ldots,X_m$ on a smooth manifold which satisfy Hörmander's bracket generating condition, we define a principal symbol for \textit{any} linear differential operator. Our symbol takes into account the vector fields $X_i$ and their commutators. We show that for an arbitrary differential operator, its principal symbol is invertible if and only if the operator is maximally hypoelliptic. This answers affirmatively a conjecture due to Helffer and …
This article is concerned with maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic Laplacian.
For $p\in(1,\infty)$, let $u(t,x,v)$ and $f(t,x,v)$ be in $L^p(\mathbb{R} \times \mathbb{R}^d \times \mathbb{R}^d)$ and satisfy the following nonlocal kinetic Fokker-Plank equation on $\mathbb{R}^{1+2d}$ in the weak sense: $$ \partial_t u+v\cdot\nabla_x u=Δ^{α/{2}}_v u+f, $$ where $α\in(0,2)$ and $Δ^{α/{2}}_v$ is the usual fractional Laplacian applied to $v$-variable. We show that there is a constant $C=C(p,α,d)>0$ such that for any $f(t, x, v)\in L^p(\mathbb{R} \times \mathbb{R}^d \times \mathbb{R}^d)=L^p(\mathbb{R}^{1+2d})$, $$ \|Δ_x^{α/{(2(1+α))}}u\|_p+\|Δ_v^{α/{2}}u\|_p\leq C\|f\|_p, $$ wh…
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.
This article is concerned with the Schauder estimate for linear kinetic Fokker-Planck equations with Hölder continuous coefficients. This equation has an hypoelliptic structure. As an application of this Schauder estimate, we prove the global well-posedness of a toy nonlinear model in kinetic theory. This nonlinear model consists in a non-linear kinetic Fokker-Planck equation whose steady states are Maxwellian and whose diffusion in the velocity variable is proportional to the mass of the solution.
We study the kinetic Fokker-Planck equation perturbed by a stochastic Vlasov force term. When the noise intensity is not too large, we solve the Cauchy Problem in a class of well-localized (in velocity) functions. We also show that, when the noise intensity is sufficiently small, the system with prescribed mass admits a unique invariant measure which is exponentially mixing. The proof uses hypocoercive decay estimates and hypoelliptic gains of regularity. At last we also exhibit an explicit example showing that some restriction on the noise intensity is indeed required.
In this paper, we construct unique, local-in-time strong solutions to the Vlasov-Poisson (VP) and Vlasov-Poisson-Fokker-Planck (VPFP) systems subjected to external, spatially regular, white-in-time electromagnetic fields in $\mathbb T^d \times \mathbb R^d$. Initial conditions are taken $H^σ$ with $σ> d/2 + 1$ (in addition to polynomial velocity weights). We additionally show that solutions to the VPFP are instantly $C^\infty_{x,v}$ due to hypoelliptic regularization if the external force fields are smooth. The external forcing arises in the kinetic equation as a stochastic transport in velocit…
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 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.
We study accretive quadratic operators with zero singular spaces. These degenerate non-selfadjoint differential operators are known to be hypoelliptic and to generate contraction semigroups which are smoothing in the Schwartz space for any positive time. In this work, we study the short-time asymptotics of the regularizing effect induced by these semigroups. We show that these short-time asymptotics of the regularizing effect depend on the directions of the phase space, and that this dependence can be nicely understood through the structure of the singular space. As a byproduct of these result…
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…
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 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 study the spatially inhomogeneous Landau equations with hard potential in the perturbation setting, and establish the analytic smoothing effect in both spatial and velocity variables for a class of low-regularity weak solutions. This shows the Landau equations behave essentially as the hypoelliptic Fokker-Planck operators. The spatial analyticity relies on a new time-average operator, and the proof is based on a straightforward energy estimate with a careful estimate on the derivatives with respect to the new time-average operator.
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…
We consider a class of degenerate Ornstein-Uhlenbeck operators in $\mathbb{R}^{N}$, of the kind \[ \mathcal{A}\equiv\sum_{i,j=1}^{p_{0}}a_{ij}\partial_{x_{i}x_{j}}^{2} +\sum_{i,j=1}^{N}b_{ij}x_{i}\partial_{x_{j}}% \] where $(a_{ij}) ,(b_{ij}) $ are constant matrices, $(a_{ij}) $ is symmetric positive definite on $\mathbb{R} ^{p_{0}}$ ($p_{0}\leq N$), and $(b_{ij}) $ is such that $\mathcal{A}$ is hypoelliptic. For this class of operators we prove global $L^{p}$ estimates ($1<p<\infty$) of the kind:% \[ \Vert \partial_{x_{i}x_{j}}^{2}u\Vert_{L^{p}(\mathbb{R}% ^{N})}\leq c\{\Vert \mathcal{A}u\Ver…
We consider a class of degenerate Ornstein-Uhlenbeck operators in $\mathbb{R}^{N}$, of the kind [\mathcal{A}\equiv\sum_{i,j=1}^{p_{0}}a_{ij}(x) \partial_{x_{i}x_{j}}^{2}+\sum_{i,j=1}^{N}b_{ij}x_{i}\partial_{x_{j}}%] where $(a_{ij})$ is symmetric uniformly positive definite on $\mathbb{R}^{p_{0}}$ ($p_{0}\leq N$), with uniformly continuous and bounded entries, and $(b_{ij})$ is a constant matrix such that the frozen operator $\mathcal{A}_{x_{0}}$ corresponding to $a_{ij}(x_{0})$ is hypoelliptic. For this class of operators we prove global $L^{p}$ estimates ($1<p<\infty$) of the kind:% [|\partia…