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.
Poincaré inequality and quantitative De Giorgi method for hypoelliptic operators
Università Politecnica delle Marche(意大利马尔凯理工大学);Université Paris Cité and Sorbonne Université, CNRS, IMJ-PRG(巴黎西岱大学与索邦大学,法国国家科学研究中心,IMJ-PRG);Université de Montpellier(蒙彼利埃大学);University of Cambridge(剑桥大学);Max Planck Institute for Mathematics in the Sciences(德国马克斯·普朗克数理科学研究所)
We report on recent results and a new line of research at the crossroad of two major theories in the analysis of partial differential equations. The celebrated De Giorgi-Nash-Moser theory shows H{ö}lder estimates and the Harnack inequality for uniformly elliptic or parabolic equations with rough coefficients in divergence form. The theory of hypoellipticity of H{ö}rmander shows, under general "bracket" conditions, the regularity of solutions to partial differential equations combining first and second order derivative operators when ellipticity fails in some directions. We discuss recent exten…
Formalization of De Giorgi--Nash--Moser Theory in Lean
CNRS & Laboratoire Jacques-Louis Lions, Sorbonne Université(法国国家科学研究中心与雅克-路易·利翁斯实验室,索邦大学);Courant Institute, School of Mathematics, Computing, and Data Science, New York University(纽约大学柯朗数学科学与计算学院)
This paper gives the first affirmative answer to the question of the global existence of Boltzmann equations without angular cutoff in the $L^\infty$-setting. In particular, we show that when the initial data is close to equilibrium and the perturbation is small in $L^2 \cap L^\infty$ with a polynomial decay tail, the Boltzmann equation has a global solution in the weighted $L^2\cap L^\infty$-space. In order to overcome the difficulties arising from the singular cross-section and the low regularity, a De Giorgi type argument is crafted in the kinetic context with the help of the averaging lemm…
We obtain local Holder continuity estimates up to the boundary for a kinetic Fokker-Planck equation with rough coefficients, with the prescribed influx boundary condition. Our result extends some recent developments that incorporate De Giorgi methods to kinetic Fokker-Planck equations. We also obtain higher order asymptotic estimates near the incoming part of the boundary. In particular, when the equation has a zero boundary conditions and no source term, we prove that the solution vanishes at infinite order on the incoming part of the boundary.
Kinetic Fokker--Planck Equations with Drifts in a Supercritical Range
School of Mathematics and Statistics, Wuhan University(武汉大学数学与统计学院);Department of Mathematics Sciences, Graduate School of Science, Kyoto University(京都大学理学研究科数学科学系);School of Mathematical Sciences, University of Science and Technology of China(中国科学技术大学数学科学学院)
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…
We consider a Frenkel-Kontorova system of harmonic oscillators in a two-dimensional Euclidean lattice and we obtain a quantitative estimate on the angular function of the equilibria. The proof relies on a PDE method related to a classical conjecture by E. De Giorgi, also in view of an elegant technique based on complex variables that was introduced by A. Farina. In the discrete setting, a careful analysis of the reminders is needed to exploit this type of methodologies inspired by continuum models.
We prove that $L^2$ weak solutions to hypoelliptic equations with bounded measurable coefficients are Hölder continuous. The proof relies on classical techniques developed by De Giorgi and Moser together with the averaging lemma and regularity transfers developed in kinetic theory. The latter tool is used repeatedly: first in the proof of the local gain of integrability of sub-solutions; second in proving that the gradient with respect to the velocity variable is $L^{2+ε}_{\mathrm{loc}}$; third, in the proof of an "hypoelliptic isoperimetric De Giorgi lemma." To get such a lemma, we develop a …
An entropy-level method for quantitative time-asymptotic in the Fokker-Planck model for fermions -- appearance of non saturation
College of Science and Engineering, Division of Sciences, HBKU(科学与工程学院,科学系,HBKU);Università degli Studi di Torino & Collegio Carlo Alberto, Department of Economics, Social Sciences, Applied Mathematics and Statistics “ESOMAS”(都灵大学 & 卡洛阿尔贝托学院,经济、社会科学、应用数学与统计系“ESOMAS”)
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 study the convergence rate to equilibrium for a family of Markov semigroups $\{\mathcal{P}_t^ε\}_{ε> 0}$ generated by a class of hypoelliptic stochastic differential equations on $\mathbb{R}^d$, including Galerkin truncations of the incompressible Navier-Stokes equations, Lorenz-96, and the shell model SABRA. In the regime of vanishing, balanced noise and dissipation, we obtain a sharp (in terms of scaling) quantitative estimate on the exponential convergence in terms of the small parameter $ε$. By scaling, this regime implies corresponding optimal results both for fixed dissipation and lar…
We consider general linear kinetic equations combining transport and a linear collision on the kinetic variable with a spatial weight that can vanish on part of the domain. The considered transport operators include external potential forces and boundary conditions, e.g. specular, diffusive and Maxwell conditions. The considered collision operators include the linear relaxation (scattering) and the Fokker-Planck operators and the boundary conditions include specular, diffusive and Maxwell conditions. We prove quantitative estimates of exponential stabilisation (spectral gap) under a geometric …
On the Cahn-Hilliard equation with kinetic rate dependent dynamic boundary condition and non-smooth potential: separation property and long-time behavior
研究带有动力学速率依赖动态边界条件和非光滑势的 Cahn-Hilliard 方程,通过 De Giorgi 迭代证明二维瞬时严格分离与三维最终严格分离性质,并据此获得解的高阶正则性及长时间收敛性。
We consider the kinetic Fokker-Planck equation with a class of general force. We prove the existence and uniqueness of a positive normalized equilibrium (in the case of a general force) and establish some exponential rate of convergence to the equilibrium (and the rate can be explicitly computed). Our results improve results about classical force to general force case. Our result also improve the rate of convergence for the Fitzhugh-Nagumo equation from non-quantitative to quantitative explicit rate.
We study an asymptotic limit of Vlasov type equation with nonlocal interaction forces where the friction terms are dominant. We provide a quantitative estimate of this large friction limit from the kinetic equation to a continuity type equation with a nonlocal velocity field, the so-called aggregation equation, by employing $2$-Wasserstein distance. By introducing an intermediate system, given by the pressureless Euler equations with nonlocal forces, we can quantify the error between the spatial densities of the kinetic equation and the pressureless Euler system by means of relative entropy ty…
Some qualitative and quantitative properties of weak solutions to mixed anisotropic and nonlocal quasilinear elliptic and doubly nonlinear parabolic equations
Quantitative Propagation of Chaos and Fluctuations for Kinetic McKean--Vlasov SDEs with Singular Interaction Kernels
School of Mathematics and Statistics, Beijing Institute of Technology(北京理工大学数学与统计学院);Faculty of Computational Mathematics and Cybernetics, Shenzhen MSU-BIT University(深圳莫斯科国立大学-北京理工大学联合学院计算数学与网络科学系);Beijing International Center for Mathematical Research, Peking University(北京大学北京国际数学研究中心)
In this paper we consider a system of $N$ particles on the real line evolving according to Newton's law, interacting through a singular (repulsive) force deriving from the potential $\frac{|x|^{1-α}}{1-α}$ with $α\in (0,1/8)$ and Brownian force. Thanks to the entropy dissipation along the Liouville equation associated to this particles system and a control of the mechanic energy, we establish a quantitative estimate which enables to conclude to a convergence/consistency the particles system toward the limiting Vlasov-Fokker-Planck equation with singular force.
On the nonlocal Cahn-Hilliard equation with nonlocal dynamic boundary condition and singular potential: well-posedness, regularity and asymptotic limits
We establish a quantitfied overdamped limit for kinetic Vlasov-Fokker-Planck equations with nonlocal interaction forces. We provide explicit bounds on the error between solutions of that kinetic equation and the limiting equation, which is known under the names of aggregation-diffusion equation or McKean-Vlasov equation. Introducing an intermediate system via a coarse-graining map, we quantitatively estimate the error between the spatial densities of the Vlasov-Fokker-Planck equation and the intermediate system in the Wasserstein distance of order 2. We then derive an evolution-variational-lik…
For a general class of linear collisional kinetic models in the torus, including in particular the linearized Boltzmann equation for hard spheres, the linearized Landau equation with hard and moderately soft potentials and the semi-classical linearized fermionic and bosonic relaxation models, we prove explicit coercivity estimates on the associated integro-differential operator for some modified Sobolev norms. We deduce existence of classical solutions near equilibrium for the full non-linear models associated, with explicit regularity bounds, and we obtain explicit estimates on the rate of ex…
This paper is devoted to a rigorous derivation of the isentropic Euler-alignment system with singular communication weights $ϕ_α(x) = |x|^{-α}$ for some $α> 0$. We consider a kinetic BGK-alignment model consisting of a kinetic BGK-type equation with a singular Cucker-Smale alignment force. By taking into account a small relaxation parameter, which corresponds to the asymptotic regime of a strong effect from BGK operator, we quantitatively derive the isentropic Euler-alignment system with pressure $p(ρ) = ρ^γ$, $γ= 1 + \frac2d$ from that kinetic equation.
We introduce a new probabilistic approach to quantify convergence to equilibrium for (kinetic) Langevin processes. In contrast to previous analytic approaches that focus on the associated kinetic Fokker-Planck equation, our approach is based on a specific combination of reflection and synchronous coupling of two solutions of the Langevin equation. It yields contractions in a particular Wasserstein distance, and it provides rather precise bounds for convergence to equilibrium at the borderline between the overdamped and the underdamped regime. In particular, we are able to recover kinetic behav…
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 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.