Estimates for the density of a nonlinear Landau process

DOI10.1016/J.JFA.2006.01.017MaRDI QIDQ852598zbMATH OpenOpenAlexFDO

Authors Hélène Guérin, Sylvie Méléard, Eulalia Nualart

Publication date 15 November 2006

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0510439

zbMATH Keywords

conditional Malliavin calculusdensity estimatesFokker-Planck-Landau equation

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07)

Abstract: The aim of this paper is to obtain estimates for the density of the law of a specific nonlinear diffusion process at any positive bounded time. This process is issued from kinetic theory and is called Landau process, by analogy with the associated deterministic Fokker-Planck-Landau equation. It is not Markovian, its coefficients are not bounded and the diffusion matrix is degenerate. Nevertheless, the specific form of the diffusion matrix and the nonlinearity imply the non-degeneracy of the Malliavin matrix and then the existence and smoothness of the density. In order to obtain a lower bound for the density, the known results do not apply. However, our approach follows the main idea consisting in discretizing the interval time and developing a recursive method. To this aim, we prove and use refined results on conditional Malliavin calculus. The lower bound implies the positivity of the solution of the Landau equation, and partially answers to an analytical conjecture. We also obtain an upper bound for the density, which again leads to an unusual estimate due to the bad behavior of the coefficients.

Review text

Consider the nonlinear Landau equation \[ X_t=X_0+\int_0^t\int_0^1\sigma(X_s-Y_s(\alpha)) W(d\alpha,ds)+\int_0^t\int_0^1b(X_s-Y_s(\alpha)) d\alpha\,ds \] where \((X_t,Y_t(\alpha);t\geq0,\alpha\in[0,1])\) is the unknown process, \(W\) is a white noise on \([0,1]\times \mathbb{R}_+\), and \(\sigma\) and \(b\) are some specific coefficients which are defined in terms of another function \(h\); another constraint is that \(X\) and \(Y(\alpha)\) must have the same law. Under suitable assumptions, this equation has a unique solution, and the law of \(X\) can be used to model collisions of particles in a plasma. The aim of this article is to prove lower and upper bounds for the density of \(X_t\). Known results of Malliavin's calculus cannot be directly applied to this framework, and one has to adapt previously known techniques to this equation. This is worked out in the article, and one deduces unusual estimates, due to the bad behaviour of the coefficients.

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Cited in

(9)

• Measurability of optimal transportation and convergence rate for Landau type interacting particle systems
• Density minoration of a strongly non-degenerated random variable
• Local existence, lower mass bounds, and a new continuation criterion for the Landau equation
• On the rate of convergence for the mean-field approximation of controlled diffusions with large number of players
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• Estimates for the probability that Itô processes remain near a path
• The Lévy-Khintchine type operators with variable Lipschitz continuous coefficients generate linear or nonlinear Markov processes and semigroups
• Gaussian estimates for the density of the non-linear stochastic heat equation in any space dimension
• Lower bounds for the density of locally elliptic Itô processes

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