Geometric Fokker-Planck equations (Q815189)

The very interesting paper under review studies the large deviation function and small time asymptotics near the diagonal for the heat equation associated to Geometric Fokker-Planck equations (GFP) on the cotangent bundle \(\Sigma=T^*X\) of a Riemannian smooth compact connected manifold \(X.\) The GFP operator is a kinetic version on \(T^*X\) of the Laplacian defined on \(X.\) This is an introductive paper to that new subject and the author proposes a basic PDE analysis framework on GFP operators acting on differential forms over a compact Riemannian manifold \(X\) with coefficients in a fiber bundle \(F\) over \(X,\) which is a sort of a potential term in the equation. The paper starts with a detailed exposition of the geometric and analytic frameworks necessary to introduce the concept of Geometric Fokker-Planck operators. The second section is devoted to weighted estimates of Agmon type for the resolvent of GFP operators which are far from being the best possible. Although a GFP operator is always hypoelliptic, a precise analysis of the hypoellipticity is not needed for the paper scope. In fact, only the real part of the spectral parameter in the estimate is used. However, these estimates show that the property of finite speed of propagation for the resolvent of a GFP operator is related to a Hamilton-Jacobi equation on the cotangent \(T^*(T^*X)\) of the phase space \(T^*X.\) In the third section some basic properties are studied of this Hamilton-Jacobi equation which describe the propagation property for GFP. Precisely, the Hamilton-Jacobi equation is the counterpart for GFP operators of the geodesic flow on \(T^*X\) which describe the propagation property for Laplace's equations. It is associated to the action \[ {\mathcal I}_t=\int_0^t {{| a| ^2}\over{2\hbar}}+{{\hbar| v| ^2}\over{2}}ds \] for the trajectories \(s\to x(s)\in X,\) where \(v\) and \(a\) are the velocity and the acceleration, respectively, and \(\hbar\in(0,\infty)\) is the coefficient of the harmonic oscillator part of the GFP which represents the characteristic frequency. The associated Hamiltonian on \(T^*(T^*X))\) is given by \[ H(z,\zeta)={{\hbar}\over{2}}\left(| \zeta^V| ^2-| p| ^2\right) + (p| \zeta^H) \] where \(z(x,p)\in T^*X\) and \(\zeta=(\zeta^V,\zeta^H)\in T^*_z(T^*X)\) is the canonical decomposition of \(\zeta\) in vertical and horizontal components and the function \(-H(z,\zeta)\) is a principal symbol of the GFP operator \(A(\hbar,z,\partial_z)\) evaluated at \(\zeta=-\partial_z.\) The author gives the correspondence between the critical trajectories of the action \({\mathcal I}_t\) and the integral curves of the Hamiltonian. Moreover, a study is carried out on the structure of the large deviation function \({\mathcal D}(t,z,z')\) which describes the decay of the heat kernel, and its relations to the solutions of the Hamilton-Jacobi equation for the resolvent are presented as well. The reader will find here also geometry's behaviour of the phase space \(T^*X\) associated to the action \(\mathcal I_t\) in the simplest but not trivial case of flat metric. The last section deals with small time asymptotics near the diagonal of the kernel to the heat equation.