The invariance principle for nonlinear Fokker-Planck equations

DOI10.1016/J.JDE.2022.01.043MaRDI QIDQ2074481zbMATH OpenOpenAlexFDO

Publication date 10 February 2022

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2105.02328

Fokker-Planck equation generalized solution McKean-Vlasov equations nonlinear semigroup

Representations of solutions to partial differential equations (35C99) Martingales and classical analysis (60G46) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: One studies here, via the La Salle invariance principle for nonlinear semigroups in Banach spaces, the properties of the

o m e g a

-limit set

o m e g a (u_{0})

corresponding to the orbit

g a m m a (u_{0}) = u (t, u_{0}); t g e 0

, where

u = u (t, u_{0})

is the solution to the nonlinear Fokker-Planck equation

�egin{array}{l} u_t-Delta�eta(u)+{ m div}(Db(u)u)=0 mbox{ in }(0,infty) imesmathbb{R}^d,\ u(0,x)=u_0(x), xinmathbb{R}^d,quad u_0in L^1(mathbb{R}^d), dge3.end{array}

Here,

and

,

f o r a l l r e 0

. Moreover,

is a sublinear function, possibly degenerate in the origin,

b i n C^{1} (m a t h b b R)

,

b

bounded,

b g e b_{0} i n (0, i n f t y),

D

is bounded such that

D = - a b l a P h i

, where

P h i i n C (m a t h b b R^{d})

is such that

P h i g e 1,

P h i (x) o i n f t y

as

| x | o i n f t y

and satisfies a condition of the form

D e l t a P h i - a l p h a | a b l a P h i |^{2} l e 0

, a.e. on

m a t h b b R^{d}

. The main conclusion is that the equation has an equilibrium state and the set

o m e g a (u_{0})

is a non-empty, compact subset of

L^{1} (m a t h b b R^{d})

while, for each

t g e 0

, the operator

u_{0} o u (t, u_{0})

is an isometry on

o m e g a (u_{0})

. In the nondegenerate case

studied in [Barbu, R"ockner: arXiv:1808.10706], it follows that

l i m l i m i t s_{t o i n f t y} S (t) u_{0} = u_{i} n f t y

in

L^{1} (m a t h b b R^{d})

, where

u_{i} n f t y

is the unique bounded stationary solution to the equation.

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