A probabilistic study of the kinetic Fokker-Planck equation in cylindrical domains

DOI10.1007/S00028-022-00796-5MaRDI QIDQ2128641zbMATH OpenOpenAlexFDO

Authors Mouad Ramil, Julien Reygner, Tony Lelièvre

Publication date 22 April 2022

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

Full work available at URL https://arxiv.org/abs/2010.10157

zbMATH Keywords

maximum principleHarnack inequalitytransition densityLangevin processkinetic Fokker-Planck equationGaussian upper-bound

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Maximum principles in context of PDEs (35B50) Smoothness and regularity of solutions to PDEs (35B65) Fokker-Planck equations (35Q84) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $mathcalOsubsetmathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with absorbing boundary conditions on the boundary of the phase-space cylindrical domain $D=mathcalOimesmathbb{R}^d$. Furthermore, a Harnack inequality, as well as a maximum principle, is provided on $D$ for solutions to this kinetic Fokker-Planck equation, together with the existence of a smooth transition density for the associated absorbed Langevin process. This transition density is shown to satisfy an explicit Gaussian upper-bound. Finally, the continuity and positivity of this transition density at the boundary of $D$ is also studied. All these results are in particular crucial to study the behavior of the Langevin diffusion process when it is trapped in a metastable state defined in terms of positions.

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Cited in

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• Uniform minorization condition and convergence bounds for discretizations of kinetic Langevin dynamics
• Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
• A voltage-conductance kinetic system from neuroscience: probabilistic reformulation and exponential ergodicity
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