Exponential convergence to equilibrium for kinetic Fokker-Planck equations

DOI10.1080/03605302.2011.648039zbMATH Open1254.35220arXiv1009.5086OpenAlexW2016456399MaRDI QIDQ5200537FDOQ5200537

Authors: Simone Calogero 

Publication date: 6 November 2012

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Abstract: A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the rate of convergence to equilibrium is studied within the formalism of differential calculus on Riemannian manifolds. Under explicit geometric assumptions on the velocity field, the energy function and the diffusion matrix, it is shown that global regular solutions converge in time to equilibrium with exponential rate. The result is proved by estimating the time derivative of a modified entropy functional, as recently proposed by Villani. For spatially homogeneous solutions the assumptions of the main theorem reduce to the curvature bound condition for the validity of logarithmic Sobolev inequalities discovered by Bakry and Emery. The result applies to the relativistic Fokker-Planck equation in the low temperature regime, for which exponential trend to equilibrium was previously unknown.

Full work available at URL: https://arxiv.org/abs/1009.5086

Recommendations

• Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
• Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
• Entropy production and the rate of convergence to equilibrium for the Fokker-Planck equation
• The kinetic Fokker-Planck equation with mean field interaction
• On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation

zbMATH Keywords

Fokker-Planck equationhypocoercivitytrend to equilibriumrelativistic diffusion

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Fokker-Planck equations (35Q84) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites Work

• Hypoelliptic estimates and spectral theory for Fokker-Planck operators and Witten Laplacians
• Pseudo-differential operators and non-elliptic boundary problems
• ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
• Hamilton's Ricci flow
• Fermi-Dirac-Fokker-Planck equation: well-posedness and long-time asymptotics
• Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
• Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
• Dissipative operators in a Banach space
• On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation
• Lorentz-invariant Markov processes in relativistic phase space
• Title not available (Why is that?)
• On a relativistic Fokker-Planck equation in kinetic theory
• Trends to equilibrium for a class of relativistic diffusions

Cited In (19)

• Hypocoercivity and global hypoellipticity for the kinetic Fokker-Planck equation in \(H^k\) spaces
• Uniform convergence of proliferating particles to the FKPP equation
• Steady states of an Elo-type rating model for players of varying strength
• Dynamics of large oscillator populations with random interactions
• Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities
• The kinetic Fokker-Planck equation with mean field interaction
• Convergence to equilibrium for linear Fokker-Planck equations
• Hypocoercivity for Kolmogorov backward evolution equations and applications
• Is there an analog of Nesterov acceleration for gradient-based MCMC?
• On the Cauchy problem for the relativistic Vlasov-Poisson-Fokker-Planck system
• Entropy dissipation estimates for the linear Boltzmann operator
• Exponential entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations
• Exponential convergence to equilibrium for the \(d\)-dimensional East model
• Time averages for kinetic Fokker-Planck equations
• On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation
• Couplings and quantitative contraction rates for Langevin dynamics
• Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
• Hypocoercive relaxation to equilibrium for some kinetic models
• Global hypocoercivity of kinetic Fokker-Planck-alignment equations

This page was built for publication: Exponential convergence to equilibrium for kinetic Fokker-Planck equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5200537)