Exponential convergence to equilibrium for kinetic Fokker-Planck equations

DOI10.1080/03605302.2011.648039MaRDI QIDQ5200537zbMATHOpenAlexFDO

Authors Simone Calogero

Publication date 6 November 2012

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

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

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)

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.

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Cited in

(29)

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• Exponential stability of slowly decaying solutions to the kinetic-Fokker-Planck equation
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• Uniform convergence of proliferating particles to the FKPP equation
• Is there an analog of Nesterov acceleration for gradient-based MCMC?
• Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
• Exponential decay to equilibrium for a fiber lay-down process on a moving conveyor belt
• Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities
• Exponential Stability and Hypoelliptic Regularization for the Kinetic Fokker–Planck Equation with Confining Potential
• Global hypocoercivity of kinetic Fokker-Planck-alignment equations
• On the trend to global equilibrium in spatially inhomogeneous entropy-dissipating systems: The linear Fokker-Planck equation
• The kinetic Fokker-Planck equation with mean field interaction
• Couplings and quantitative contraction rates for Langevin dynamics
• Hypocoercive relaxation to equilibrium for some kinetic models
• Variational methods for the kinetic Fokker-Planck equation
• Exponential entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations
• Exponential convergence to equilibrium for the \(d\)-dimensional East model
• Trend to the equilibrium for the Fokker-Planck system with an external magnetic field
• Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity
• On the Cauchy problem for the relativistic Vlasov-Poisson-Fokker-Planck system
• Time averages for kinetic Fokker-Planck equations
• Newtonian limit and trend to equilibrium for the relativistic Fokker-Planck equation
• Entropy dissipation estimates for the linear Boltzmann operator
• Hypocoercivity and global hypoellipticity for the kinetic Fokker-Planck equation in \(H^k\) spaces
• Steady states of an Elo-type rating model for players of varying strength
• Convergence to equilibrium for linear Fokker-Planck equations
• Coercivity, hypocoercivity, exponential time decay and simulations for discrete Fokker-Planck equations
• Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
• Hypocoercivity for Kolmogorov backward evolution equations and applications

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