Exponential convergence to equilibrium for kinetic Fokker-Planck equations
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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
(31)- Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity
- Uniform convergence of proliferating particles to the FKPP equation
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- The kinetic Fokker-Planck equation with mean field interaction
- Is there an analog of Nesterov acceleration for gradient-based MCMC?
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