We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to be chosen in the weak formulation of the kinetic model. This involves the analysis of the underlying Hamiltonian dynamics of the kinetic equation coupled with the reflection laws at the boundary. This approach only demands the solution family to be weakly compact in some weighted Hilbert space rather than the much tricky $mathrm L^1$ setting.
We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. Its solution describes the density evolution of interacting particles whose mobility is hampered by their aggregation. When the initial data lies below a Maxwellian, we derive the global well-posedness with instantaneous smoothness. The proof relies on hypoelliptic analogue of the classical parabolic theory, as well as a positivity-spreading result based on the Harnack inequality and barrier function methods. Moreover, the scaled equation leads to the fast diffusion flow under the low field limit. The relative phi-entropy method enables us to see the connection between the overdamped dynamics of the nonlinearly coupled kinetic model and the correlated fast diffusion. The global in time quantitative diffusion asymptotics is then derived by combining entropic hypocoercivity, relative phi-entropy and barrier function methods.
We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat kernel on the diagonal, and we interpret it in terms of curvature-like invariants of the optimal control problem associated with the diffusion. This gives a first example of geometric interpretation of the small-time heat kernel asymptotics of non-homogeneous Hormander operators which are not associated with a sub-Riemannian structure, i.e., whose second-order part does not satisfy the Hormander condition.
We prove optimal boundary regularity for bounded positive weak solutions of fast diffusion equations in smooth bounded domains. This solves a problem raised by Berryman and Holland in 1980 for these equations in the subcritical and critical regimes. Our proof of the a priori estimates uses a geometric type structure of the fast diffusion equations, where an important ingredient is an evolution equation for a curvature-like quantity.
In this paper we are concerned with a class of elliptic differential inequalities with a potential in bounded domains both of $mathbf{R}^m$ and of Riemannian manifolds. In particular, we investigate the effect of the behavior of the potential at the boundary of the domain on nonexistence of nonnegative solutions.
We consider the Vlasov-Fokker-Planck equation with random electric field where the random field is parametrized by countably many infinite random variables due to uncertainty. At the theoretical level, with suitable assumption on the anisotropy of the randomness, adopting the technique employed in elliptic PDEs [Cohen, DeVore, 2015], we prove the best N approximation in the random space breaks the dimension curse and the convergence rate is faster than the Monte Carlo method. For the numerical method, based on the adaptive sparse polynomial interpolation (ASPI) method introduced in [Chkifa, Cohen, Schwab, 2014], we develop a residual-based adaptive sparse polynomial interpolation (RASPI) method which is more efficient for multi-scale linear kinetic equation, when using numerical schemes that are time-dependent and implicit. Numerical experiments show that the numerical error of the RASPI decays faster than the Monte-Carlo method and is also dimension independent.