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Register a new userOn the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift
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We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite critical mass above which the measure minimising the associated entropy functional displays a singular component. Our approach, which addresses the one-dimensional case, is based on a reformulation of the problem in terms of the pseudo-inverse distribution function. Motivated by the structure of the equation in the new variables, we establish a general framework for global-in-time existence, uniqueness and regularity of monotonic viscosity solutions to a class of nonlinear degenerate (resp. singular) parabolic equations, using as a key tool comparison principles and maximum arguments. We then focus on a specific equation and study in more detail the regularity and dynamics of solutions. In particular, blow-up behaviour, formation of condensates (i.e. Dirac measures at zero) and long-time asymptotics are investigated. As a consequence, in the mass-supercritical case, solutions will blow up in $L^infty$ in finite time and---understood in a generalised, measure sense---they will eventually have condensate. We further show that the singular part of the measure solution does in general interact with the density and that condensates can be transient. The equations considered are motivated by a model for bosons introduced by Kaniadakis and Quarati (1994), which has a similar entropy structure and a critical mass if $dge3$.
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We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $partial_t f=mathrm{div}_{x}{(D abla_x f+Cxf)}$. With a coordinate transformation these equations can be normalized such that the diffusion and drift matrices are linked as $D=C_S$, the symmetric part of $C$. The main result of this paper is the connection between normalized Fokker-Planck equations and their drift-ODE $dot x=-Cx$: Their $L^2$-propagator norms actually coincide. This implies that optimal decay estimates on the drift-ODE (w.r.t. both the maximum exponential decay rate and the minimum multiplicative constant) carry over to sharp exponential decay estimates of the Fokker-Planck solution towards the steady state. A second application of the theorem regards the short time behaviour of the solution: The short time regularization (in some weighted Sobolev space) is determined by its hypocoercivity index, which has recently been introduced for Fokker-Planck equations and ODEs (see [5, 1, 2]). In the proof we realize that the evolution in each invariant spectral subspace can be represented as an explicitly given, tensored version of the corresponding drift-ODE. In fact, the Fokker-Planck equation can even be considered as the second quantization of $dot x=-Cx$.
In the first part of this work, we consider second order supersymmetric differential operators in the semiclassical limit, including the Kramers-Fokker-Planck operator, such that the exponent of the associated Maxwellian $phi$ is a Morse function with two local minima and one saddle point. Under suitable additional assumptions of dynamical nature, we establish the long time convergence to the equilibrium for the associated heat semigroup, with the rate given by the first non-vanishing, exponentially small, eigenvalue. In the second part of the paper, we consider the case when the function $phi$ has precisely one local minimum and one saddle point. We also discuss further examples of supersymmetric operators, including the Witten Laplacian and the infinitesimal generator for the time evolution of a chain of classical anharmonic oscillators.
We are concerned with the long-time behavior of the growth-fragmentation equation. We prove fine estimates on the principal eigenfunctions of the growth-fragmentation operator, giving their first-order behavior close to 0 and $+infty$. Using these estimates we prove a spectral gap result by following the technique in [Caceres, Canizo, Mischler 2011, JMPA], which implies that solutions decay to the equilibrium exponentially fast. The growth and fragmentation coefficients we consider are quite general, essentially only assumed to behave asymptotically like power laws.
We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for any given probability density $e(x)$, the diffusion coefficient can be built to have $e(x)$ as steady state. This representation of the equilibrium density can be fruitfully used to obtain one-dimensional Wirtinger-type inequalities and to recover, for a sufficiently regular density $e(x) $, a polynomial rate of convergence to equilibrium.Numerical results then confirm the theoretical analysis, and allow to conjecture that convergence to equilibrium with positive rate still holds for steady states characterized by a very slow polynomial decay at infinity.
We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to equilibrium for the solutions in the weighted Sobolev space H 1 ($mu$) with a rate of convergence which is explicitly computable and independent of the number of particles. The originality of the proof relies on functional inequalities and hypocoercivity with Lyapunov type conditions, usually not suitable to provide adimensional results.
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