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Variational methods for the kinetic Fokker–Planck equation

Dallas Albritton, Scott Armstrong, Jean-Christophe Mourrat and Matthew Novack

Vol. 17 (2024), No. 6, 1953–2010
Abstract

We develop a functional-analytic approach to the study of the Kramers and kinetic Fokker–Planck equations which parallels the classical H1 theory of uniformly elliptic equations. In particular, we identify a function space analogous to H1 and develop a well-posedness theory for weak solutions in this space. In the case of a conservative force, we identify the weak solution as the minimizer of a uniformly convex functional. We prove new functional inequalities of Poincaré- and Hörmander-type and combine them with basic energy estimates (analogous to the Caccioppoli inequality) in an iteration procedure to obtain the C regularity of weak solutions. We also use the Poincaré-type inequality to give an elementary proof of the exponential convergence to equilibrium for solutions of the kinetic Fokker–Planck equation which mirrors the classic dissipative estimate for the heat equation. Finally, we prove enhanced dissipation in a weakly collisional limit.

Keywords
kinetic Fokker–Planck equation, hypoelliptic equation, hypoelliptic diffusion, Poincaré inequality, convergence to equilibrium, enhancement
Mathematical Subject Classification
Primary: 35H10
Secondary: 35D30, 35K70
Milestones
Received: 3 November 2021
Revised: 19 February 2023
Accepted: 31 March 2023
Published: 19 July 2024
Authors
Dallas Albritton
Department of Mathematics
University of Wisconsin
Madison, WI
United States
Scott Armstrong
Courant Institute of Mathematical Sciences
New York University
New York, NY
United States
Jean-Christophe Mourrat
ENS Lyon, CNRS
Lyon
France
Courant Institute of Mathematical Sciences
New York University
New York, NY
United States
Matthew Novack
Department of Mathematics
Purdue University
West Lafayette, IN
United States

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