HOW TO CONSTRUCT EXPLICIT DECAY RATES FOR KINETIC FOKKER-PLANCK EQUATIONS?

Giovanni Brigati, Gabriel Stoltz

Research output: Contribution to journalArticlepeer-review

Abstract

We analyze time averages of the norm of solutions to kinetic Fokker-Planck equations related to general Hamiltonians. We present detailed and constructive decay estimates for systems influenced by a confining potential, which accommodates fat-tail, subexponential, and (super-)exponential local equilibria, including the traditional Maxwellian scenario. A crucial component of our estimates is a modified Poincaré inequality, derived using a Lions-Poincaré inequality and an averaging lemma.

Original languageEnglish
Pages (from-to)3587-3622
Number of pages36
JournalSIAM Journal on Mathematical Analysis
Volume57
Issue number4
DOIs
Publication statusPublished - 1 Jan 2025

Keywords

  • Fokker-Planck equations
  • Langevin dynamics
  • Poincaré-Lions inequality
  • exponential and algebraic convergence rates
  • hypocoercivity

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