December 2018, 11(6): 1427-1441. doi: 10.3934/krm.2018056

Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus

Department of Pure Mathematics and Mathematical Statistics, University of Cambridge, Wilberforce Road, Cambridge CB3 0WA, UK

Received  April 2016 Revised  July 2017 Published  June 2018

Fund Project: The authors were supported by the UK Engineering and Physical Sciences Research Council (EPSRC) grant EP/H023348/1 for the University of Cambridge Centre for Doctoral Training, the Cambridge Centre for Analysis)

We study contraction for the kinetic Fokker-Planck operator on the torus. Solving the stochastic differential equation, we show contraction and therefore exponential convergence in the Monge-Kantorovich-Wasserstein $ \mathcal{W}_2$ distance. Finally, we investigate if such a coupling can be obtained by a co-adapted coupling, and show that then the bound must depend on the square root of the initial distance.

Citation: Helge Dietert, Josephine Evans, Thomas Holding. Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus. Kinetic & Related Models, 2018, 11 (6) : 1427-1441. doi: 10.3934/krm.2018056
References:
[1]

F. BolleyI. Gentil and A. Guillin, Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations, J. Funct. Anal., 263 (2012), 2430-2457. doi: 10.1016/j.jfa.2012.07.007.

[2]

F. BolleyA. Guillin and F. Malrieu, Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation, M2AN Math. Model. Numer. Anal., 44 (2010), 867-884. doi: 10.1051/m2an/2010045.

[3]

K. Burdzy and W. S. Kendall, Efficient Markovian couplings: Examples and counterexamples, Ann. Appl. Probab., 10 (2000), 362-409. doi: 10.1214/aoap/1019487348.

[4]

M. Chen, Optimal Markovian couplings and applications, Acta Math. Sinica (N. S.), 10 (1994), 260–275; A Chinese summary appears in Acta Math. Sinica, 38 (1995), p575. doi: 10.1007/BF02560717.

[5]

S. Gadat and L. Miclo, Spectral decompositions and $ \mathbb{L}^2$-operator norms of toy hypocoercive semi-groups, Kinet. Relat. Models, 6 (2013), 317-372. doi: 10.3934/krm.2013.6.317.

[6]

F. Hérau, Hypocoercivity and exponential time decay for the linear inhomogeneous relaxation Boltzmann equation, Asymptot. Anal., 46 (2006), 349-359.

[7]

F. Hérau and F. Nier, Isotropic hypoellipticity and trend to equilibrium for the Fokker-Planck equation with a high-degree potential, Arch. Ration. Mech. Anal., 171 (2004), 151-218. doi: 10.1007/s00205-003-0276-3.

[8]

R. JordanD. Kinderlehrer and F. Otto, The variational formulation of the Fokker-Planck equation, SIAM J. Math. Anal., 29 (1998), 1-17. doi: 10.1137/S0036141096303359.

[9]

W. S. Kendall, Coupling, local times, immersions, Bernoulli, 21 (2015), 1014-1046. doi: 10.3150/14-BEJ596.

[10]

K. Kuwada, Characterization of maximal Markovian couplings for diffusion processes, Electron. J. Probab., 14 (2009), 633-662. doi: 10.1214/EJP.v14-634.

[11]

S. Mischler and C. Mouhot, Exponential stability of slowly decaying solutions to the kinetic Fokker-Planck equation, Arch. Ration. Mech. Anal., 221 (2016), 677-723. doi: 10.1007/s00205-016-0972-4.

[12]

P. Mörters and Y. Peres, Brownian Motion, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press, 2010, URL http://books.google.co.uk/books?id=e-TbA-dSrzYC. doi: 10.1017/CBO9780511750489.

[13]

C. Mouhot and L. Neumann, Quantitative perturbative study of convergence to equilibrium for collisional kinetic models in the torus, Nonlinearity, 19 (2006), 969-998. doi: 10.1088/0951-7715/19/4/011.

[14]

D. Talay, Stochastic Hamiltonian systems: Exponential convergence to the invariant measure, and discretization by the implicit Euler scheme, Markov Process. Related Fields, 8 (2002), 163–198, Inhomogeneous random systems (Cergy-Pontoise, 2001).

[15]

C. Villani, Hypocoercivity, Mem. Amer. Math. Soc., 202 (2009), ⅳ+141pp. doi: 10.1090/S0065-9266-09-00567-5.

[16]

C. Villani, Optimal Transport: Old and New, vol. 338 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], Springer-Verlag, Berlin, 2009. doi: 10.1007/978-3-540-71050-9.

[17]

R. Zwanzig, Nonequilibrium Statistical Mechanics, Oxford University Press, USA, 2001, URL https://books.google.co.uk/books?id=4cI5136OdoMC.

show all references

References:
[1]

F. BolleyI. Gentil and A. Guillin, Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations, J. Funct. Anal., 263 (2012), 2430-2457. doi: 10.1016/j.jfa.2012.07.007.

[2]

F. BolleyA. Guillin and F. Malrieu, Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation, M2AN Math. Model. Numer. Anal., 44 (2010), 867-884. doi: 10.1051/m2an/2010045.

[3]

K. Burdzy and W. S. Kendall, Efficient Markovian couplings: Examples and counterexamples, Ann. Appl. Probab., 10 (2000), 362-409. doi: 10.1214/aoap/1019487348.

[4]

M. Chen, Optimal Markovian couplings and applications, Acta Math. Sinica (N. S.), 10 (1994), 260–275; A Chinese summary appears in Acta Math. Sinica, 38 (1995), p575. doi: 10.1007/BF02560717.

[5]

S. Gadat and L. Miclo, Spectral decompositions and $ \mathbb{L}^2$-operator norms of toy hypocoercive semi-groups, Kinet. Relat. Models, 6 (2013), 317-372. doi: 10.3934/krm.2013.6.317.

[6]

F. Hérau, Hypocoercivity and exponential time decay for the linear inhomogeneous relaxation Boltzmann equation, Asymptot. Anal., 46 (2006), 349-359.

[7]

F. Hérau and F. Nier, Isotropic hypoellipticity and trend to equilibrium for the Fokker-Planck equation with a high-degree potential, Arch. Ration. Mech. Anal., 171 (2004), 151-218. doi: 10.1007/s00205-003-0276-3.

[8]

R. JordanD. Kinderlehrer and F. Otto, The variational formulation of the Fokker-Planck equation, SIAM J. Math. Anal., 29 (1998), 1-17. doi: 10.1137/S0036141096303359.

[9]

W. S. Kendall, Coupling, local times, immersions, Bernoulli, 21 (2015), 1014-1046. doi: 10.3150/14-BEJ596.

[10]

K. Kuwada, Characterization of maximal Markovian couplings for diffusion processes, Electron. J. Probab., 14 (2009), 633-662. doi: 10.1214/EJP.v14-634.

[11]

S. Mischler and C. Mouhot, Exponential stability of slowly decaying solutions to the kinetic Fokker-Planck equation, Arch. Ration. Mech. Anal., 221 (2016), 677-723. doi: 10.1007/s00205-016-0972-4.

[12]

P. Mörters and Y. Peres, Brownian Motion, Cambridge Series in Statistical and Probabilistic Mathematics, Cambridge University Press, 2010, URL http://books.google.co.uk/books?id=e-TbA-dSrzYC. doi: 10.1017/CBO9780511750489.

[13]

C. Mouhot and L. Neumann, Quantitative perturbative study of convergence to equilibrium for collisional kinetic models in the torus, Nonlinearity, 19 (2006), 969-998. doi: 10.1088/0951-7715/19/4/011.

[14]

D. Talay, Stochastic Hamiltonian systems: Exponential convergence to the invariant measure, and discretization by the implicit Euler scheme, Markov Process. Related Fields, 8 (2002), 163–198, Inhomogeneous random systems (Cergy-Pontoise, 2001).

[15]

C. Villani, Hypocoercivity, Mem. Amer. Math. Soc., 202 (2009), ⅳ+141pp. doi: 10.1090/S0065-9266-09-00567-5.

[16]

C. Villani, Optimal Transport: Old and New, vol. 338 of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], Springer-Verlag, Berlin, 2009. doi: 10.1007/978-3-540-71050-9.

[17]

R. Zwanzig, Nonequilibrium Statistical Mechanics, Oxford University Press, USA, 2001, URL https://books.google.co.uk/books?id=4cI5136OdoMC.

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