I came across Villani's paper titled "Hypocoercive diffusion operators" and couldn't figure out a computation that is skipped in that paper. Specifically, consider the following transformed Fokker-Planck equation, where $h(t,x,v)$ is the unknown, $(x,v) \in \mathbb{R}^n \times \mathbb{R}^n$, $V(x)$ is some potential force: $$\partial_t h + v\cdot \nabla_x h - \nabla V(x)\cdot \nabla_v h = \Delta_v h - v\cdot \nabla_v h.$$ Notice that the Laplacian $\Delta_v$ is only a partial Laplacian in the sense that it only acts on the velocity variables $v$, and for the usual $L^2$ energy $\int h^2 d\mu$, where $d\mu = f_\infty(x,v) dxdv$ and $f_\infty(x,v) = \frac{\mathrm{e}^{-\left(V(x)+\frac{|v|^2}{2}\right)}}{Z}$ with $Z$ a normalization constant making $f_\infty$ a probability density in $(x,v) \in \mathbb{R}^n \times \mathbb{R}^n$, and we easily have $\frac{1}{2} \frac{d}{dt} \int h^2 d\mu = -\int |\nabla_v h|^2 d\mu$. Then the author says under suitable assumptions on $V$, we can find suitable constants $a,c, K>0$ so that $$\frac{d}{dt}\left(\int h^2 d\mu + a\int |\nabla_x h|^2 d\mu + c\int |\nabla_v h|^2 d\mu \right) \leq -K\left(\int |\nabla_v h|^2 d\mu + \int |\nabla_v\nabla_x h|^2 d\mu + \int |\nabla_v\nabla_v h|^2 d\mu\right). $$ However, I have no clue why the above inequality holds (and justifying it in 1D should be enough for me, i.e., in the case $(x,v) \in \mathbb{R}\times\mathbb{R}$). What I did is the following (in 1D setting). Set $$I(t):=\left(a\int |\nabla_x h|^2 d\mu + c\int |\nabla_v h|^2 d\mu \right).$$ Then \begin{align*} \frac 12\frac{dI}{dt} &= -a\int |\partial_v\partial_x h|^2 d\mu - c\int |\partial_v\partial_v h|^2 d\mu - c\int |\partial_v h|^2 d\mu\\ &\quad \color{red}{+ a\int \partial_x h \partial_x\left(V'(x)\partial_v h\right) - v\partial_xh\partial_{xx}h~d\mu} \\ &\quad \color{red}{+c\int V'(x)\partial_vh\partial_{vv}h - \partial_vh\left(\partial_x h+v\partial_v\partial_xh\right)~d\mu} \end{align*} But I have no clue as to the treatment of the terms in red. Any help would be greatly appreciated!


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.