Optimal non-symmetric Fokker-Planck equation for the convergence to a given equilibrium
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Description: |
Anton Arnold, Technische Universität Wien
10 January 2022 – 13:30 to 14:30 |
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Created: | 2022-01-12 13:33 |
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Collection: | Frontiers in analysis of kinetic equations |
Publisher: | Isaac Newton Institute |
Copyright: | Anton Arnold |
Language: | eng (English) |
Abstract: | We are concerned with finding Fokker-Planck equations in whole space with the fastest exponential decay towards a given equilibrium. For a prescribed, anisotropic Gaussian we determine a non-symmetric Fokker-Planck equation with linear drift that shows the highest exponential decay rate for the convergence of its solutions towards equilibrium. At the same time it has to allow for a decay estimate with a multiplicative constant arbitrarily close to its infimum. This infimum is 1, corresponding to the high-rotational limit in the Fokker-Planck drift.
Such an “optimal” Fokker-Planck equation is constructed explicitly with a diffusion matrix of rank one, hence being hypocoercive. The proof is based on the recent result that the -propagator norms of the Fokker-Planck equation and of its drift-ODE coincide. Finally we give an outlook onto using Fokker-Planck equations with t-dependent coefficients. References: * A. Arnold, B. Signorello: Optimal non-symmetric Fokker-Planck equation for the convergence to a given equilibrium, preprint 2021. * A. Arnold, C. Schmeiser, B. Signorello. Sharp decay estimates and -propagator norm for Fokker-Planck equations with linear drift, preprint 2020. |
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