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In this work, we provide a comprehensive gradient regularity theory for a broad class of nonlinear kinetic Fokker-Planck equations. We achieve this by establishing precise pointwise estimates in terms of the data in the spirit of nonlinear potential theory, leading to fine gradient regularity results under borderline assumptions on the data. Notably, our gradient estimates are novel already in the absence of forcing terms and even for linear kinetic Fokker-Planck equations in divergence form., Comment: 42 pages

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is studied. As the equation of interest is only hypocoercive and the control operator is unbounded with respect to the canonical state space, classical variational solution techniques cannot be utilized directly. Instead, the concept of admissible control operators is employed. For the underlying nonlinearities, local Lipschitz estimates are derived and subsequently used within a fixed point argument to obtain local existence of solutions. Again, due to hypocoercivity, existence of optimal controls requires non standard techniques as (compensated) compactness arguments are not readily available.

In this article, we establish a "Gehring lemma" for a real function satisfying a reverse H\"older inequality on all "kinetic cylinders" contained in a large one: it asserts that the integrability degree of the function improves under such an assumption. The kinetic cylinders are derived from the non-commutative group of invariances of the Kolmogorov equation. Our contributions here are (1) the extension of Gehring's Lemma to this kinetic (hypoelliptic) scaling used to generate the cylinders, (2) the localisation of the lemma in this hypoelliptic context (using ideas from the elliptic theory), (3) the streamlining of a short and quantitative proof. We then use this lemma to establish that the velocity gradient of weak solutions to linear kinetic equations of Fokker-Planck type with rough coefficients have Lebesgue integrability strictly greater than two, while the natural energy estimate merely ensures that it is square integrable. Our argument here is new but relies on Poincar\'e-type inequalities established in previous works.

We consider a general Kinetic Fokker-Planck (KFP) equation in a domain with Maxwell reflection condition on the boundary, not necessarily with conservation of mass. We establish the wellposedness in many spaces including Radon measures spaces, and in particular the existence and uniqueness of fundamental solutions. We also establish a Krein-Rutman theorem with constructive rate of convergence in an abstract setting that we use for proving that the solutions to the KFP equation converge toward the conveniently normalized first eigenfunction. Both results use the ultracontractivity of the associated semigroup in a fundamental way.

In this paper, we prove a kinetic Nash type inequality and adapt it to a new functional inequality for functions in a kinetic Sobolev space with absorbing boundary conditions on the half-space. As an application, we address the boundary behavior of the kinetic Fokker-Planck equations in the half-space. Our main result is the sharp regularity of the solution at the absorbing boundary and grazing set., Comment: 35 pages, 2 figures

In this paper, we investigate weak solutions and Perron-Wiener-Brelot solutions to the linear kinetic Fokker-Planck equation in bounded domains. We establish the existence of weak solutions by applying the Lions-Lax-Milgram theorem and the vanishing viscosity method in product domains. Additionally, we demonstrate the regularity of weak solutions and establish a strong maximum principle. Furthermore, we construct a Perron solution and provide examples of barriers in arbitrary bounded domains. Our findings are based on recent advancements in the theory of kinetic Fokker-Planck equations with rough coefficients, particularly focusing on the characterization of a weaker notion of trace and the convolution-translation., Comment: 42 pages, major update on the weak trace

We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce the convergence with constructive rate of the solution to the KFP equation towards the stationary state with same mass as the initial datum.

We propose a general multi-species Fokker-Planck model. We prove consistency of our model: conservation properties, positivity of all temperatures, H-Theorem and the shape of equilibrium as Maxwell distributions with the same mean velocity and temperature. Moreover, we derive the usual macroscopic equations from the kinetic two-species BGK model and compute explicitly the exchange terms of momentum and energy., Comment: arXiv admin note: text overlap with arXiv:1806.09462

This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend previous approaches by analyzing Lyapunov functionals with non-constant weight matrices in the dissipation functional (a generalized Fisher information). We establish exponential convergence in a weighted $H^1$-norm with rates that become sharp in the case of quadratic potentials. In the defective case for quadratic potentials, i.e. when the drift matrix has non-trivial Jordan blocks, the weighted $L^2$-distance between a Fokker-Planck-solution and the steady state has always a sharp decay estimate of the order $\mathcal O\big( (1+t)e^{-t\nu/2}\big)$, with $\nu$ the friction parameter. The presented method also gives new hypoelliptic regularization results for kinetic Fokker-Planck equations (from a weighted $L^2$-space to a weighted $H^1$-space).

In this note, we consider a kinetic Fokker-Planck-Alignment equation with Rayleigh-type friction and self-propulsion force which is derived from general environmental averaging models. We show the exponential relaxation in time toward equilibrium of the solutions provided certain spectral gap conditions are satisfied. The result is proved by using Desvillettes-Villani's method for collisional models to establish the global hypocoercivity.

The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and exponential ergodicity in entropy are derived for distribution dependent stochastic Hamiltonian systems associated with nonlinear kinetic Fokker Planck equations., Comment: 22 pages

In this paper, we develop a Galerkin-type approximation, with quantitative error estimates, for weak solutions to the Cauchy problem for kinetic Fokker-Planck equations in the domain $(0, T) \times D \times \mathbb{R}^d$, where $D$ is either $\mathbb{T}^d$ or $\mathbb{R}^d$. Our approach is based on a Hermite expansion in the velocity variable only, with a hyperbolic system that appears as the truncation of the Brinkman hierarchy, as well as ideas from $\href{arXiv:1902.04037v2}{AAMN21}$ and additional energy-type estimates that we have developed. We also establish the regularity of the solution based on the regularity of the initial data and the source term., Comment: 24 pages, corrected the references, version submitted to Kinet. Relat. Models, to appear

This contribution deals with $\mathrm L^2$ hypocoercivity methods for kinetic Fokker-Planck equations with integrable local equilibria and a \emph{factorisation} property that relates the Fokker-Planck and the transport operators. Rates of convergence in presence of a global equilibrium, or decay rates otherwise, are estimated either by the corresponding rates in the diffusion limit, or by the rates of convergence to local equilibria, under moment conditions. On the basis of the underlying functional inequalities, we establish a classification of decay and convergence rates for large times, which includes for instance sub-exponential local equilibria and sub-exponential potentials.

We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing fat-tail, sub-exponential and (super-)exponential local equilibria, which also include the classic Maxwellian case. The key step in our estimates is a modified Poincar\'e inequality, obtained via a Lions--Poincar\'e inequality and an averaging lemma.

In this work we consider a relativistic drift-kinetic model for runaway electrons along with a Fokker-Planck operator for small-angle Coulomb collisions, a radiation damping operator, and a secondary knock-on (Boltzmann) collision source. We develop a new scalable fully implicit solver utilizing finite volume and conservative finite difference schemes and dynamic mesh adaptivity. A new data management framework in the PETSc library based on the p4est library is developed to enable simulations with dynamic adaptive mesh refinement (AMR), distributed memory parallelization, and dynamic load balancing of computational work. This framework and the runaway electron solver building on the framework are able to dynamically capture both bulk Maxwellian at the low-energy region and a runaway tail at the high-energy region. To effectively capture features via the AMR algorithm, a new AMR indicator prediction strategy is proposed that is performed alongside the implicit time evolution of the solution. This strategy is complemented by the introduction of computationally cheap feature-based AMR indicators that are analyzed theoretically. Numerical results quantify the advantages of the prediction strategy in better capturing features compared with nonpredictive strategies; and we demonstrate trade-offs regarding computational costs. The robustness with respect to model parameters, algorithmic scalability, and parallel scalability are demonstrated through several benchmark problems including manufactured solutions and solutions of different physics models. We focus on demonstrating the advantages of using implicit time stepping and AMR for runaway electron simulations., Comment: accepted

We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with a random strictly positive velocity. We show that the properly rescaled position process converges weakly to a stable process reflected on its infimum. From a P.D.E. point of view, the time-marginals of $(X_t, V_t)_{t\geq0}$ solve a kinetic Fokker-Planck equation on $(0,\infty)\times\mathbb{R}_+ \times \mathbb{R}$ with diffusive boundary conditions. Properly rescaled, the space-marginal converges to the solution of some fractional heat equation on $(0,\infty)\times\mathbb{R}_+$.

We obtain local Holder continuity estimates up to the boundary for a kinetic Fokker-Planck equation with rough coefficients, with the prescribed influx boundary condition. Our result extends some recent developments that incorporate De Giorgi methods to kinetic Fokker-Planck equations. We also obtain higher order asymptotic estimates near the incoming part of the boundary. In particular, when the equation has a zero boundary conditions and no source term, we prove that the solution vanishes at infinite order on the incoming part of the boundary., Comment: This is the published article in Ars Inveniendi Analytica

We obtain the existence, uniqueness and regularity results for solutions to kinetic Fokker-Planck equations with bounded measurable coefficients in the presence of boundary conditions, including the inflow, diffuse reflection and specular reflection cases.

The long time behavior and detailed convergence analysis of Langevin equations has received increased attention over the last years. Difficulties arise from a lack of coercivity, usually termed hypocoercivity, of the underlying kinetic Fokker-Planck operator which is a consequence of the partially deterministic nature of a second order stochastic differential equation. In this manuscript, the effect of controlling the confinement potential without altering the original invariant measure is investigated. This leads to an abstract bilinear control system with an unbounded but infinite-time admissible control operator which, by means of an artificial diffusion approach, is shown to possess a unique solution. The compactness of the underlying semigroup is further used to define an infinite-horizon optimal control problem on an appropriately reduced state space. Under smallness assumptions on the initial data, feasibility of and existence of a solution to the optimal control problem are discussed. Numerical results based on a local approximation based on a shifted Riccati equation illustrate the theoretical findings., Comment: 32 pages, 4 figures

We introduce intrinsic Sobolev-Slobodeckij spaces for a class of ultra-parabolic Kolmogorov type operators satisfying the weak H\"ormander condition. We prove continuous embeddings into Lorentz and intrinsic H\"older spaces. We also prove approximation and interpolation inequalities by means of an intrinsic Taylor expansion, extending analogous results for H\"older spaces. The embedding at first order is proved by adapting a method by Luc Tartar which only exploits scaling properties of the intrinsic quasi-norm, while for higher orders we use uniform kernel estimates.

We establish existence of finite energy weak solutions to the kinetic Fokker-Planck equation and the linearized Landau equation near Maxwellian, in the presence of specular reflection boundary condition for general domains. Moreover, by using a method of reflection and the $S_p$ estimate previously established by the first and the last author, we prove regularity in the kinetic Sobolev spaces $S_p$ and anisotropic H\"older spaces for such weak solutions. Such $S_p$ regularity leads to the uniqueness of weak solutions., Comment: 48 pages

In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with distribution-valued inhomogeneous term, we show the existence of weak solutions under mild assumptions. Moreover, by using the H\"older regularity estimate obtained recently in \cite{GIMV19}, we also show the well-posedness of generalized martingale problems when diffusion coefficients only depend on the position variable (not necessarily continuous). Even in the non density-distribution dependent case, it seems that this is the first result about the well-posedness of SDEs with measurable diffusion coefficients., Comment: 45pages

In this note we establish hypocoercivity and exponential relaxation to the Maxwellian for a class of kinetic Fokker-Planck-Alignment equations arising in the studies of collective behavior. Unlike previously known results in this direction that focus on convergence near Maxwellian, our result is global for hydrodynamically dense flocks, which has several consequences. In particular, if communication is long-range, the convergence is unconditional. If communication is local then all nearly aligned flocks quantified by smallness of the Fisher information relax to the Maxwellian. In the latter case the class of initial data is stable under the vanishing noise limit, i.e.\ it reduces to a non-trivial and natural class of traveling wave solutions to the noiseless Vlasov-Alignment equation. The main novelty in our approach is the adaptation of a mollified Favre filtration of the macroscopic momentum into the communication protocol. Such filtration has been used previously in large eddy simulations of compressible turbulence and its new variant appeared in the proof of the Onsager conjecture for inhomogeneous Navier-Stokes system. A rigorous treatment of well-posedness for smooth solutions is provided. Lastly, we prove that in the limit of strong noise and local alignment solutions to the Fokker-Planck-Alignment equation Maxwellialize to solutions of the macroscopic hydrodynamic system with the isothermal pressure., Comment: 20 pages

We consider kinetic Fokker-Planck (or Vlasov-Fokker-Planck) equations on the torus with Maxwellian or fat tail local equilibria. Results based on weak norms have recently been achieved by S. Armstrong and J.-C. Mourrat in case of Maxwellian local equilibria. Using adapted Poincar\'e and Lions-type inequalities, we develop an explicit and constructive method for estimating the decay rate of time averages of norms of the solutions, which covers various regimes corresponding to subexponential, exponential and superexponential (including Maxwellian) local equilibria. As a consequence, we also derive hypocoercivity estimates, which are compared to similar results obtained by other techniques.

We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with absorbing boundary conditions on the boundary of the phase-space cylindrical domain $D = \mathcal O \times \mathbb{R}^d$. Furthermore, a Harnack inequality, as well as a maximum principle, is provided on $D$ for solutions to this kinetic Fokker-Planck equation, together with the existence of a smooth transition density for the associated absorbed Langevin process. This transition density is shown to satisfy an explicit Gaussian upper-bound. Finally, the continuity and positivity of this transition density at the boundary of $D$ is also studied. All these results are in particular crucial to study the behavior of the Langevin diffusion process when it is trapped in a metastable state defined in terms of positions.

This article deals with kinetic Fokker-Planck equations with essentially bounded coefficients. A weak Harnack inequality for non-negative super-solutions is derived by considering their Log-transform and following S. N. Kruzhkov (1963). Such a result rests on a new weak Poincar{\'e} inequality sharing similarities with the one introduced by W. Wang and L. Zhang in a series of works about ultraparabolic equations (2009, 2011, 2017). This functional inequality is combined with a classical covering argument recently adapted by L. Silvestre and the second author (2020) to kinetic equations.

The purpose of this paper is to extend the hypocoercivity results for the kinetic Fokker-Planck equation in $H^1$ space in Villani's memoir \cite{Villani} to higher order Sobolev spaces. As in the $L^2$ and $H^1$ setting, there is lack of coercivity in $H^k$ for the associated operator. To remedy this issue, we shall modify the usual $H^k$ norm with certain well-chosen mixed terms and with suitable coefficients which are constructed by induction on $k$. In parallel, a similar strategy but with coefficients depending on time (c.f. \cite{Herau}), usually referred as H\'erau's method, can be employed to prove global hypoellipticity in $H^k$. The exponents in our regularity estimates are optimal in short time. Moreover, as in our recent work \cite{GLWZ}, the general results here can be applied in the mean-field setting to get estimates independent of the dimension; in particular, an application to the Curie-Weiss model is presented.

We propose a stable Petrov-Galerkin discretization of a kinetic Fokker-Planck equation constructed in such a way that uniform inf-sup stability can be inferred directly from the variational formulation. Inspired by well-posedness results for parabolic equations, we derive a lower bound for the dual inf-sup constant of the Fokker-Planck bilinear form by means of stable pairs of trial and test functions. The trial function of such a pair is constructed by applying the kinetic transport operator and the inverse velocity Laplace-Beltrami operator to a given test function. For the Petrov-Galerkin projection we choose an arbitrary discrete test space and then define the discrete trial space using the same application of transport and inverse Laplace-Beltrami operator. As a result, the spaces replicate the stable pairs of the continuous level and we obtain a well-posed numerical method with a discrete inf-sup constant identical to the inf-sup constant of the continuous problem independently of the mesh size. We show how the specific basis functions can be efficiently computed by low-dimensional elliptic problems, and confirm the practicability and performance of the method with numerical experiments.

This article addresses the local boundedness and H\"older continuity of weak solutions to kinetic Fokker-Planck equations with general transport operators and rough coefficients. These results are due to the mixing effect of diffusion and transport. Although the equation is parabolic only in the velocity variable, it has a hypoelliptic structure provided that the transport part $\partial_t+b(v)\cdot\nabla_x$ is nondegenerate in some sense. We achieve the results by revisiting the method, proposed by Golse, Imbert, Mouhot and Vasseur in the case $b(v)= v$, that combines the elliptic De Giorgi-Nash-Moser theory with velocity averaging lemmas., Comment: 28 pages

We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to equilibrium for the solutions in the weighted Sobolev space H 1 ($\mu$) with a rate of convergence which is explicitly computable and independent of the number of particles. The originality of the proof relies on functional inequalities and hypocoercivity with Lyapunov type conditions, usually not suitable to provide adimensional results.

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a bounded interval and study the large-time asymptotic behavior of the solutions and other physically relevant macroscopic quantities. We impose the varied types of boundary conditions including the inflow-type and the reflection-type boundaries as well as the varied diffusion and friction coefficients and study the boundary effects on the asymptotic behaviors. These include the predictions on the large-time behaviors of the pointwise values of the particle distribution and the macroscopic physical quantities including the total kinetic energy, the entropy, and the free energy. We also provide the theoretical supports for the pointwise convergence of the neural network solutions to the \textit{a priori} analytic solutions. We use the library \textit{PyTorch}, the activation function \textit{tanh} between layers, and the \textit{Adam} optimizer for the Deep Learning algorithm., Comment: 31 pages, 13 figures

We consider the kinetic Fokker-Planck equation with a class of general force. We prove the existence and uniqueness of a positive normalized equilibrium (in the case of a general force) and establish some exponential rate of convergence to the equilibrium (and the rate can be explicitly computed). Our results improve results about classical force to general force case. Our result also improve the rate of convergence for the Fitzhugh-Nagumo equation from non-quantitative to quantitative explicit rate.

We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to $H^1$ 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 Poincar\'e and H\"ormander type and combine them with basic energy estimates (analogous to the Caccioppoli inequality) in an iteration procedure to obtain the $C^\infty$ regularity of weak solutions. We also use the Poincar\'e-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., Comment: This is a major revision: two authors have been added, some mistakes from the previous version have been addressed, and some new results have been included (Hormander inequality now has an optimal exponent, enhanced dissipation result has been added). 53 pages

We study the kinetic Fokker-Planck equation on the whole space with a confining potential. We show quantitative rates of exponential convergence to equilibrium in a well chosen Wasserstein-1 distance. We use the Wasserstein-1 version of Harris's theorem introduced by Hairer and Mattingly. We make use of similarities between hypocoercivity and hypoellipticity in order to use Malliavin calculus to see hypocoercivity for this equation on the level of the SDE., Comment: 18 pages

In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved exactly using the convolution operator while the second one is solved approximately using a variational scheme that minimizes an energy functional with respect to a certain Kantorovich optimal transport cost functional. We prove the convergence of the scheme to a weak solution to FKFPE. As a by-product of our analysis, we also establish a variational formulation for a kinetic transport equation that is relevant in the second phase. Finally, we discuss some extensions of our analysis to more complex systems.