F. Achleitner, A. Arnold, D. Stürzer:

"Large-time behaviour in non-symmetric Fokker-Planck equations";

in: "ASC Report 22/2015", issued by: Institute for Analysis and Scientific Computing; Vienna University of Technology, Wien, 2015, ISBN: 978-3-902627-08-7, 1 - 64.

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First, "hypocoercive" Fokker-Planck equations are degenerate parabolic equations such that the entropy method to study large-time behavior of solutions has to be modiﬁed. We review a recent modiﬁed entropy method (for non-symmetric Fokker-Planck equations with drift terms that are linear in the position variable). Second, kinetic Fokker-Planck equations with nonquadratic potentials are another example of nonsymmetric Fokker-Planck equations. Their drift term is nonlinear in the position variable. In case of potentials with bounded second-order derivatives, the modiﬁed entropy method allows to prove exponential convergence of solutions to the steady state. In this application of the modiﬁed entropy method symmetric positive deﬁnite matrices solving a matrix inequality are needed. We determine all such matrices achieving the optimal decay rate in the modiﬁed entropy method. In this way we prove the optimality of previous results. Third, we discuss the spectral properties of Fokker-Planck operators perturbed with convolution operators. For the corresponding Fokker-Planck equation we show existence and uniqueness of a stationary solution. Then, exponential convergence of all solutions towards the stationary solution is proven with a uniform rate.

Fokker-Planck equation, hypocoercivity, entropy method, large-time behavior, spectral gap, sharp decay rate, non-local pertur-bation, spectral analysis, exponential stability,

http://www.asc.tuwien.ac.at/preprint/2015/asc22x2015.pdf

Created from the Publication Database of the Vienna University of Technology.