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The Vlasov-Fokker-Planck equation in non-convex landscapes: convergence to equilibrium

Authors :
Manh Hong Duong
Julian Tugaut
Institut Camille Jordan [Villeurbanne] (ICJ)
École Centrale de Lyon (ECL)
Université de Lyon-Université de Lyon-Université Claude Bernard Lyon 1 (UCBL)
Université de Lyon-Université Jean Monnet [Saint-Étienne] (UJM)-Institut National des Sciences Appliquées de Lyon (INSA Lyon)
Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS)
Probabilités, statistique, physique mathématique (PSPM)
Université de Lyon-Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS)-École Centrale de Lyon (ECL)
Source :
Electronic Communications in Probability, Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2018, 23, ⟨10.1214/18-ECP116⟩, Electron. Commun. Probab.
Publication Year :
2018
Publisher :
Institute of Mathematical Statistics, 2018.

Abstract

In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the probability distribution of a particle moving under the influence of a non-convex potential, an interaction potential, a friction force and a stochastic force. Using the free-energy approach, we show that under suitable assumptions solutions of the Vlasov-Fokker-Planck equation converge to an invariant probability.

Details

ISSN :
1083589X
Volume :
23
Database :
OpenAIRE
Journal :
Electronic Communications in Probability
Accession number :
edsair.doi.dedup.....1945f9d5681e11b71955d1d6eb84cede
Full Text :
https://doi.org/10.1214/18-ecp116