Deterministic and Stochastic Approaches to Relaxation to Equilibrium for Particle Systems
type: CreativeWork
description: This work is about convergence to equilibrium problems for equations coming from kinetic theory. The bulk of the work is about Hypocoercivity. Hypocoercivity is the phenomenon when a semigroup shows exponentially relaxation towards equilibrium without the corresponding coercivity (dissipativity) inequality on the Dirichlet form in the natural space, i.e. a lack of contractivity. In this work we look at showing hypocoercivity in weak measure distances, and using probabilistic techniques. First we review the history of convergence to equilibrium for kinetic equations, particularly for spatially inhomogeneous kinetic theory (Boltzmann and Fokker-Planck equations) which motivates hypocoercivity. We also review the existing work on showing hypocoercivity using probabilistic techniques. We then present three different ways of showing hypocoercivity using stochastic tools. First we study the kinetic Fokker-Planck equation on the torus. We give two different coupling strategies to show convergence in Wasserstein distance, $W_2$. The first relies on explicitly solving the stochastic differential equation. In the second we couple the driving Brownian motions of two solutions with different initial data, in a well chosen way, to show convergence. Next we look at a classical tool to show convergence to equilibrium for Markov processes, Harris's theorem. We use this to show quantitative convergence to equilibrium for three Markov jump processes coming from kinetic theory: the linear relaxation/BGK equation, the linear Boltzmann equation, and a jump process which is similar to the kinetic Fokker-Planck equation. We show convergence to equilibrium for these equations in total variation or weighted total variation norms. Lastly, we revisit a version of Harris's theorem in Wasserstein distance due to Hairer and Mattingly and use this to show quantitative hypocoercivity for the kinetic Fokker-Planck equation with a confining potential via Malliavin calculus. We also look at showing h…
abstract: This work is about convergence to equilibrium problems for equations coming from kinetic theory. The bulk of the work is about Hypocoercivity. Hypocoercivity is the phenomenon when a semigroup shows exponentially relaxation towards equilibrium without the corresponding coercivity (dissipativity) inequality on the Dirichlet form in the natural space, i.e. a lack of contractivity. In this work we look at showing hypocoercivity in weak measure distances, and using probabilistic techniques. First we review the history of convergence to equilibrium for kinetic equations, particularly for spatially inhomogeneous kinetic theory (Boltzmann and Fokker-Planck equations) which motivates hypocoercivity. We also review the existing work on showing hypocoercivity using probabilistic techniques. We then present three different ways of showing hypocoercivity using stochastic tools. First we study the kinetic Fokker-Planck equation on the torus. We give two different coupling strategies to show convergence in Wasserstein distance, $W_2$. The first relies on explicitly solving the stochastic differential equation. In the second we couple the driving Brownian motions of two solutions with different initial data, in a well chosen way, to show convergence. Next we look at a classical tool to show convergence to equilibrium for Markov processes, Harris's theorem. We use this to show quantitative convergence to equilibrium for three Markov jump processes coming from kinetic theory: the linear relaxation/BGK equation, the linear Boltzmann equation, and a jump process which is similar to the kinetic Fokker-Planck equation. We show convergence to equilibrium for these equations in total variation or weighted total variation norms. Lastly, we revisit a version of Harris's theorem in Wasserstein distance due to Hairer and Mattingly and use this to show quantitative hypocoercivity for the kinetic Fokker-Planck equation with a confining potential via Malliavin calculus. We also look at showing h…
author: Evans, Josephine Angela Holly
language: en
keywords: Kinetic theory, Hypocoercivity, Convergence to equilibrium
license: https://apollo8-f-pro.lib.cam.ac.uk/bitstreams/037d667d-d51f-40f0-9c37-2ff872383e85/download
license: https://www.rioxx.net/licenses/all-rights-reserved/
date published: 2019-01-26
date modified: 2026-07-22T22:24:11Z
provider: Cambridge University
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: University of Cambridge

PropertyValue
property ID: DOI
value: 10.17863/CAM.30238