Exponential Stability and Hypoelliptic Regularization for the Kinetic Fokker-Planck Equation with Confining Potential

Abstract

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 $O((1+t)e^{-t\nu /2})$, 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).

Keywords: Confinement potential; Convergence to equilibrium; Degenerate evolution; Fokker–Planck equation; Hypocoercivity; Hypoelliptic regularity; Kinetic theory; Long time behavior; Lyapunov functional.