A Fokker-Planck Study Motivated by a Problem in Fluid-Particle Interactions

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Markou, Ioannis
Levermore, David C.
This dissertation is a study of problems that relate to a Fokker-Planck (Klein-Kramers) equation with hypoelliptic structure. The equation describes the statistics of motion of an ensemble of particles in a viscous fluid that follows the Stokes ’ equations of fluid motion. The significance in this problem is that it relates to a variety of phenomena besides its obvious connection to the study of macromolecular chains that are composed by particle “ units ” in creeping flows. Such phenomena range from Kramers escape probability (for a particle trapped in a potential well), to stellar dynamics. The problem can also be seen as a simplified version of the Vlasov-Poisson-Fokker-Planck system that mainly describes electrostatic models in plasma physics and gravitational forces between galaxies. Well-posedeness of the equation has been studied by many authors, including the case of irregular coefficients (Lions-Le Bris). The study of Sobolev regularity is interesting in its own right and can be performed with fairly elementary tools (He\'rau,Villani,…). We are interested here with short time estimates and with how smoothing proceeds in time. Different types of Lyapunov functionals can be constructed depending on the type of initial data to show regularization. Of particular interest is a recent technique developed by C.Villani that builds upon a system of differential inequalities and is being implemented here for the slightly more involved case of non constant friction. The question of asymptotic convergence to a stationary state is also discussed, with techniques that are similar to certain extend to the ones used in regularization but which in general involve more computations. Finally, we examine the hydrodynamic (zero mass) limit of the parametrized version of the Fokker-Planck equation. We discuss two different approaches of hydrodynamic convergence. The first uses weak compactness principles of extracting subsequences that are shown to converge to a solution of the limit problem, and works with initial data in weighted L^{2} setting. The second is based on the study of relative entropy, gives L^{1} convergence to a solution of the limit problem, and uses entropic initial data.