English

Nonlinear Fokker-Planck equations as smooth Hilbertian gradient flows

Probability 2025-03-17 v1 Analysis of PDEs

Abstract

Under suitable assumptions on β:R ⁣ ⁣R,D:Rd ⁣ ⁣Rd\beta:\mathbb{R}\!\to\!\mathbb{R}, \,D:\mathbb{R}^d\!\to\!\mathbb{R}^d and b:Rd ⁣ ⁣Rb:\mathbb{R}^d\!\to\!\mathbb{R}, the nonlinear Fokker-Planck equation utΔβ(u)+div(Db(u)u)=0u_t-\Delta\beta(u)+{\rm div}(Db(u)u)=0, in (0,)×Rd(0,\infty)\times\mathbb{R}^d where D=ΦD=-\nabla\Phi, can be identified as a smooth gradient flow d+dtu(t)+Eu(t)=0\frac{d^+}{dt}\,u(t)+\nabla E_{u(t)}=0, t>0\forall t>0. Here, E:PL(Rd)RE:\mathcal{P}^*\cap L^\infty(\mathbb{R}^d)\to\mathbb{R} is the energy function associated to the equation, where P\mathcal{P}^* is a certain convex subset of the space of probability densities. P\mathcal{P}^* is invariant under the flow and Eu\nabla E_u is the gradient of EE, that is, the tangent vector field to P\mathcal{P} at uu defined by <Eu,zu>u=diffEuzu\left<\nabla E_u,z_u\right>_u={\rm diff}\,E_u\cdot z_u for all vector fields zuz_u on P\mathcal{P}^*, where <,>u\left<\cdot,\cdot\right>_u is a scalar product on a suitable tangent space Tu(P)D(Rd)\mathcal{T}_u(\mathcal{P}^*)\subset\mathcal{D}'(\mathbb{R}^d).

Keywords

Cite

@article{arxiv.2503.10906,
  title  = {Nonlinear Fokker-Planck equations as smooth Hilbertian gradient flows},
  author = {Viorel Barbu and Michael Röckner},
  journal= {arXiv preprint arXiv:2503.10906},
  year   = {2025}
}
R2 v1 2026-06-28T22:19:52.266Z