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A qualitative study of linear drift-diffusion equations with time-dependent or vanishing coefficients
, 2005
"... This paper is concerned with entropy methods for linear drift-diffusion equations with explicitly time-dependent or degenerate coefficients. Our goal is to establish a list of various qualitative properties of the solutions. The motivation for this study comes from a model for molecular motors, the ..."
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This paper is concerned with entropy methods for linear drift-diffusion equations with explicitly time-dependent or degenerate coefficients. Our goal is to establish a list of various qualitative properties of the solutions. The motivation for this study comes from a model for molecular motors, the so-called Brownian ratchet, and from a nonlinear equation arising in traffic flow models, for which complex long time dynamics occurs. General results are out of the scope of this paper, but we deal with several examples corresponding to most of the expected behaviors of the solutions. We first prove a contraction property for general entropies which is a useful tool for uniqueness and for the convergence to some eventually time-dependent large time asymptotic solutions. Then we focus on power law and logarithmic relative entropies. When the diffusion term is of the type ∇(|x | α ∇·), we prove that the inequality relating the entropy with the entropy production term is a Hardy-Poincaré type inequality, that we establish. Here we assume that α ∈ (0, 2] and the limit case α = 2 appears as a threshold for the method. As a consequence, we obtain an exponential decay of the relative entropies. In the case of time-periodic coefficients, we prove the existence of a unique time-periodic solution which attracts all other solutions. The case of a degenerate diffusion coefficient taking the form |x | α with α> 2 is also studied. The Gibbs state exhibits a non integrable singularity. In this case concentration phenomena may occur, but we conjecture that an additional time-dependence restores the smoothness of the asymptotic solution.
EXISTENCE AND EQUILIBRATION OF GLOBAL WEAK SOLUTIONS TO KINETIC MODELS FOR DILUTE POLYMERS I: FINITELY EXTENSIBLE NONLINEAR BEAD-SPRING CHAINS
- MATHEMATICAL MODELS AND METHODS IN APPLIED SCIENCES
, 2010
"... We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stok ..."
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Cited by 2 (1 self)
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We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain in R d, d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defined by the Kramers expression through the associated probability density function that satisfies a Fokker–Planck-type parabolic equation, a crucial feature of which is the presence of a centre-of-mass diffusion term. We require no structural assumptions on the drag term in the Fokker–Planck equation; in particular, the drag term need not be corotational. With a square-integrable and divergence-free initial velocity datum u ∼ 0 for the Navier–Stokes equation and a nonnegative initial probability density function ψ0 for the Fokker–Planck equation, which has finite relative entropy with respect to the Maxwellian M, we prove
EXISTENCE AND EQUILIBRATION OF GLOBAL WEAK SOLUTIONS TO FINITELY EXTENSIBLE NONLINEAR BEAD-SPRING CHAIN MODELS FOR DILUTE POLYMERS
, 2010
"... We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stok ..."
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Cited by 1 (1 self)
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We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain in Rd, d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defined by the Kramers expression through the associated probability density function that satisfies a Fokker–Planck-type parabolic equation, a crucial feature of which is the presence of a center-of-mass diffusion term. We require no structural assumptions on the drag term in the Fokker–Planck equation; in particular, the drag term need not be corotational. With a square-integrable and divergence-free initial velocity datum u ∼ 0 for the Navier–Stokes equation and a nonnegative initial probability density function ψ0 for the Fokker–Planck equation, which has finite relative entropy with respect to the Maxwellian M, we prove the existence of a global-in-time weak solution t ↦ → (u(t), ψ(t)) to the coupled Navier– Stokes–Fokker–Planck system, satisfying the initial condition (u(0), ψ(0)) = (u ∼ ∼0, ψ0), such that t ↦ → u(t) belongs to the classical Leray space and t ↦ → ψ(t) has bounded rela-tive entropy and square integrable Fisher information over any time interval. It is also shown that in the absence of a body force, t ↦ → (u(t), ψ(t)) decays exponentially in time to (0, M) in the L2 × L1 norm, at a rate that is independent of the choice of (u∼ 0, ψ0) and of the centre-of-mass diffusion coefficient.
ENTROPY-ENERGY INEQUALITIES AND IMPROVED CONVERGENCE RATES FOR NONLINEAR PARABOLIC EQUATIONS
, 2005
"... In this paper, we prove new functional inequalities of Poincaré type on the one-dimensional torus S 1 and explore their implications for the long-time asymptotics of periodic solutions of nonlinear singular or degenerate parabolic equations of second and fourth order. We generically prove a global ..."
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In this paper, we prove new functional inequalities of Poincaré type on the one-dimensional torus S 1 and explore their implications for the long-time asymptotics of periodic solutions of nonlinear singular or degenerate parabolic equations of second and fourth order. We generically prove a global algebraic decay of an entropy functional, faster than exponential for short times, and an asymptotically exponential convergence of positive solutions towards their average. The asymptotically exponential regime is valid for a larger range of parameters for all relevant cases of application: porous medium/fast diffusion, thin film and logarithmic fourth order nonlinear diffusion equations. The techniques are inspired by direct entropy-entropy production methods and based on appropriate Poincaré type inequalities.
EXISTENCE AND EQUILIBRATION OF GLOBAL WEAK SOLUTIONS TO HOOKEAN-TYPE BEAD-SPRING CHAIN MODELS FOR DILUTE POLYMERS
"... We show the existence of global-in-time weak solutions to a general class of coupled Hookean-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–S ..."
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We show the existence of global-in-time weak solutions to a general class of coupled Hookean-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain in R d, d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defined by the Kramers expression through the associated probability density function that satisfies a Fokker–Planck-type parabolic equation, a crucial feature of which is the presence of a center-of-mass diffusion term. We require no structural assumptions on the drag term in the Fokker–Planck equation; in particular, the drag term need not be corotational. With a square-integrable and divergence-free initial velocity datum u ∼ 0 for the Navier–Stokes equation and a nonnegative initial probability density function ψ0 for the Fokker–Planck equation, which has finite relative entropy with respect to the Maxwellian M, we prove the existence of a global-in-time weak solution t ↦ → (u(t), ψ(t)) to the coupled Navier–Stokes–Fokker–Planck system, satisfying the initial condition (u(0), ψ(0)) = (u ∼ ∼0, ψ0), such that t ↦ → u(t) belongs to the classical Leray space and t ↦ → ψ(t) has bounded relative entropy with respect to M and t ↦ → ψ(t)/M has integrable Fisher information (w.r.t. the measure dν: = M(q) dq dx) over any time interval [0, T], T> 0. If the density of body forces f on the right-hand side of the Navier–Stokes momentum equation vanishes, then t ↦ → (u(t), ψ(t)) decays exponentially in time to (0, M) in
Mathematical Models and Methods in Applied Sciences c ○ World Scientific Publishing Company EXISTENCE AND EQUILIBRATION OF GLOBAL WEAK SOLUTIONS TO KINETIC MODELS FOR DILUTE POLYMERS I: FINITELY EXTENSIBLE NONLINEAR BEAD-SPRING CHAINS
, 2010
"... We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stok ..."
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We show the existence of global-in-time weak solutions to a general class of coupled FENE-type bead-spring chain models that arise from the kinetic theory of dilute solutions of polymeric liquids with noninteracting polymer chains. The class of models involves the unsteady incompressible Navier–Stokes equations in a bounded domain in R d, d = 2 or 3, for the velocity and the pressure of the fluid, with an elastic extra-stress tensor appearing on the right-hand side in the momentum equation. The extra-stress tensor stems from the random movement of the polymer chains and is defined by the Kramers expression through the associated probability density function that satisfies a Fokker–Planck-type parabolic equation, a crucial feature of which is the presence of a centre-of-mass diffusion term. We require no structural assumptions on the drag term in the Fokker–Planck equation; in particular, the drag term need not be corotational. With a square-integrable and divergence-free initial velocity datum u ∼ 0 for the Navier–Stokes equation and a nonnegative initial probability density function ψ0 for the Fokker–Planck equation, which has finite relative entropy with respect to the Maxwellian M, we prove
SOLUTIONS TO FINITELY EXTENSIBLE NONLINEAR BEAD-SPRING CHAIN MODELS FOR DILUTE POLYMERS
"... Report no. OxPDE-10/05 Existence and equilibration of global weak solutions to finitely extensible nonlinear ..."
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Report no. OxPDE-10/05 Existence and equilibration of global weak solutions to finitely extensible nonlinear
Improved intermediate asymptotics for the heat equation ✩,✩✩
, 908
"... This letter is devoted to results on intermediate asymptotics for the heat equation. We study the convergence towards a stationary solution in self-similar variables. By assuming the equality of some moments of the initial data and of the stationary solution, we get improved convergence rates using ..."
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This letter is devoted to results on intermediate asymptotics for the heat equation. We study the convergence towards a stationary solution in self-similar variables. By assuming the equality of some moments of the initial data and of the stationary solution, we get improved convergence rates using entropy / entropy-production methods. We establish the equivalence of the exponential decay of the entropies with new, improved functional inequalities in restricted classes of functions. This letter is the counterpart in a linear framework of a recent work on fast diffusion equations, see [8]. Results extend to the case of a Fokker-Planck equation with a general confining potential. Key words: Heat equation, Fokker-Planck equation, Ornstein-Uhlenbeck equation, intermediate asymptotics, self-similar variables, stationary solutions, large time behavior, rate of convergence, entropy, Poincaré inequality,

