On a class of Fokker-Planck equations with subcritical confinement

TL;DR

This paper investigates the relaxation to equilibrium in a class of one-dimensional Fokker-Planck equations with subcritical confinement, demonstrating polynomial convergence rates and confirming results through numerical experiments.

Contribution

It introduces a method to construct diffusion coefficients for any given steady state, enabling analysis of convergence rates in subcritical Fokker-Planck equations.

Findings

Polynomial rate of convergence to equilibrium

Numerical confirmation of theoretical results

Conjecture on slow polynomial decay steady states

Abstract

We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for any given probability density $e(x)$, the diffusion coefficient can be built to have $e(x)$ as steady state. This representation of the equilibrium density can be fruitfully used to obtain one-dimensional Wirtinger-type inequalities and to recover, for a sufficiently regular density $e(x) $, a polynomial rate of convergence to equilibrium.Numerical results then confirm the theoretical analysis, and allow to conjecture that convergence to equilibrium with positive rate still holds for steady states characterized by a very slow polynomial decay at infinity.