Local elliptic regularity for solutions to stationary Fokker-Planck equations via Dirichlet forms and resolvents

TL;DR

This paper establishes that solutions to stationary Fokker-Planck equations with general coefficients have $H^{1,2}$-regularity and are H"{o}lder continuous, using Dirichlet form theory and resolvent operator techniques.

Contribution

It introduces a novel approach combining Dirichlet forms and resolvent operators to prove regularity of solutions with general coefficients.

Findings

Solutions have $H^{1,2}$-regularity.

Solutions are H"{o}lder continuous.

Density is a weak limit of $H^{1,2}$-functions.

Abstract

In this paper, we show that, for a solution to the stationary Fokker-Planck equation with general coefficients, defined as a measure with an $L^2$-density, this density not only exhibits $H^{1,2}$-regularity but also H\"{o}lder continuity. To achieve this, we first construct a reference measure $\mu=\rho dx$ by utilizing existence and elliptic regularity results, ensuring that the given divergence-type operator corresponds to a sectorial Dirichlet form. By employing elliptic regularity results for homogeneous boundary value problems in both divergence and non-divergence type equations, we demonstrate that the image of the resolvent operator associated with the sectorial Dirichlet form has $H^{2,2}$-regularity. Furthermore, through calculations based on the Dirichlet form and the $H^{2,2}$-regularity of the resolvent operator, we prove that the density of the solution measure for the stationary Fokker-Planck equation is, indeed, the weak limit of $H^{1,2}$-functions defined via the resolvent operator. Our results highlight the central role of Dirichlet form theory and resolvent approximations in establishing the regularity of solutions to stationary Fokker-Planck equations with general coefficients.