From a Kac-like particle system to the Landau equation for hard potentials and Maxwell molecules

We prove a quantitative result of convergence of a conservative stochastic particle system to the solution of the homogeneous Landau equation for hard potentials. There are two main difficulties: (i) the known stability results for this class of Landau equations concern regular solutions and seem difficult to extend to study the rate of convergence of some empirical measures; (ii) the conservativeness of the particle system is an obstacle for (approximate) independence. To overcome (i), we prove a new stability result for the Landau equation for hard potentials concerning very general measure solutions. Due to (ii), we have to couple, our particle system with some non independent nonlinear processes, of which the law solves, in some sense, the Landau equation. We then prove that these nonlinear processes are not so far from being independent. Using finally some ideas of Rousset [25], we show that in the case of Maxwell molecules, the convergence of the particle system is uniform in time

Smoothness of the law of some one-dimensional jumping S.D.E.s with non-constant rate of jump

We consider a one-dimensional jumping Markov process $\{X^x_t\}_{t \geq 0}$, solving a Poisson-driven stochastic differential equation. We prove that the law of $X^x_t$ admits a smooth density for $t>0$, under some regularity and non-degeneracy assumptions on the coefficients of the S.D.E. To our knowledge, our result is the first one including the important case of a non-constant rate of jump. The main difficulty is that in such a case, the map $x \mapsto X^x_t$ is not smooth. This seems to make impossible the use of Malliavin calculus techniques. To overcome this problem, we introduce a new method, in which the propagation of the smoothness of the density is obtained by analytic arguments

A new regularization possibility for the Boltzmann equation with soft potentials

We consider a simplified Boltzmann equation: spatially homogeneous, two-dimensional, radially symmetric, with Grad's angular cutoff, and linearized around its initial condition. We prove that for a sufficiently singular velocity cross section, the solution may become instantaneously a function, even if the initial condition is a singular measure. To our knowledge, this is the first regularization result in the case with cutoff: all the previous results were relying on the non-integrability of the angular cross section. Furthermore, our result is quite surprising: the regularization occurs for initial conditions that are not too singular, but also not too regular. The objective of the present work is to explain that the singularity of the velocity cross section, which is often considered as a (technical) obstacle to regularization, seems on the contrary to help the regularization

Finiteness of entropy for the homogeneous Boltzmann equation with measure initial condition

We consider the $3D$ spatially homogeneous Boltzmann equation for (true) hard and moderately soft potentials. We assume that the initial condition is a probability measure with finite energy and is not a Dirac mass. For hard potentials, we prove that any reasonable weak solution immediately belongs to some Besov space. For moderately soft potentials, we assume additionally that the initial condition has a moment of sufficiently high order ($8$ is enough) and prove the existence of a solution that immediately belongs to some Besov space. The considered solutions thus instantaneously become functions with a finite entropy. We also prove that in any case, any weak solution is immediately supported by ${\mathbb {R}}^3$.Comment: Published in at http://dx.doi.org/10.1214/14-AAP1012 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Well-posedness of the spatially homogeneous Landau equation for soft potentials

We consider the spatially homogeneous Landau equation of kinetic theory, and provide a differential inequality for the Wasserstein distance with quadratic cost between two solutions. We deduce some well-posedness results. The main difficulty is that this equation presents a singularity for small relative velocities. Our uniqueness result is the first one in the important case of soft potentials. Furthermore, it is almost optimal for a class of moderately soft potentials, that is for a moderate singularity. Indeed, in such a case, our result applies for initial conditions with finite mass, energy, and entropy. For the other moderatley soft potentials, we assume additionnally some moment conditions on the initial data. For very soft potentials, we obtain only a local (in time) well-posedness result, under some integrability conditions. Our proof is probabilistic, and uses a stochastic version of the Landau equation, in the spirit of Tanaka

Stability of the stochastic heat equation in L1([0,1])L^1([0,1])

We consider the white-noise driven stochastic heat equation on $[0,\infty)\times[0,1]$ with Lipschitz-continuous drift and diffusion coefficients $b$ and $\sigma$. We derive an inequality for the $L^1([0,1])$-norm of the difference between two solutions. Using some martingale arguments, we show that this inequality provides some {\it a priori} estimates on solutions. This allows us to prove the strong existence and (partial) uniqueness of weak solutions when the initial condition belongs only to $L^1([0,1])$, and the stability of the solution with respect to this initial condition. We also obtain, under some conditions, some results concerning the large time behavior of solutions: uniqueness of the possible invariant distribution and asymptotic confluence of solutions