φ-Entropies: convexity, coercivity and hypocoercivity for Fokker–Planck and kinetic Fokker–Planck equations

Abstract

This paper is devoted to [Formula: see text]-entropies applied to Fokker–Planck and kinetic Fokker–Planck equations in the whole space, with confinement. The so-called [Formula: see text]-entropies are Lyapunov functionals which typically interpolate between Gibbs entropies and [Formula: see text] estimates. We review some of their properties in the case of diffusion equations of Fokker–Planck type, give new and simplified proofs, and then adapt these methods to a kinetic Fokker–Planck equation acting on a phase space with positions and velocities. At kinetic level, since the diffusion only acts on the velocity variable, the transport operator plays an essential role in the relaxation process. Here we adopt the [Formula: see text] point of view and establish a sharp decay rate. Rather than giving general but quantitatively vague estimates, our goal here is to consider simple cases, benchmark available methods and obtain sharp estimates on a key example. Some [Formula: see text]-entropies give rise to improved entropy–entropy production inequalities and, as a consequence, to faster decay rates for entropy estimates of solutions to non-degenerate diffusion equations. We prove that faster entropy decay also holds at kinetic level away from equilibrium and that optimal decay rates are achieved only in asymptotic regimes.