CONVERGENCE TOWARDS
THE THERMODYNAMICAL EQUILIBRIUM
L. DESVILLETTES
Ecole Normale Superieure de Cachan Centre de Mathematiques et leurs Applications
61, Avenue du President Wilson 94235 Cachan Cedex
FRANCE
1 Collision kernels and entropy production
Collision kernels are standard objects of rational mechanics.
One of the most important is Boltzmann's kernel of rareed gases (Cf.
[Ce], [Ch, Co], [Tr, Mu]), dened by
Q
1(f
)(v
) =Zv2IR 3
Z
2S 2
f
(v
0)f
(v
0)f
(v
)f
(v
)B
1jv v
j;
v v
j
v v
jddv
;
(1:
1)where
v
0=v
+v
2 +j
v v
j2
;
(1:
2)v
0=v
+v
2j
v v
j2
;
(1:
3)B
1 is a nonnegative cross section andf
f
(v
)0 is the density of particles of velocityv
2IR
3.A classical simplied kernel is the so{called Kac's kernel (Cf. [K], [MK]), dened by
Q
2(f
)(v
) =Zv2IR Z
=
f
(v
cosv
sin)f
(v
sin+v
cos)f
(v
)f
(v
)B
2(jj)d
2
dv
;
(1:
4)and here
v
2IR
,B
2 is a nonnegative cross section andf
f
(v
) 0 is the density of particles of a one{dimensional gas where the mass and energy are conserved but not the momentum.In the context of semiconductors (Cf. [BA, Deg, Ge]), Boltzmann's kernel is replaced (as far as electrons{electrons collisions are concerned) by
Q
3(f
)(v
) =Zv
2B
Z
v 0
2B Z
v 0
2B
f
(v
0)f
(v
0)(1f
(v
))(1f
(v
))f
(v
)f
(v
)(1f
(v
0))(1f
(v
0))("
(v
) +"
(v
) ="
(v
0) +"
(v
0)) (v
+v
v
0v
0 2L
)B
3(v;v
;v
0;v
0)dv
0dv
0dv
;
(1:
5) whereL
is the lattice of the semiconductor,B
=IR
3=L
is the Brillouin zone,"
:B
!IR
+ is the energy band,f
f
(v
) 2 [0;
1] is the density of electrons with wave numberv
submitted to the Pauli principle, andB
3 is a nonnegative cross section satisfying the microreversibility assumption8
v;v
;v
0;v
0 2B; B
3(v;v
;v
0;v
0) =B
3(v
;v;v
0;v
0) =B
3(v
0;v
0;v;v
):
(1:
6) Finally, the Fokker{Planck{Landau kernel of plasma physics is a limit of the kernelQ
1 when the collisions become grazing (Cf. [Ars, Bu], [Des 2], [Des, Vi 1]).It reads
Q
4(f
)(v
) =div
vZv2IR 3
j
v v
j2Id
(v v
)(v v
)
f
(v
)rf
(v
)f
(v
)rf
(v
)
B
4(jv v
j)dv
;
(1:
7) wherev
2IR
3,f
f
(v
)0 andB
4 is a nonnegative cross section.The classical H{theorem of Boltzmann states that for all
f
0 such that the integrals make sense,Z
v
Q
i(f
)(v
)H
i(f
(v
))dv
0;
(1:
8) whereH
i(x
) = logx
fori
= 1;
2;
4 andH
3(x
) = log(1xx).In other words, the entropy production is nonnegative. Moreover (under the additional assumption
B >
0 a.e.), there is equality in inequality (1.8)if and only if
f
2Mi, whereMi is the set of Maxwellian (that is, Gaussian) functions ofv
wheni
= 1;
4,M2 is the set of centered (that is, of mean 0) Maxwellian functions ofv
, andM3 is the set of Fermi{Dirac functions ofv
. The entropy production estimates are quantitative versions of the H{theorem.
A rst kind of such estimates is of the form
Z
v
Q
i(f
)(v
)H
i(f
(v
))dv
(d
(f;
Mi));
(1:
9) where is a continuous function such that (0) = 0, andd
(;
Mi) is some distance to the set Mi. Roughly speaking, such a formula shows how the entropy production can be seen as a distance to the thermodynamical equi- librium.Another kind of entropy production estimate is of the form
Z
v
Q
i(f
)(v
)H
i(f
(v
))dv
Zv
f
(v
)H
i(f
(v
))dv
Zv
f
(v
)H
i(M
f(v
));
(1:
10) whereM
f is the function belonging toMiwhich has the same massRvf
(v
)dv
, impulsion (except fori
= 2)Rvf
(v
)vdv
and kinetic energyRvf
(v
)jv j22dv
asf
.Remembering that the entropy Rv
f
(v
)H
i(f
(v
))dv
is always larger thanR
v
f
(v
)H
i(M
f(v
))dv
, and that the equality occurs if and only iff
=M
f, we see that this is once again a way of controling the distance to the ther- modynamical equilibrium by the entropy production.In section 2, we recall some of the existing entropy production estimates for the kernels
Q
i; i
= 1;::;
4, and give a simplied proof of one of them in the casei
= 2.Then, we observe that there are two classical situations in which there is convergence towards the equilibrium in kinetic theory, and the entropy production estimates can help to control quantitatively the speed of this convergence.
In section 3, we briey describe the rst situation, namely the study of the limit
t
!1in Boltzmann{type equations (and especially in the spatially homogeneous case) and show how to apply at this level the estimates of section 2.Finally, in section 4, we investigate another limit in which the thermody- namical equilibrium is reached, namely the Chapman{Enskog asymptotics of the Boltzmann equation. Once again, the estimates of section 2 are used.
2 New proofs of a class of entropy production es- timates
We give here an entropy production estimate for each kernel
Q
i;i
= 1;::;
4.Many variants of these estimates can be found, and also many quite dierent estimates (Cf. [Carl, Carv] for example).
Theorem 1
: Leti
= 1;
2. We suppose that there exists constantsb
i>
0 such thatB
ib
i a.e.Then, for all
;D
0, one can ndK
D;K
D0>
0 such that for allf
f
(v
) satisfyingf
(v
)e
Djv j2;
(2:
1) the following estimate holds:Z
v
Q
i(f
)(v
)H
i(f
(v
))dv
b
i2K
DS
K
D0 inf2logM
i Z
v
j
H
i(f
(v
)) (v
)je
2Djv j2dv
;
(2:
2) withS
(x
) = 1+jxjx2 .Theorem 2
: We suppose that there exists a constantb
3>
0 such thatB
3b
3 a.e.Then, for all
>
0, one can ndK
>
0 such that for allf
f
(v
) satisfyingf
(v
)1;
(2:
3)the following estimate holds:
Z
v
Q
3(f
)(v
)H
3(f
(v
))dv
K
inf2 logM
3
1+logM
3 Z
v
j
H
3(f
(v
)) (v
)jdv:
(2:
4)Theorem 3
: We suppose that there exists a constantb
4>
0 such thatB
4> b
4 a.e.Then for all
f
f
(v
)0, there exists a constantK
f>
0 depending only on the massRvf
(v
)dv
, energyRvf
(v
)jv j22dv
and entropyRvf
(v
)H
4(f
(v
))dv
Z
v
Q
4(f
)(v
)H
4(f
(v
))dv
K
f Zv 2IR 3
f
(v
)H
4(f
(v
))M
f(v
)H
4(M
f(v
))dv:
(2:
5) The constantK
f can be computed explicitly.The proof of theorem 2 can be found in [BA, Des, Ge] and that of theorem 3 in [De, Vi 2]. A variant of theorem 1 was proven in [Des 1] (Cf.
also [Wen]).
Note that the estimates of theorem 1 and 2 belong to the rst class described in section 1, whereas the estimate of theorem 3 belongs to the second class.
We give here a new proof of theorem 1 in the case when
i
= 2. It is far simpler than that of [Des 1] for at least two reasons: rst, only one derivation is performed (instead of 3 in [Des 1]), secondly, the open mapping theorem is not used any more. As a consequence, the constantsK
D;K
D0 becomes explicit.Proof of theorem 1 (case i
= 2)
: We rst observe thatZ
v
Q
2(f
)(v
)H
2(f
(v
))dv
= 14 Zv 2IR Z
v2IR Z
=
f
(v
cosv
sin)f
(v
sin+v
cos)f
(v
)f
(v
)log(f
(v
cosv
sin)f
(v
sin+v
cos)) log(f
(v
)f
(v
))B
2(jj)d
2
dv
dv:
(2:
6) This is the standard form of the entropy production for Kac's model.Thanks to the assumptions of theorem 1, we immediately get
Z
v
Q
2(f
)(v
)H
2(f
(v
))dv
b
22 4Z
v 2IR Z
v
2IR
e
D(v2+v2)Z
=
logf
(v
cosv
sin) + logf
(v
sin+v
cos) logf
(v
) logf
(v
)d
2
dv
dv;
(2:
7)where
(x
) =x
(e
x 1):
(2:
8)But
(x
)e
1S
(jx
j);
(2:
9)so that thanks to the convexity of
S
, Jensen's inequality yieldsZ
v
Q
2(f
)(v
)H
2(f
(v
))dv
b
22e
14
D
S
D
Z
v 2IR Z
v
2IR
e
D(v2+v2)
Z
=
[log
f
(v
cosv
sin) + logf
(v
sin+v
cos)]d
2 logf
(v
) logf
(v
)
dvdv
:
(2:
10)But the function
r
(v;v
) =Z=
[log
f
(v
cosv
sin)+logf
(v
sin+v
cos)]d
2
(2:
11) depends only onv
2+v
2, so thatv
@
@v v @
@v
r
= 0:
(2:
12)Then, if we denote
k
(v;v
) = logf
(v
) + logf
(v
)r
(v;v
);
(2:
13) one immediately getsv
f
0(v
)f
(v
)v f
0(v
)f
(v
) =v
@k
@
1(v;v
)v @k @
2(v;v
):
(2:
14) Integrating (2.14) with respect tov
against the functionv
7!v
e
2Dv2, one getsf
0(v
)f
(v
)Z
v
2IR
v
2e
2Dv2dv
v
Zv
2IR
v
e
2Dv2f
0(v
)f
(v
)dv
=Z
v2IR
v
2@k
@
1(v;v
)e
2Dv2dv
+Zv2IR
(1 4
Dv
2)e
2Dv2k
(v;v
)dv
:
(2:
15)Integrating then (2.15) with respect to
v
, one can nd2logM2 such thatH
2(f
(v
)) (v
) =
Z
v
2IR
v
2e
2Dv2dv
1[Zv
2IR
v
2k
(v;v
)e
2Dv2dv
+Z v0 Z
v2IR
(1 4
Dv
2)e
2Dv2k
(u;v
)dv
du
];
(2:
16) so that (thanks to the monotonicity ofx
7!(1+2Dx
2)e
2Dx2 whenx
0),Z
v 2IR
j
H
2(f
(v
)) (v
)je
2Dv2dv
p2 (2
D
) 32Zv 2IR Z
v
2IR
j
k
(v;v
)jv
2e
2D(v2+v2)dv
dv
+Zu2IR Z
jv jjuj
1 + 2
dv Dv
2Z
v
2IR
(1+2
Du
2)(1+4Dv
2)e
2D(u2+v2)jk
(u;v
)jdv
du
4p
(2D
) 32 sup(1;D
)2(1 +p2
D
)Z
v 2IR Z
v
2IR
(1 +
v
2+v
2)2e
2D(v2+v2)jk
(v;v
)jdvdv
252
e
2pD
72 sup(1;D
)2(1 +p2
D
)e
DZ
v 2IR Z
v2IR
e
D(v2+v2)jk
(v;v
)jdvdv
;
(2:
17) and (2.2) holds (fori
= 2) with the explicit constantK
D = (e
) 1D K
D0 = 232e
1D
3=2p
sup(1;D
)2(1+p2
D
)e
D:
(2:
18)3 Application to the study of the long{time be- haviour in kinetic equations
We now look to the applications of the estimates of section 2 when one deals with the long time behaviour of (spatially homogeneous) kinetic equations.
The most precise estimate is obtained in the case of the Fokker{Planck{
Landau equation and is a consequence of theorem 3. One proves in [Des, Vi
2] (thm. 7) the following estimate for the speed of convergence towards the equilibrium:
Theorem 4
: Letf
in 2L
1(IR
3) be a nonnegative initial datum such that the total massRf
in(v
)dv
is 1 and the total kinetic energyRf
in(v
)jv j22dv
is3
2. Then there exists an explicitely computable constant
C
depending only on the initial entropy Rf
in(v
)H
3(f
in(v
))dv
such that iff
(t;
) is the (unique) solution of the spatially homogeneous Fokker{Planck{Landau equation@
tf
(t;v
) =Q
3(f
)(t;v
);
(3:
1)f
(0;v
) =f
in(v
);
(3:
2) with a cross sectionB
3 such that1
B
3(jv v
j)K
(1 +jv v
j) (3:
3) for some constantK >
0, thenjj
f
(t;
)M
finjjL1(IR3)C e
t3:
(3:
4) Many variants of this theorem can be found in [Des, Vi 2]. It can be considered as \almost" optimal in the sense that the coecient 13 in the exponential in eq. (3.4) is of the same order of magnitude as the spectral gap in the corresponding linearized equation.The idea of the proof consists in using theorem 3 together with the entropy estimate
@
tZv 2IR 3
f
(t;v
)H
3(f
(t;v
))dv
=Zv 2IR 3
Q
3(f
)(t;v
)H
3(f
(t;v
))dv:
(3:
5) In the case wheni
= 1;
2, the entropy production estimates given in section 2 do not take into account the entropy itself (i.-e. they are of the rst kind). As a consequence, the corresponding estimates of convergence towards the equilibrium are far worse. One can typically prove that for a well chosenD >
0,jj
f
(t;
)M
finjjL1(IR3;e Djv j2dv )=O
p1t
;
(3:
6)where
f
(t;
) is the unique solution to the homogeneous equation@
tf
(t;v
) =Q
i(f
)(t;v
);
(3:
7)f
(0;v
) =f
in(v
);
(3:
8) with a cross sectionB
i such thatK
1B
i(jv v
j)K
2(1 +jv v
j) (3:
9) for some constantsK
1;K
2>
0.Note that a Maxwellian lower bound like (2.1) (for a certain
;D >
0 depending on the initial datum) is proven (under reasonable assumptions on the cross sectionB
1) in [Plv, Wenn].Estimate (3.6) is very far from optimal and is to be compared to the estimates of [Ark], [Carl, Carv] and [Tosc, Vil], which are based on quite dierent approaches and involve dierent norms.
4 Application to the study of the Chapman{Enskog asymptotics
The Chapman{Enskog asymptotics consists in nding solutions of the ap- proximated equation (sometimes called the Hilbert expansion at order 2)
@f
"@t
+v
rxf
"= 1"Q
1(f
") +O
("
2);
(4:
1) under the form of an asymptotic expansion when"
!0. Because of the 1" in front of the collision kernel, we are once again in a situation in which, when"
!0, there is convergence towards the thermodynamical equilibrium.One can show (at the formal level, like in [Ch, Co], [Ba], or for solutions dened for nite times (Cf. [Ka, Ma, Ni])) that there exists
s
" =O
(1) (4:
2)such that
f
"(t;x;v
) =M
"(t;x;v
)(1+"q
"(t;x;v
)+"
2s
"(t;x;v
)) (4:
3) is a solution of (4.1).In formula (4.3),
M
" denotes a Maxwellian function ofv
,M
"(t;x;v
) = "(t;x
)(2
T
"(t;x
))32e
jv2Tu""(t;x)(t;x) j2;
(4:
4) and the macroscopic quantities";u
";T
"satisfy the Navier-Stokes equations of compressible perfect monoatomic gases, with a viscosity depending only onT
" and of order"
. The dependance of the viscosity with respect to the temperature is related to the cross sectionB
1 appearing inQ
1. Precise formulas can be found in [Ba].In formula (4.3),
q
" is a function oft
,x
and vpT"u" whose dependance with respect to the third variable is xed (and depends in fact on the cross sectionB
1). Once again, precise formulas can be found in [Ba].On the other hand, if a solution of (4.1) can be written under the form
f
"(t;x;v
) =M
"(t;x;v
)(1+"f
1"(t;x;v
));
(4:
5) whereZ
v 2IR 3
f
1"(t;x;v
)M
"(t;x;v
)0
B
B
B
B
B
@
v
11v
2v
3j
v
j21
C
C
C
C
C
A
dv
=O
("
);
(4:
6)M
"=O
(1); g
"=O
(1);
(4:
7) and whereM
" is a Maxwellian function ofv
, then it seems classical (at the formal level, Cf. [Des 3] for example) thatf
" can be written under the form (4.3), (4.4), (with the macroscopic quantities";u
";T
"satisfying the Navier- Stokes equations as above) so that the Chapman{Enskog asymptotics holds.We show here (at the formal level) thanks to the entropy production estimates that any solution of (4.1) such that the initial datum
f
"(0;x;v
) does not depend on"
(or more generally is inO
(1))can also be written under the form (4.3), (4.4). In other words, the whole Chapman{Enskog asymptotics can be recovered from the Hilbert expansion at order 2 under no extra assumptions.According to the remark above, it is enough to prove that (4.1) implies (4.5) { (4.7).
We rst note that thanks to the properties of conservation of the mass, impulsion and energy, we get
Z
x2IR 3
Z
v 2IR 3
f
"(t;x;v
)0
B
B
B
B
B
@
v
11v
2v
3j
v
j21
C
C
C
C
C
A
dvdx
=Zx2IR 3
Z
v 2IR 3
f
"(0;x;v
)0
B
B
B
B
B
@
v
11v
2v
3j
v
j21
C
C
C
C
C
A
dvdx:
(4
:
8) Therefore (sincef
" 0),f
"=O
(1) (4:
9)for the
L
1([0;
+1[t;L
1(IR
3xIR
3v)) norm.Integrating eq. (4.1) against log
f
", we also getZ
x2IR 3
Z
v 2IR 3
f
"H
1(f
")(t;x;v
)dvdx
Zx2IR 3
Z
v 2IR 3
f
"H
1(f
")(0;x;v
)dvdx
= 1
"
Z
t
s=0 Z
x2IR 3
Z
v 2IR 3
Q
1(f
")H
1(f
")(s;x;v
)dvdxds:
(4:
9) Thanks to the H-theorem, the right{hand side of (4.9) is nonpositive, so that the entropy decreases:Z
x2IR 3
Z
v 2IR 3
f
"H
1(f
")(t;x;v
)dvdx
Zx2IR 3
Z
v 2IR 3
f
"H
1(f
")(0;x;v
)dvdx:
(4
:
10) But it also implies thatZ
t
s=0 Z
x2IR 3
Z
v 2IR 3
Q
1(f
")H
1(f
")(s;x;v
)dvdxds
=O
("
):
(4:
10) Then, we use theorem 1 to get the estimatelog
f
"=m
"+O
(p"
);
(4:
11) wherem
" is the logarithm of a Maxwellian and theO
(p"
) is in the topology ofL
1loc([0;
+1[tIR
3xIR
3v).Note that (4.11) rigorously holds only under the hypothesis that
f
" is bounded from below by a given Maxwellian (and that the cross sectionB
1 is also bounded from below, but this last assumption can be relaxed, Cf. [Wenn]). This seems extremely dicult to prove, except maybe in the context of solutions dened on a small interval of time. Therefore, from now on, we proceed in the computation only at the formal level.Thanks to (4.11), we get
f
"=M
1"(1 +p"p
");
(4:
12) whereM
1" is a Maxwellian function ofv
,M
1"=O
(1); p
"=O
(1);
(4:
13) and theO
(1) holds in the topology ofL
1loc([0;
+1[tIR
3xIR
3v). Introducing the ansatz (4.12), (4.13) in (4.1), we get(
@
@t
+v
rx)M
1"+p"
(@
@t
+v
rx)(M
1"p
")= 1
"Q
1(M
1") + 2p"Q
1(M
1";M
1"p
") +Q
1(M
1"p
"):
(4:
14) In eq. (4.14),Q
(a;b
) denotes the bilinear symmetric operator associated to the quadratic operatorQ
1.But
Q
1 vanishes on the set of Maxwellians, so thatQ
1(M
1";M
1"p
") =O
(p"
):
(4:
15) Note however that theO
(p"
) in formula (4.15) is only to be taken in the sense of distributions (int;x
).We know (Cf. [Ce]) that the spectrum of the associated self adjoint operator
L
"=M
1"1Q
(M
1";M
1") (4:
16) is included in the interval [x
0;
+1[ (withx
0>
0 under assumption (3.9) onB
1), except for the eigenvalue 0 which is of order 5 and whose associated eigenspace isKer (
L
") = Vect(1;v
1;v
2;v
3;
jv
j2):
(4:
17) Thereforep
" =p
1"+p"t
";
(4:
18) wherep
1" 2Vect(1;v
1;v
2;v
3;
jv
j2);
(4:
19)and
p
1" =O
(1); t
"=O
(1):
(4:
20)Finally,
f
"=M
1"(1 +p"p
1"+"t
"):
(4:
21) ButM
1" is a Maxwellian function ofv
, so that it can be written under the formM
1"(t;x;v
) = 1"(t;x
)(2
T
1"(t;x
))32e
jv2Tu1"1"(t;x)(t;x)j2:
(4:
22) We compute then, when "=O
(1); u
" =O
(1); T
"=O
(1);
(4:
23) the quantityM
2"(v
) = 1"+p"
"(2
T
1"+ 2p"T
")32e
jv u1"p
" u"j 2
2T
1"
+2 p
" T"
=
M
1"(v
)1 +p"
(" 1" 32T
"T
1") +v u
1"T
1"u
"+jv u
1"j22
T
1"2T
"+O
("
):
(4:
24) Choosing";u
";T
" in such a way thatp
1"= (" 1" 32T
"T
1") +v u
1"T
1"u
"+jv u
1"j22
T
1"2T
";
(4:
25) and this is possible thanks to (4.19), (4.20), we see that we can getf
"=M
2"(1 +"g
");
(4:
26) whereM
2" =O
(1); g
"=O
(1);
(4:
27) andM
2" is a Maxwellian function ofv
.Therefore, we obtain (4.5) and (4.7), but not necessarily (4.6). In order to get this last estimate, we perturb the parameters of the Maxwellian
M
2"by functions of order of magnitude
O
("
), and we proceed as in (4.24) { (4.26).Finally, we see that the Chapman Enskog expansion (4.3), (4.4) is a consequence of the Hilbert expansion at order 2 (4.1) (when the initial datum is independant of
"
).A dierent asymptotics, namely the one leading from the Boltzmann equation of semiconductors (Cf. [BA, Des, Ge]) to an energy transport model, makes use of related arguments (but for the kernel
Q
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