(2011,Nov21–23) Colloquium&Transportequationsinthelifesciences ∼ dolbeaulCeremade,Universit´eParis-DauphineNovember23,2011Vienna JeanDolbeaulthttp://www.ceremade.dauphine.fr/ Freeenergies,nonlinearflowsandfunctionalinequalities

Free energies, nonlinear flows and functional inequalities

Jean Dolbeault

http://www.ceremade.dauphine.fr/ ∼ dolbeaul Ceremade, Universit´e Paris-Dauphine

November 23, 2011 Vienna

Colloquium & Transport equations in the life sciences (2011, Nov 21–23)

J. Dolbeault Free energies, nonlinear flows and functional inequalities

A – Sobolev and

Hardy-Littlewood-Sobolev inequalities:

duality, flows

Sobolev and HLS

As it has been noticed by E. Lieb, Sobolev’s inequality in R ^d , d ≥ 3, k u k ² L

( R

) ≤ S d k∇ u k ² L

( R

) ∀ u ∈ D ^1,2 (R ^d ) (1) and the Hardy-Littlewood-Sobolev inequality

S d k v k ²

L

( R

) ≥ Z

R

v ( − ∆) ⁻¹ v dx ∀ v ∈ L

(R ^d ) (2) are dual of each other. Here S d is the Aubin-Talenti constant and 2 ^∗ = _d−2 ^{2 d}

An additional motivation comes from [Carrillo, Carlen and Loss] and [Blanchet, Carlen and Carrillo]

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Using a nonlinear flow to relate Sobolev and HLS

Consider the fast diffusion equation

∂v

∂t = ∆v ^m t > 0 , x ∈ R ^d (3)

If we define H(t) := H d [v(t , · )], with H d [v ] :=

Z

R

v ( − ∆) ⁻¹ v dx − S d k v k ²

L

( R

)

then we observe that 1

2 H ^′ = − Z

R

v ^m+1 dx + S d

Z

R

v

dx

Z

R

∇ v ^m · ∇ v

dx

where v = v (t , · ) is a solution of (3). With the choice m = ^d−2 _d+2 , we

find that m + 1 = _d+2 ^2d

A first statement

Proposition

[J.D.] Assume that d ≥ 3 and m = ^d−2 _d+2 . If v is a solution of (3) with nonnegative initial datum in L ^2d/(d+2) (R ^d ), then

1 2

d dt

Z

R

v ( − ∆) ⁻¹ v dx − S d k v k ²

L

( R

)

= Z

R

v ^m+1 dx

h

S d k∇ u k ² L

(R

) − k u k ² L

( R

)

i ≥ 0

The HLS inequality amounts to H ≤ 0 and appears as a consequence of Sobolev, that is H ^′ ≥ 0 if we show that lim sup _t>0 H(t) = 0

Notice that u = v ^m is an optimal function for (1) if v is optimal for (2)

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Improved Sobolev inequality

By integrating along the flow defined by (3), we can actually obtain optimal integral remainder terms which improve on the usual Sobolev inequality (1), but only when d ≥ 5 for integrability reasons

Theorem

[J.D.] Assume that d ≥ 5 and let q = _d−2 ^d+2 . There exists a positive constant C ≤ 1 + ² _d

1 − e ^−d/2

S d such that

S d k w ^q k ²

L

( R

) − Z

R

w ^q ( − ∆) ⁻¹ w ^q dx

≤ C k w k

8 d−2

L

( R

)

h k∇ w k ² L

( R

) − S d k w k ² L

(R

)

i

for any w ∈ D ^1,2 (R ^d )

Solutions with separation of variables

Consider the solution of ^∂v _∂t = ∆v ^m vanishing at t = T : v T (t , x) = c (T − t) ^α (F(x))

where F is the Aubin-Talenti solution of

− ∆F = d (d − 2) F (d+2)/(d−2)

Let k v k ^∗ := sup _{x∈ R}

(1 + | x | ² ) ^d+2 | v (x) | Lemma

[M. delPino, M. Saez], [J. L. V´ azquez, J. R. Esteban, A. Rodr´ıguez]

For any solution v with initial datum v 0 ∈ L ^2d/(d+2) (R ^d ), v 0 > 0, there exists T > 0, λ > 0 and x 0 ∈ R ^d such that

t→T lim

(T − t) ⁻

k v (t , · )/v(t , · ) − 1 k ^∗ = 0 with v (t, x) = λ ^(d+2)/2 v T (t , (x − x 0 )/λ)

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Improved inequality: proof (1/2)

J(t ) := R

R

v (t , x) ^m+1 dx satisfies

J ^′ = − (m + 1) k∇ v ^m k ² L

( R

) ≤ − m + 1 S d

J ¹⁻

If d ≥ 5, then we also have

J ^′′ = 2 m (m + 1) Z

R

v ^m−1 (∆v ^m ) ² dx ≥ 0 Notice that

J ^′

J ≤ − m + 1 S d

J ⁻

≤ − κ with κ T = 2 d d + 2

T S d

Z

R

v ₀ ^m+1 dx −

≤ d

2

Improved inequality: proof (2/2)

By the Cauchy-Schwarz inequality, we have

J ^{′ 2}

(m + 1) ² = k∇ v ^m k ⁴ L

(R

) = Z

R

v ^(m−1)/2 ∆v ^m · v ^(m+1)/2 dx 2

≤ Z

R

v ^m−1 (∆v ^m ) ² dx Z

R

v ^m+1 dx = Cst J ^′′ J so that Q(t) := k∇ v ^m (t , · ) k ² L

(R

)

R

R

v ^m+1 (t, x) dx −(d−2)/d

is monotone decreasing, and

H ^′ = 2 J (S d Q − 1) , H ^′′ = J ^′

J H ^′ + 2 J S d Q ^′ ≤ J ^′ J H ^′ ≤ 0 H ^′′ ≤ − κ H ^′ with κ = 2 d

d + 2 1 S d

Z

R

v ₀ ^m+1 dx −2/d

By writing that − H(0) = H(T ) − H(0) ≤ H ^′ (0) (1 − e ^{−κ T} )/κ and using the estimate κ T ≤ d /2, the proof is completed

J. Dolbeault Free energies, nonlinear flows and functional inequalities

d = 2: Onofri’s and log HLS inequalities

H 2 [v] :=

Z

R

(v − µ) ( − ∆) ⁻¹ (v − µ) dx − 1 4 π

Z

R

v log v

µ

dx With µ(x) := _π ¹ (1 + | x | ² ) ⁻² . Assume that v is a positive solution of

∂v

∂t = ∆ log (v/µ) t > 0 , x ∈ R ² Proposition

If v = µ e ^u/2 is a solution with nonnegative initial datum v 0 in L ¹ (R ² ) such that R

R

v 0 dx = 1, v 0 log v 0 ∈ L ¹ (R ² ) and v 0 log µ ∈ L ¹ (R ² ), then d

dt H 2 [v (t, · )] = 1 16 π

Z

R

|∇ u | ² dx − Z

R

e

− 1 u d µ

≥ 1 16 π

Z

R

|∇ u | ² dx + Z

R

u dµ − log Z

R

e ^u dµ

≥ 0

Fast diffusion equations

1

entropy methods

2

linearization of the entropy

3

improved Gagliardo-Nirenberg inequalities

J. Dolbeault Free energies, nonlinear flows and functional inequalities

B1 – Fast diffusion equations:

entropy methods

Existence, classical results

u t = ∆u ^m x ∈ R ^d , t > 0

Self-similar (Barenblatt) function: U (t) = O(t −d/(2−d(1−m)) ) as t → + ∞

[Friedmann, Kamin, 1980] k u(t, · ) − U (t, · ) k L

= o(t −d/(2−d(1−m)) )

d − 1 d

m fast diffusion equation

porous media equation heat equation

1

d − 2 d

global existence in L ¹ extinction in finite time

Existence theory, critical values of the parameter m

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Time-dependent rescaling, Free energy

Time-dependent rescaling: Take u(τ, y) = R ^−d (τ) v (t , y /R(τ)) where

dR

dτ = R ^d(1−m)−1 , R(0) = 1 , t = log R The function v solves a Fokker-Planck type equation

∂v

∂t = ∆v ^m + ∇ · (x v) , v |τ=0 = u 0

[Ralston, Newman, 1984] Lyapunov functional:

Generalized entropy or Free energy Σ[v] :=

Z

R

v ^m m − 1 + 1

2 | x | ² v

dx − Σ 0

Entropy production is measured by the Generalized Fisher information

d

dt Σ[v ] = − I [v ] , I [v ] :=

Z

R

v ∇ v ^m

v + x

2

dx

Relative entropy and entropy production

Stationary solution: choose C such that k v ∞ k L

= k u k L

= M > 0 v ∞ (x ) := C + ^1−m _2m | x | ² −1/(1−m)

+

Relative entropy: Fix Σ 0 so that Σ[v ∞ ] = 0 Entropy – entropy production inequality

Theorem

d ≥ 3, m ∈ [ ^d−1 _d , + ∞ ), m > ¹ ₂ , m 6 = 1 I [v] ≥ 2 Σ[v ]

Corollary

A solution v with initial data u 0 ∈ L ¹ ₊ (R ^d ) such that | x | ² u 0 ∈ L ¹ (R ^d ), u ₀ ^m ∈ L ¹ (R ^d ) satisfies Σ[v(t, · )] ≤ Σ[u 0 ] e ^{− 2 t}

J. Dolbeault Free energies, nonlinear flows and functional inequalities

An equivalent formulation: Gagliardo-Nirenberg inequalities

Σ[v] = Z

R

v ^m m − 1 + 1

2 | x | ² v

dx − Σ 0 ≤ 1 2

Z

R

v ∇ v ^m

v + x

2

dx = 1 2 I [v ] Rewrite it with p = _2m−1 ¹ , v = w ^2p , v ^m = w ^p+1 as

1 2

2m 2m − 1

2 Z

R

|∇ w | ² dx + 1

1 − m − d Z

R

| w | ^1+p dx − K ≥ 0 for some γ, K = K 0

R

R

v dx = R

R

w ^2p dx γ

w = w ∞ = v ∞ ^1/2p is optimal Theorem

[Del Pino, J.D.] With 1 < p ≤ _d−2 ^d (fast diffusion case) and d ≥ 3 k w k L

( R

) ≤ A k∇ w k ^θ L

( R

) k w k ^1−θ _L

( R

)

A = _y(p−1)

2πd

_2y−d

2y

_Γ(y)

Γ(y −

)

, θ = p(d+2−(d−2)p) ^d(p−1) , y = ^p+1 _p−1

... a proof by the Bakry-Emery method

Consider the generalized Fisher information I [v] :=

Z

R

v | Z | ² dx with Z := ∇ v ^m v + x and compute

d

dt I [v (t , · )]+2 I [v (t , · )] = − 2 (m − 1) Z

R

u ^m (divZ ) ² dx − 2 X d i, j=1

Z

R

u ^m (∂ i Z ^j ) ² dx

the Fisher information decays exponentially:

I [v(t, · )] ≤ I [u 0 ] e ^{− 2t} lim t→∞ I [v(t, · )] = 0 and lim t→∞ Σ[v(t, · )] = 0

d dt

I [v (t, · )] − 2 Σ[v (t, · )]

≤ 0 means I [v] ≥ 2 Σ[v]

[Carrillo, Toscani], [Juengel, Markowich, Toscani], [Carrillo, Juengel, Markowich, Toscani, Unterreiter], [Carrillo, V´ azquez]

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Fast diffusion: finite mass regime

Inequalities...

d − 1 d

m 1

d − 2 d

global existence in L ¹

Bakry-Emery method (relative entropy) v ^m ∈ L ¹ , x

∈ L ¹ Sobolev

Gagliardo-Nirenberg logarithmic Sobolev

d d+2

v

... existence of solutions of u t = ∆u ^m

B2 – Fast diffusion equations: the infinite mass regime by

linearization of the entropy

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Extension to the infinite mass regime, finite time vanishing

If m > m c := ^d−2 _d ≤ m < m 1 , solutions globally exist in L ¹ (R ^d ) and the Barenblatt self-similar solution has finite mass

For m ≤ m c , the Barenblatt self-similar solution has infinite mass Extension to m ≤ m c ? Work in relative variables !

d−1 d

m 1

d−2 d

global existence in L

Bakry-Emery method (relative entropy) v

∈ L

, x

∈ L

d d+2

v v

, V

∈ L

v

− V

∗

∈ L

V

− V

∈ L

Σ[ V

V

] < ∞ Σ[ V

V

] = ∞

m

d−4 d−2

V

− V

6∈ L

m

m

Gagliardo-Nirenberg

Entropy methods and linearization: intermediate asymptotics, vanishing

[A. Blanchet, M. Bonforte, J.D., G. Grillo, J.L. V´ azquez]

∂u

∂τ = −∇ · (u ∇ u ^m−1 ) = 1 − m

m ∆u ^m (4)

m c < m < 1, T = + ∞ : intermediate asymptotics, τ → + ∞ R(τ) := (T + τ)

0 < m < m c , T < + ∞ : vanishing in finite time lim τրT u(τ, y) = 0 R(τ) := (T − τ) ⁻

Self-similar Barenblatt type solutions exists for any m t := ^1−m ₂ log

R (τ) R(0)

and x := q

1 2 d |m−m

|

y R(τ) Generalized Barenblatt profiles: V D (x) := D + | x | ²

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Sharp rates of convergence

Assumptions on the initial datum v 0

(H1) V D

≤ v 0 ≤ V D

for some D 0 > D 1 > 0

(H2) if d ≥ 3 and m ≤ m ∗ , (v 0 − V D ) is integrable for a suitable D ∈ [D 1 , D 0 ]

Theorem

[Blanchet, Bonforte, J.D., Grillo, V´ azquez] Under Assumptions (H1)-(H2), if m < 1 and m 6 = m ∗ := ^d−4 _d−2 , the entropy decays according to

E [v(t, · )] ≤ C e ^{−2 (1−m) Λ}

^t ∀ t ≥ 0

where Λ α,d > 0 is the best constant in the Hardy–Poincar´e inequality Λ α,d

Z

R

| f | ² dµ α−1 ≤ Z

R

|∇ f | ² dµ α ∀ f ∈ H ¹ (d µ α )

with α := 1/(m − 1) < 0, dµ α := h α dx, h α (x) := (1 + | x | ² ) ^α

Plots ( d = 5)

λ₀₁=−4α−2d

λ₁₀=−2α λ₁₁=−6α−2 (d+ 2) λ₀₂=−8α−4 (d+ 2)

λ₂₀=−4α λ30

λ₂₁λ₁₂ λ03

λcont α,d:=¹₄(d+ 2α−2)²

α=−d α=−(d+ 2)

α=−^d+2₂ α=−^d−22 α=−^d+6₂

α 0 Essential spectrum ofLα,d

α=−√d−1−^d₂ α=−√d−1−^d+4₂ α=− −^d+22

√2d (d= 5) Spectrum ofLα,d

mc=^d−2d

m1=^d−1d m₂=^d+1_d+2

e m1=d+2^d

e m₂=^d+4_d+6

m Spectrum of (1−m)L1/(m−1),d

(d= 5)

Essential spectrum of (1

1

−m)L1/(m−1),d

2 4 6

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Improved asymptotic rates

[Bonforte, J.D., Grillo, V´ azquez] Assume that m ∈ (m 1 , 1), d ≥ 3.

Under Assumption (H1), if v is a solution of the fast diffusion equation with initial datum v 0 such that R

R

x v 0 dx = 0, then the asymptotic convergence holds with an improved rate corresponding to the improved spectral gap.

m1=d+2^d

m1=d−1d m2=d+4

d+6 m2=^d+1d+2

4

2

m 1 mc=d−2

d (d= 5)

γ(m)

0

Higher order matching asymptotics

[J.D., G. Toscani] For some m ∈ (m c , 1) with m c := (d − 2)/d, we consider on R ^d the fast diffusion equation

∂u

∂τ + ∇ · u ∇ u ^m−1

= 0

Without choosing R, we may define the function v such that u(τ, y + x 0 ) = R ^−d v (t, x) , R = R(τ) , t = ¹ ₂ log R , x = y

R Then v has to be a solution of

∂v

∂t + ∇ · h v

σ

^(m−m

⁾ ∇ v ^m−1 − 2 x i

= 0 t > 0 , x ∈ R ^d with (as long as we make no assumption on R)

2 σ ⁻

^(m−m

⁾ = R ^{1−d (1−m)} dR dτ

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Refined relative entropy

Consider the family of the Barenblatt profiles B σ (x) := σ ⁻

C M + ¹ _σ | x | ²

∀ x ∈ R ^d (5) Note that σ is a function of t : as long as ^dσ _dt 6 = 0, the Barenblatt profile B σ is not a solution (it plays the role of a local Gibbs state) but we may still consider the relative entropy

F σ [v] := 1 m − 1

Z

R

v ^m − B _σ ^m − m B _σ ^m−1 (v − B σ ) dx The time derivative of this relative entropy is

d

dt F σ(t) [v(t , · )] = dσ dt

d dσ F ^σ [v ]

|σ=σ(t)

| {z }

choose it = 0

⇐⇒ Minimize F ^σ [v ] w.r.t. σ ⇐⇒ R

R

| x | ² B σ dx = R

R

| x | ² v dx

+ m

m − 1 Z

R

v ^m−1 − B _σ(t) ^m−1 ∂v

∂t dx

The entropy / entropy production estimate

Using the new change of variables, we know that d

dt F σ(t) [v(t, · )] = − m σ(t )

^(m−m

⁾ 1 − m

Z

R

v ∇ h

v ^m−1 − B _σ(t) ^m−1 i

2

dx Let w := v/B σ and observe that the relative entropy can be written as

F ^σ [v] = m 1 − m

Z

R

h

w − 1 − 1

m w ^m − 1 i B _σ ^m dx (Repeating) define the relative Fisher information by

I σ [v] :=

Z

R

1

m − 1 ∇

(w ^m−1 − 1) B _σ ^m−1

2

B σ w dx

so that d

dt F σ(t) [v (t , · )] = − m (1 − m) σ(t ) I σ(t) [v (t , · )] ∀ t > 0 When linearizing, one more mode is killed and σ(t) scales out

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Improved rates of convergence

Theorem (J.D., G. Toscani)

Let m ∈ ( m e 1 , 1), d ≥ 2, v 0 ∈ L ¹ ₊ (R ^d ) such that v ₀ ^m , | y | ² v 0 ∈ L ¹ (R ^d ) E [v (t , · )] ≤ C e ^{−2γ(m) t} ∀ t ≥ 0

where

γ(m) =

 

 

 



((d−2) m−(d−4))

4 (1−m) if m ∈ ( m e 1 , m e 2 ] 4 (d + 2) m − 4 d if m ∈ [ m e 2 , m 2 ]

4 if m ∈ [m 2 , 1)

Spectral gaps and best constants

m

=

0

m

=

m

=

e m

:=

m 1

2 4

Case 1 Case 2 Case 3

γ(m)

(d= 5)

e m

:=

J. Dolbeault Free energies, nonlinear flows and functional inequalities

B3 – Gagliardo-Nirenberg and Sobolev inequalities :

improvements

[J.D., G. Toscani]

Best matching Barenblatt profiles

(Repeating) Consider the fast diffusion equation

∂u

∂t + ∇ · h u

σ

^(m−m

⁾ ∇ u ^m−1 − 2 x i

= 0 t > 0 , x ∈ R ^d with a nonlocal, time-dependent diffusion coefficient

σ(t) = 1 K M

Z

R

| x | ² u(x, t ) dx , K M :=

Z

R

| x | ² B 1 (x) dx where

B λ (x) := λ ⁻

C M + _λ ¹ | x | ²

∀ x ∈ R ^d and define the relative entropy

F λ [u] := 1 m − 1

Z

R

u ^m − B _λ ^m − m B _λ ^m−1 (u − B λ ) dx

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Three ingredients for global improvements

1

inf λ>0 F ^λ [u(x , t )] = F σ(t) [u(x, t)] so that d

dt F σ(t) [u(x, t)] = −J σ(t) [u( · , t)]

where the relative Fisher information is J ^λ [u] := λ

^(m−m

⁾ m

1 − m Z

R

u ∇ u ^m−1 − ∇ B _λ ^{m−1 2} dx

2

In the Bakry-Emery method, there is an additional (good) term 4

"

1 + 2 C m,d F σ(t) [u( · , t )]

M ^γ σ ₀

^(1−m)

# d

dt F σ(t) [u( · , t )]

≥ d

dt J σ(t) [u( · , t)]

3

The Csisz´ ar-Kullback inequality is also improved F σ [u] ≥ m

8 R

R

B ₁ ^m dx C _M ² k u − B σ k ² L

( R

)

improved decay for the relative entropy

0.0 0.2 0.4 0.6 0.8 1.0

0.2 0.4 0.6 0.8 1.0

t 7→ f(t) e

f (0)

t (a)

(b) (c)

Figure: Upper bounds on the decay of the relative entropy: t 7→ f ( t ) e

/ f (0).

(a): estimate given by the entropy-entropy production method (b): exact solution of a simplified equation.

(c): numerical solution (found by a shooting method)

J. Dolbeault Free energies, nonlinear flows and functional inequalities

An improved Sobolev inequality: the setting

Sobolev’s inequality on R ^d , d ≥ 3 can be written as Z

R

|∇ f | ² dx − S d

Z

R

| f |

dx

≥ 0 ∀ f ∈ D ^1,2 (R ^d ) and optimal functions take the form

f M,y,σ (x) = 1 σ

C M + ^|x−y| _σ

d−2 ∀ x ∈ R ^d

where C M is uniquely determined in terms of M by the condition that R

R

f

2d d−2

M,y,σ dx = M and (M , y , σ) ∈ M d := (0, ∞ ) × R ^d × (0, ∞ ). Define the manifold of the optimal functions as

M _d :=

f M,y,σ : (M, y, σ) ∈ M d

and consider the relative entropy functional R [f ] := inf

g∈ M

Z

R

h

g ⁻

| f |

− g

− d−1 ^d | f | ²

− g ²

i

dx

An improved Sobolev inequality: the result (1/2)

Theorem

[J.D., G. Toscani] Let d ≥ 3. For any f ∈ D ^1,2 (R ^d ), we have Z

R

|∇ f | ² dx − S d

Z

R

| f |

dx

≥ C d R [f ] ² k| x | ² f

k ^L

( R

)

The functional R [f ] is a measure of the distance of f to M _d and because of the Csisz´ ar-Kullback inequality, we get

R [f ] k| x | ² f

k ^1/2 L

( R

)

≥ C CK

k f k

3d+2 d−2

L

( R

)

g∈ inf M

k| f |

− g

k ² L

( R

)

with explicit expressions for C d and C CK

J. Dolbeault Free energies, nonlinear flows and functional inequalities

An improved Sobolev inequality: the result (2/2)

Corollary

[J.D., G. Toscani] Let d ≥ 3. For any f ∈ D ^1,2 (R ^d ), we have Z

R

|∇ f | ² dx − S d

Z

R

| f |

dx

≥ C _d k f k ²

3d+2 d−2

L

( R

)

g∈M inf

k| f |

− g

k ⁴ L

( R

)

The expression of C _d is also explicit

This solves an old open question of [Brezis, Lieb (1985)] with (partial) answers given in [Bianchi-Egnell (1990)] and [Cianchi, Fusco, Maggi, Pratelli (2009)]

A similar result holds for Gagliardo-Nirenberg inequalities with

p ∈ (1, _d−2 ^d )

C: Keller-Segel model

1

Small mass results

2

Spectral analysis

3

Collecting estimates: towards exponential convergence

J. Dolbeault Free energies, nonlinear flows and functional inequalities

The parabolic-elliptic Keller and Segel system

 

 

 

 

 



∂u

∂t = ∆u − ∇ · (u ∇ v ) x ∈ R ² , t > 0

− ∆v = u x ∈ R ² , t > 0 u( · , t = 0) = n 0 ≥ 0 x ∈ R ² We make the choice:

v(t , x ) = − 1 2π

Z

R

log | x − y | u(t , y) dy and observe that

∇ v(t, x) = − 1 2π

Z

R

x − y

| x − y | ² u(t, y ) dy Mass conservation: d

dt Z

R

u(t , x) dx = 0

Blow-up

M = R

R

n 0 dx > 8π and R

R

| x | ² n 0 dx < ∞ : blow-up in finite time a solution u of

∂u

∂t = ∆u − ∇ · (u ∇ v) satisfies

d dt

Z

R

| x | ² u(t, x) dx

= − Z

R

2x ∆u dx + 1 2π

ZZ

R

× R

2x·(y−x)

|x−y|

u(t , x) u(t , y ) dx dy

| {z }

(x−y )·(y−x)

|x−y|

u(t,x) u(t,y) dx dy

= 4 M − M ²

2π < 0 if M > 8π

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Existence and free energy

M = R

R

n 0 dx ≤ 8π: global existence [ J¨ager, Luckhaus ], [ JD, Perthame ], [ Blanchet, JD, Perthame ], [ Blanchet, Carrillo, Masmoudi ]

If u solves

∂u

∂t = ∇ · [u ( ∇ (log u) − ∇ v)]

the free energy

F[u] :=

Z

R

u log u dx − 1 2 Z

R

u v dx satisfies

d

dt F[u(t, · )] = − Z

R

u |∇ (log u) − ∇ v | ² dx

Log HLS inequality [ Carlen, Loss ]: F is bounded if M ≤ 8π

Existence: n 0 ∈ L ¹ ₊ (R ² , (1 + | x | ² ) dx), n 0 log n 0 ∈ L ¹ (R ² , dx )

Time-dependent rescaling

u(x, t) = 1 R ² (t) n

x R(t ) , τ (t)

and v(x, t ) = c x

R(t ) , τ (t)

with R(t ) = √

1 + 2t and τ(t) = log R(t)

 

 



 

 

∂n

∂t = ∆n − ∇ · (n ( ∇ c − x)) x ∈ R ² , t > 0 c = − 1

2π log | · | ∗ n x ∈ R ² , t > 0 n( · , t = 0) = n 0 ≥ 0 x ∈ R ²

[ Blanchet, JD, Perthame ] Convergence in self-similar variables

t→∞ lim k n( · , · + t ) − n ∞ k _L

( R

) = 0 and lim

t→∞ k∇ c( · , · + t) − ∇ c ∞ k _L

( R

) = 0 means ”intermediate asymptotics” in original variables:

k u(x, t ) − _R

¹ (t) n ∞

x

R (t) , τ(t )

k L

(R

) ց 0

J. Dolbeault Free energies, nonlinear flows and functional inequalities

The stationary solution in self-similar variables

n ∞ = M e ^c

^−|x|

^/2 R

R

e ^c

^−|x|

^/2 dx = − ∆c ∞ , c ∞ = − 1

2π log | · | ∗ n ∞

A minimizer of the free energy in self-similar variables Radial symmetry [ Naito ]

Uniqueness [ Biler, Karch, Lauren¸cot, Nadzieja ]

As | x | → + ∞ , n ∞ is dominated by e ^{−(1−ǫ)|x|}

^/2 for any ǫ ∈ (0, 1) [ Blanchet, JD, Perthame ]

Bifurcation diagram of k n ∞ k _L

( R

) as a function of M :

M→0 lim

k n ∞ k _L

( R

) = 0

[ Joseph, Lundgreen ] [ JD, Sta´ nczy ]

Parabolic-elliptic case: large time asymptotics

Theorem

[ Blanchet, JD, Escobedo, Fern´andez ] Under the above conditions, if M ≤ M ^∗ < 8π, there is a unique solution

Moreover, there are two positive constants, C and δ, such that Z

R

| n(t, x) − n ∞ (x) | ² dx

n ∞ ≤ C e ^{− δ t} ∀ t > 0 As a function of M, δ is such that lim M→0

δ(M) = 1 Smallness conditions in the proof:

Uniform estimate: the method of the trap Spectral gap of a linearized operator L

Comparison of the (nonlinear) relative entropy with R

R

| n(t, x) − n ∞ (x ) | ² _n ^dx

J. Dolbeault Free energies, nonlinear flows and functional inequalities

A parametrization of the solutions and the linearized operator

[ Campos, JD ]

− ∆c = M e ⁻

^|x|

^+c R

R

e ⁻

^|x|

^+c dx Solve

− φ ^′′ − 1

r φ ^′ = e ⁻

^r

^+φ , r > 0 with initial conditions φ(0) = a, φ ^′ (0) = 0 and get

M (a) := 2π Z

R

e ⁻

^r

^+φ

dx

n a (x) = M(a) e ⁻

^r

^+φ

^(r) 2π R

R

r e ⁻

^r

^+φ

dx = e ⁻

^r

^+φ

^(r) With − ∆ ϕ f = n a f , consider the operator defined by

L f := 1

n a ∇ · (n a ( ∇ (f − ϕ f ))) , x ∈ R ²

Spectrum of L (lowest eigenvalues only)

5 10 15 20 25

1 2 3 4 5 6 7

Figure: The lowest eigenvalues of −L (shown as a function of the mass) are 0, 1 and 2, thus establishing that the spectral gap of −L is 1

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Simple eigenfunctions

Kernel Let f 0 = _∂M ^∂ c M be the solution of

− ∆ f 0 = n M f 0

and observe that g 0 = f 0 /c M is such that 1

n M ∇ · n M ∇ (f 0 − c M g 0 )

=: L f 0 = 0 Lowest non-zero eigenvalues f 1 := _n ¹

M

∂n

∂x

associated with g 1 = _c ¹

^∂c _∂x

is an eigenfunction of L , such that −L f 1 = f 1

With D := x · ∇ , letf 2 = 1 + ¹ ₂ D log n M = 1 + ₂ ¹ _n

D n M . Then

− ∆ (D c M ) + 2 ∆c M = D n M = 2 (f 2 − 1) n M

and so g 2 := _c ¹

M

( − ∆) ⁻¹ (n M f 2 ) is such that −L f 2 = 2 f 2

Functional setting...

F[n] :=

Z

R

n log n

n M

dx − 1

2 Z

R

(n − n M ) c − c M ) dx achieves its minimum for n = n M according to log HLS and

Q 1 [f ] = lim

ε→0

1

ε ² F [n M (1 + ε f )] ≥ 0 if R

R

f n M dx = 0. Notice that f 0 generates the kernel of Q 1

Lemma

For any f ∈ H ¹ (R ² , n M dx) such that R

R

f n M dx = 0, we have Z

R

|∇ (g c M ) | ² n M dx ≤ 2 Z

R

| f | ² n M dx

J. Dolbeault Free energies, nonlinear flows and functional inequalities

... and eigenvalues

With g such that − ∆(g c M ) = f n M , Q 1 determines a scalar product h f 1 , f 2 i :=

Z

R

f 1 f 2 n M dx − Z

R

f 1 n M (g 2 c M ) dx

on the orthogonal to f 0 in L ² (n M dx) and with G 2 (x) := − 2π ¹ log | x | Q 2 [f ] :=

Z

R

|∇ (f − g c M ) | ² n M dx with g = 1 c M

G 2 ∗ (f n M ) is a positive quadratic form, whose polar operator is the self-adjoint operator L

h f , L f i = Q 2 [f ] ∀ f ∈ D (L 2 ) Lemma

In this setting, L has pure discrete spectrum and its lowest eigenvalue is

positive

Concluding remarks

The spectral gap inequality of L is a refined version of Theorem (Onofri type inequality)

For any M ∈ (0, 8π), if n M = M ^e

1 2|x|2

R

R2

e

dx with c M = ( − ∆) ⁻¹ n M , d µ M = _M ¹ n M dx, we have the inequality

log Z

R

e ^φ d µ M

− Z

R

φ dµ M ≤ 1 2 M

Z

R

|∇ φ | ² dx ∀ φ ∈ D 0 ^1,2 (R ² ) [ Campos, JD ] Uniform convergence of n(t, · ) to n M can be established for any M ∈ (0, 8π) by an adaptation of the symmetrization techniques of [ Diaz, Nagai, Rakotoson ]

Exponential convergence of the relative entropy should follow [ Campos, JD, work in progress ]

J. Dolbeault Free energies, nonlinear flows and functional inequalities

Thank you for your attention !