Stability of Rayleigh-Jeans equilibria
in the kinetic FPU equation
Abstract.
We study the nonlinear dynamics of the kinetic wave equation associated to the FPU problem and prove stability of the non-singular Rayleigh-Jeans equilibria. The lack of a spectral gap for the linearized problem leads to polynomial decay, which we are able to leverage to obtain nonlinear stability.
1. Introduction
1.1. The microscopic model
In their groundbreaking 1955 study, [FPU55], Fermi, Pasta, Ulam and Tsingou utilized the early electronic computers to explore the relaxation dynamics (thermalisation) of a chain of coupled nonlinear oscillators. The Fermi-Pasta-Ulam-Tsingou system is an anharmonic chain of oscillators without pinning potential. The system is described by its momentum and position with the Hamiltonian energy given by
where is smooth and satisfies .
The dynamics are governed by the system of ODEs
A particular example is the so-called FPUT- case
it will be the focus of the present article.
Motivated by the original FPUT problem and its substantial impact [CRZ05], significant attention has been given to the energy transport within oscillator chains of length coupled to thermal reservoirs at different temperatures. Numerically, it is observed that in -FPUT chains, the thermal conductivity diverges as increases in an anomalous way, specifically as , [AK01, LLP05]. An alternative approach is to consider an infinite chain and observe energy spread after injecting energy at the origin. This reformulates the problem to studying the time-decay of the energy current-current correlation function, which is related to the decay rate of the linearized semigroup of the wave turbulence kinetic equation arising from such microscopic models [ALS06]. For the linearised problem of the -FPUT chain, it was proven in [LS08] that the correlation decays as , aligning with numerical findings. Following the study in [LS08], in [MMA15] it was rigorously derived a macroscopic fractional diffusion equation describing heat transport in -FPUT chains, confirming the anomalous diffusion behavior from the linearized Boltzmann phonon equation. Our main inspiration and motivation here is also the findings in [LS08].
We also mention other classical choices of nonlinear atom chains. Beside the -FPU chain, one may consider the -FPU chain, where , or the -FPU chain, which combines the nonlinearities of both the and chains. Moreover, adding an additional pinning potential to the dynamics results in the Discrete Nonlinear Klein-Gordon chain, where and the energy includes . Finally, the Toda lattice is yet another model, where . For a detailed account and discussion on these models, we refer to the reviews [OLDC23, Luk16, Spo06].
1.2. The homogeneous kinetic wave equation
In this article, we focus on the kinetic wave equation, or phonon Boltzmann equation, arising from the -FPUT system. The kinetic wave equation we will consider can be written
where the collision operator is given by
(1.1) |
with the usual notations , , if , similarly for , and furthermore
and finally we denote for the periodized torus
The equation conserves two quantities which will play an important role in our analysis: the mass and energy
The equation also satisfies an H-theorem
even though we will not make use of this fact.
The case corresponds to a singular RJ equilibrium, which has infinite mass. However, it is favored by some authors since it gives equipartition of energy, as was initially expected by E. Fermi et.al. in their numerical experiment [OLDC23, Luk16].
Interestingly, not all couples can be associated to a RJ equilibrium. For initial data whose mass and energy cannot be matched to a RJ equilibrium, the asymptotic behavior of the solution is an intriguing question - see the discussion in Section 7.
1.3. Making sense of the collision operator
The expression for the collision operator in (1.1) is not obviously meaningful, even for smooth functions . Indeed, it involves the product of two functions, which, as is well-known, can be ill-defined.
On the one hand, trivial zeros are such that . The integrand of the collision operator vanishes on the set of trivial zeros, which provides some cancellation. However, from the viewpoint of distribution theory, it is not clear how to make sense of the product of two Dirac , even if it is evaluated on a function vanishing on their singular set (”indefinite form”). Lukkarinen and Spohn [LS08], in the linearized case, show that the contribution of trivial zeros vanishes if one resorts to a regularization procedure. This regularization is closely related to the microscopic derivation of the equation (which remains an outstanding open problem) and we shall take for granted that trivial zeros can be ignored in the collision operator.
1.4. Main results and organization of the paper
Section 3 establishes basic local well-posedness results in weighted spaces. It also shows that local well-posedness cannot be expected (or at least is very delicate) in -based spaces for . The results of this section (theorems 1 and 2) can be summarized as the following theorem.
Theorem.
The collision operator is bounded in for . Thus, the equation is locally well-posed in (the space of continuous functions with values in for ).
The collision operator is unbounded on for any .
In Section 4, we turn to the linearized problem around RJ equilibria, recapitulating many results obtained in [LS08], and providing some extensions. The traditional tools of kinetic theory which we apply only yield an estimate of type for the perturbation (Corollary 1):
Theorem.
Denoting for the linearized operator around a RJ solution, there exists a function such that and
This estimate is insufficient for nonlinear purposes: the decay in time is weak, and we cannot hope to close nonlinear estimates since the equation is ill-posed in type spaces. Furthermore, the lack of a spectral gap leads to the degenerate weight .
Theorem.
Assume that , with a zero projection (in ) on . Then for any and any
This is achieved by understanding how the edges of the frequency domain, where dissipation degenerates, interact with the bulk of the domain. At a more technical level, we resort to an iterative scheme to gain decay increasingly.
Finally, Section 6 deals with the fully nonlinear problem, showing global existence of solutions around non-singular RJ. This is accomplished through a careful definition of an appropriate norm that allows us to control the nonlinearity, relying crucially on the structure of the equation (Theorem 4).
Theorem.
There exists such that the following holds. If
where and , then there exists a global solution which can be written
The appendix gathers some elementary but involved computations which are used in the rest of the text.
1.5. Stability of equilibria for the Boltzmann equation
It is worthwhile comparing the results which have been stated above to analogous statements for the spatially homogeneous Boltzmann equation. In the case of the classical Boltzmann equation, the nonlinearities are quadratic, unlike the cubic nonlinearities of the wave turbulence equation, and the equilibrium is the Maxwellian distribution. Depending on the collision kernel, it is known that the linearized operator around the equilibrium possesses a spectral gap (for instance in the hard sphere case), leading to exponential convergence to equilibrium. However, in the soft potential case, there is no spectral gap, and the decay of the linearized operator is at most of order , . For more details, see the reviews and articles [Vil02, Caf80, GS10] and references therein.
Roughly speaking, the slightly weaker decay under soft potentials can be attributed to the fact that the collision frequency in the kernel of the Boltzmann operator is not lower-bounded and degenerates at large velocities. However, since the perturbative regime is around a Maxwellian distribution, the initial data roughly resembles a Maxwellian, making the large velocity regime, where the spectral gap becomes zero, less significant.
In our case, we also encounter a degenerate spectral gap that becomes zero at the edges of the frequency domain. This type of degeneracy is very different in nature and significantly affects the decay of the linearized semigroup.
Finally, the spatially inhomogeneous Boltzmann equation has been extensively studied, presenting additional mathematical challenges related to the existence of local equilibria. The theory of hypocoercivity has been developed for such inhomogeneous kinetic models, see [Vil07, DV05, SG08] and references therein.
Acknowledgements
Pierre Germain was supported by a Wolfson fellowship from the Royal Society and the Simons collaboration on Wave Turbulence. Joonhyun La acknowledges support from June Huh fellowship at Korea Institute for Advanced Study. Angeliki Menegaki acknowledges support from a Chapman fellowship at Imperial College London.
2. Notations
For quantities and and parameters , we write if there exists a constant such that .
We write if and .
We write for a positive constant whose value may change from line to line.
If , an exponent is to be interpreted as follows: means that
3. Local well-posedness
3.1. Local well-posedness in weighted spaces
Theorem 1.
This Cauchy problem is locally well-posed in if . More precisely, if , there exists a unique solution , where
Remark 1.
What is the significance of the above theorem? The simplest case is , which simply gives local well-posedness in . The case is important since is a function space which includes the singular Rayleigh-Jeans equilibria . Finally, the case can be interpreted as the propagation by the nonlinear problem of the vanishing or singular behavior at - related ideas will play an important role in the nonlinear stability questions examined later in this paper.
Proof.
We claim that the collision operator is bounded on . Taking this fact for granted for a moment, the equation can be written via Duhamel’s formula as
and the mapping can be bounded in by
Local well-posedness is then an easy consequence of the Banach fixed point theorem.
We now turn to proving boundedness of the collision operator in . The denominator in the integrand in (1.2) is bounded by
implying that
(3.1) |
As a consequence,
∎
3.2. Unboundedness in weighted spaces for
In the preceding subsection, we saw that local well-posedness in weighted spaces was a consequence of the boundedness of the collision operator in these spaces. In the present section, we show that the collision operator cannot be bounded on -type spaces for . This does not imply ill-posedness, but this shows that well-posedness can only be the result of a very delicate nonlinear mechanism.
From now on we will write
Theorem 2.
The collision operator is not bounded on if .
Proof.
Three specific points. Given , we choose such that reaches its global maximum at (this maximum is unique modulo for almost all values of ). It follows from this choice that (modulo ). Indeed, there holds by symmetry between and : ; since reaches its global maximum at , this implies that .
We set then
We claim that we can choose such that
-
(1)
The numbers are distinct and different from (modulo ).
-
(2)
If the belong to the resonant manifold, if furthermore and if finally for some , then .
It is easiest to give a concrete example and to choose and to be the local maximum of , or in other words
We now fix , and try all combinations of as in property (2) above
-
•
If , then .
-
•
If , then .
-
•
If , then and modulo .
The example giving unboundedness of the collision operator. We will test the collision operator on the following family of functions, which are uniformly bounded in :
We will denote the integration kernel in the collision operator; it only vanishes if for some . The collision operator can be naturally split into a positive and a negative part
where it is understood that the variables in the integral are parameterized as .
On the one hand, if , it follows from property (2) above that
On the other hand, still assuming ,
Overall, we get that that, if ,
This implies that
from which the desired result follows since as if . ∎
4. First properties of the linearized operator
Recall that the Rayleigh-Jeans equilibria are given by
We now linearise around : If , then satisfies the following equation
(4.1) |
where
The operator is symmetric in and the Dirichlet form is positive, namely
We split the linearised operator into , where is the multiplication operator
and is the integral operator
One checks that and are symmetric operators.
With the help of the technical lemmas 14 and 13, the multiplier and the kernels and can be written as (we always abuse notations and identify an operator and its kernel)
(4.2) |
The next four lemmas lay out the basic properties of the linear operators . These results already appear in [LS08], except for the case of Lemma 2.
Lemma 1 (Kernel of the linearized operator).
The kernel of is spanned by and .
Proof.
This follows immediately from the characterization of collisional invariants, Theorem 2.2 in [LS08]. ∎
Lemma 2 (Asymptotics of the multiplier function).
For any ,
Lemma 3 (Compactness of the weighted operator).
For any , , the operator is compact on .
Proof.
Using Lemma 2 and the fact that , we find that
so that the corresponding operator is Hilbert-Schmidt, and therefore compact on . ∎
Lemma 4 (Compactness of the weighted operator).
For any , , the operator is compact on .
Proof.
Let . We will decompose this operator into
where may vary. We claim that
These bounds imply that is compact for any , and that can be approximated by compact operators in the operator norm. By closedness of the class of compact operators, this implies that is compact.
There remains to prove the bounds on the operator norms of and . We will rely on the following variant of Schur’s test: given a weight and a symmetric operator with kernel ,
Before applying this lemma, we record the following estimate for , which follows from Lemma 15:
There is a symmetric estimate for , but in order to make notations lighter, we will restrict the value of to . Then the variant of Schur’s test above with the weight gives
where the last inequality is a consequence of Hölder’s inequality.
Turning to , there holds on the support of its kernel . Therefore,
which concludes the proof. ∎
Combining these four lemmas, we obtain a crucial lower bound on the linearized operator.
Proposition 4.1.
For any ,
Proof.
Let . Then
Since is compact and self-adjoint, its spectrum is discrete away from . It follows from the above formula that cannot have eigenvalues and that the eigenspace associated to the eigenvalue coincides with the kernel of . Finally, if , then for some , and thus
∎
Turning to the evolution problem, we note first that it admits a unique solution for data.
Lemma 5 (Existence and uniqueness).
For , there exists a unique solution to the Cauchy problem
which we will denote . Furthermore, its norm is bounded by that of the data:
Proof.
We saw that and are bounded on , hence this is also the case for and . Therefore, is bounded and the lemma follows by a fixed point theorem. ∎
As a consequence of the lower bound proved in the previous proposition, we get the following corollary.
Corollary 1 (Dissipation inequality).
For ,
This corollary quantifies time decay for the solution, but it will be insufficient for our purposes. Indeed, the equation is ill-posed in weighted spaces, so that this topology cannot be used to control nonlinear terms.
In the next section, we aim at obtaining pointwise decay, which will correct this shortcoming.
5. Pointwise decay for the linearized operator
In all that follows we assume that the chemical potential , that is we study the linearised operator around non-singular RJ equilibria.
In this section we investigate how the energy dissipation leads to a polynomially fast relaxation for the linearized semigroup, pointwise and away from the edges. To this purpose we explore how the edges of the domain, where the weight in the Poincaré Inequality of the previous section vanishes, interact with the bulk of the domain, where the weight is lower-bounded.
5.1. Energy decay in the bulk
We define
and the following subintervals of , corresponding to the edges and the bulk of the domain respectively
(5.1) |
We now define the following functionals:
(5.2) |
Lemma 6.
Assume that , and that
where . Then
Proof.
The first term in the right-hand side is decaying exponentially fast, so we turn immediately to the second term. Using the bound on above,
We now resort to the identity
(5.4) |
(which is itself a consequence of , valid for any ) to see that
∎
5.2. A weak pointwise bound
We prove a very weak bound, which will be a stepping stone to start the proof of pointwise decay.
Lemma 7.
Let solve with . Then
Proof.
By the decomposition of in Section 4, solves the equation
We now want to bound the right-hand side in order to obtain an ODE satisfied by . Since ,
The kernel of is ; hence it is uniformly bounded and
since the norm of is decreasing.
Turning to , its kernel is . We learn from Lemma 15 that has two nontrivial zeros, and and that is only positive on . We only consider the first interval for simplicity and we apply Lemma 19 followed by lower bound on in Lemma 15 to get that
We then split the integral between and for large enough and bound the above by
Bounding the first integral by the Cauchy-Schwarz inequality and the second by the norm of , this is less than
since the norm of is decreasing.
Overall, we find the ODE
which gives the desired result upon integration. ∎
5.3. Pointwise bounds
Lemma 8.
Let , and assume that
-
(i)
If , for any ,
-
(ii)
In the bulk: if ,
Proof.
We first split as above into the two integral kernels
For , we use successively the inequality and the Cauchy-Schwarz inequality to obtain
For the singular term , we first use Lemma 19 to obtain that
Next, we resort to Lemma 15, from which we learn that is positive in ; for simplicity, we will focus on the left interval. Using the lower bound on in Lemma 15, we obtain that
Finally, splitting the integral between and for big enough, and using Lemma 7, we get
We now combine the estimates on and to integrate the previous ODE in time, which gives
We proceed as in , except that we do not neglect the term . This gives the differential inequality
or
which can be integrated to give
If , the first term on the right-hand side decays faster than any polynomial. Turning to the second term, we bound it in a straightforward way and use that to get
∎
5.4. Iterative improvement
We will now apply iteratively lemmas 6 and 8, having set , with . In the following, we denote for , for a constant , instead of our usual notation meaning for any .
- •
- •
- •
- •
- •
- •
We can now prove our final pointwise bound, under the assumption made above that . In the edges, we use (5.5) to get that
In the bulk, we use Lemma 8 and (5.6) to get that
Combining these two bounds results in the following theorem.
Theorem 3 (Pointwise decay).
Assume that , with a zero projection (in ) on . Then for any and any
6. Nonlinear stability
Theorem 4.
For any , there exists such that the following holds. If
where
and
then there exists a global solution which can be written
Proof.
The full equation satisfied by the perturbation is
(6.1) |
where
Duhamel’s formula gives the equivalent formulation
(6.2) |
The key norm that will be used to analyze this problem is, for ,
(6.3) |
Our first lemma gives local well-posedness in for this equation.
Lemma 9 (Local well-posedness in ).
We postpone the proof of this lemma for the time being, and admit its statement. We aim at proving that , and that the solution is actually decaying. This will be achieved through a boostrap argument bearing on the quantity . This bootstrap argument will rely on the two following lemmas, whose proofs we postpone for the moment.
Lemma 10 (A priori bound).
There exists a constant such that: for any , if is a solution in , then
where and where is defined in (6.3).
In the above lemma, we denoted for the constant, just like in Lemma 9; it suffices to take to be the largest of the two to avoid any confusion.
Lemma 11 (Bootstrap inequality).
If is a continuous function on such that
then
Proof of Lemma 9.
Proof of Lemma 10.
To deal with the quadratic and cubic terms, we will use the conservation laws of mass and energy. They imply that
or in other words
As a consequence, the orthogonal projection (in ) of and on is zero. For the equation (6.2) satisfied by , this implies that the projection of the quadratic and cubic terms on is also zero. Therefore, we can apply Theorem 3 with : if ,
Using that and ,
Similarly,
Using now Theorem 3 with and ,
Taking once again advantage the inequalities and ,
Similarly,
This gives the desired estimate. ∎
Proof of Lemma 11.
Consider the function
It is clear that is negative on , for some . It is also clear that
provided is chosen sufficiently small. The statement of the lemma follows by the intermediate value theorem. ∎
7. Mass and Energy of RJ spectra
In this section, we investigate the following question: given a mass and an energy , is there a Rayleigh-Jeans spectrum such that ? It turns out that the ratio decides whether such a RJ spectrum exists. We define the following functions:
where We readily see that and
Moreover, we have the following differential equation:
We adopt polar coordinates to represent :
where and . By homogeneity,
Therefore, for a given pair of positive numbers , there exists such that if and only if the following equation on is solvable:
or
Since is a bijection from to this is equivalent to that
where
Note that
If we let we see that
by Jensen’s inequality (since neither is affine nor is constant, the inequality is strict), which implies that is strictly increasing. To summarize, we have the following:
Proposition 7.1.
Let be a pair of positive numbers. Then there exists a Rayleigh-Jeans spectrum , , such that and hold if and only if
Moreover, if the latter is the case, such is unique and determined by the following:
Before finishing this section, let us comment on a related conjecture made in [ZSKN23]. For the truncated Wave Kinetic Equation arising from NLS, the presence or absence of a finite-time blow-up is expected to depend on whether the ratio of mass to energy is sufficiently large. Thus, given our proposition above, we expect that initial data whose mass and energy do not correspond to a Rayleigh-Jeans distribution will form a condensate in finite time. Proving rigorously that these condensates are stationary solutions remains an interesting open problem.
Appendix A Calculus lemmas
In this section, we gathered some nontrivial computations which are used in the rest of the article. Many of the formulas we derive already appeared in [LS08] and some are new. Many proofs are also close to [LS08] and are provided for completeness and for the reader’s convenience.
A.1. Integration on the resonant manifold
If , let
Recall that
Lemma 12 (Parameterization of the resonant manifold).
The zero set of on can be split into , where
The set consists of such that or or .
As for , it can be described as follows: it consists of such that
-
•
either and
-
•
or and .
Proof.
A basic inequality. We start by proving that
(A.1) |
This inequality is a consequence of
To check the latter inequality, we observe that, on the one hand, , which implies that
(A.2) |
On the other hand, , which implies that
(A.3) |
Case 1: . Then can be written
which becomes after using the trigonometric sum-to-product formulas
The description of follows immediately from this formula.
Case 2: or . The formula for is now
which reduces, after using the trigonometric sum-to-product formulas, to
(A.4) |
Case 2.1: . Note that this implies that
(A.5) |
Using the formula (A.4), is a zero of if and only if
(A.6) |
With the help of (A.1) and (A.5), the sin function can be inverted to get
which can also be written as . This shows that any solution of with is of the form .
Conversely, if , we want to check that there exists a solution (in ) of with . Thus, is restricted to belong to satisfy this inequality, and to belong to , or in other words, . But changes sign between the two endpoints: indeed, by (A.2) (A.3) (A.5),
Thus, has at least a zero, which was the desired statement.
Case 2.2: . This implies that
As a consequence, inverting the sin function in (A.6) with the help of (A.1) gives
which is equivalent to .
Conversely, if , we need to check that there exists a solution (in ) of with . Besides this inequality, the variable is constrained to belong to ; in other words, ranges in . There remains to check that changes sign between these two endpoints; this is the case since
∎
Lemma 13 (Integration on the resonant manifold with as integration variable).
For a test function ,
(considering as periodic in ) where
Proof.
Since is the unique zero (in ) of ,
The derivative of is
Evaluating this function at and using the definition of , we find
There remains to check that
This can be seen as follows: starting from the expression on the left-hand side, use the formulas and and then expand the resulting expression using that . ∎
Lemma 14 (Integration on the resonant manifold with as integration variable).
For a test function , periodic in ,
where
Proof.
Given Lemma 13, it suffices to show that
if one of these integrals is absolutely convergent. We basically want to perform a change of variables for fixed , to . We first notice that from Lemma 13 and due to the relation
we get
We will now show that for so that is locally invertible, it holds that
which finishes the claim. We are using the following ingredients:
-
•
the fact that in order to construct all possible local inverse functions , of , it is enough to find all ’s so that (for fixed ), it holds and .
-
•
We then use the formula for :
which yields after manipulations of trigonometric functions that is a necessary condition in order to have . Indeed one observes that if , then
(A.7) which is valid (for ) only if , since is equivalent to ,.
-
•
Whenever , there are exactly two solutions in to the energy problem, explicitly given by
These also satisfy (A.7).
Now we may compute the Jacobian of the change of variables in the class of these where explicit calculations yield
(A.8) |
Also note that for fixed , there are at most two ’s that satisfy , so the calculation in (A.8) holds up to a finite number of ’s. ∎
Lemma 15 (Vanishing rate of ).
For fixed , the function has two zeros, such that
It is negative between these zeros and furthermore,
(A.9) |
Proof.
By symmetry of (namely, the identity ), it suffices to consider the case . We will denote
The derivatives of . Differentiating in gives
At this point, it is convenient to switch to the variable . Abusing notations, we write
Taking further derivatives in ,
Sign of . Since has roots at and , the former is a local minimum of and the latter a local maximum. Furthermore, , and . As a consequence, has a unique root in , and if and only if ; hence the same holds true for .
Sign of . By the previous paragraph, is decreasing if , and increasing if . Furthermore, , and . Therefore, has two zeros, and , and if and only if or .
Sign of . Coming back to the variable, we learn from the previous paragraph that is increasing on , with , and decreasing otherwise ( corresponds to ). Next, we note that , and . Therefore, there exists such that if and only if .
Sign of . The previous paragraph tells us that is decreasing on and increasing on , with . Since , and , there exists and such that if and only if and furthermore and .
Reformulation of the problem. Writing
we see that it suffices to show that
Since is increasing on and decreasing on and since ,
Similarly,
By the two previous assertions, it suffices to show that
End of the proof. We now refer to the argument in [LS08], equations (4.12) to (4.17), a clever sequence of inequalities which we were not able to simplify. ∎
A.2. Asymptotics of the collision frequency
Lemma 16 (Asymptotics of the collision frequency for zero mass).
If , is a nonnegative continuous functions on vanishing only at . Furthermore,
Proof.
First observe that , hence it suffices to consider the case . Second, as long as does not approach , it is clear that . Hence, it suffices to compute the equivalent of the integral as . The contribution of this integral for is bounded: indeed, the denominator is bounded from below since
Therefore, we restrict the integration variable to and then change variable to to obtain the expresssion
Denoting and , the expression in the square root in the denominator can now be written
The integral becomes
Here, we used that
∎
Lemma 17.
For any ,
Proof.
Denoting
we can write
where .
As a result,
∎
Lemma 18 (Asymptotics of the collision frequency for non-zero mass).
If , is a nonnegative continuous functions on vanishing only at . Furthermore,
Proof.
As in the previous lemma, it suffices to consider the case . By Lemma 17,
(A.11) |
Setting , this becomes
(A.12) |
Lemma 19.
For any ,
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