Hydrodynamic Limit for a Fokker-Planck Equation with Coefficients in Sobolev Spaces

Abstract

In this paper we study the hydrodynamic (small mass approximation) limit of a Fokker-Planck equation. This equation arises in the kinetic description of the evolution of a particle system immersed in a viscous Stokes flow. We discuss two different methods of hydrodynamic convergence. The first method works with initial data in a weighted L2 space and uses weak convergence and the extraction of convergent subsequences. The second uses entropic initial data and gives an L1 convergence to the solution of the limit problem via the study of the relative entropy.

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