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Conditional Boltzmann entropy inequality and equality form

Statement

Fix periods L1,…,Ld>0, let Ω=∏j=1d(R/LjZ) with quotient Lebesgue measure dr, let d≥2, and let I⊂R be an open time interval. Suppose f:Ω×Rd×I→(0,∞) is C1 in space and time and C2 in velocity. Fix a positive constant reference density fref with the same units as f, and put ℓ(r,v,t)=log⁡(f(r,v,t)/fref). For each t∈I, assume f, f∣v∣2, and f∣ℓ∣ are integrable over Ω×Rd. For every compact interval I0⊂I, assume there is a nonnegative GI0∈L1(Ω×Rd,dr dv) such that ∣(1+ℓ)∂tf∣≤GI0 almost everywhere for every t∈I0. Also assume (1+∣ℓ∣)∣v⋅∇rf∣∈L1(Ω×Rd,dr dv) for each t∈I. Write A=f(r,v,t)f(r,w,t) and B=f(r,v′,t)f(r,w′,t). For each t∈I, assume r↦∫Qel∣(A−B)(ℓ(r,v,t)+ℓ(r,w,t)−ℓ(r,v′,t)−ℓ(r,w′,t))∣ dν is measurable and belongs to L1(Ω,dr). Let Q and the symmetric collision measure ν satisfy the weak identity in Elastic collision model and weak collision identity for tests 1 and ℓ(r,⋅,t) at each (r,t), with absolute convergence, and suppose ∂tf+v⋅∇rf=Q(f). Then for H[f](t)=∫Ω∫Rdfℓ dv dr, ddtH[f](t)=−14∫Ω∫Qel(A−B)log⁡(A/B) dν dr≤0. The integrand is nonnegative because log⁡ is strictly increasing. Equality in the entropy-production integral holds exactly when A=B for ν-almost every collision at almost every r. Under the additional assumptions that ν is locally finite, has full support on Qel, and f is positive and C2 in v, this balance implies for almost every r that log⁡(f(r,v,t)/fref)=α(r,t)+b(r,t)⋅v+λ(r,t)2∣v∣2. If f(r,⋅,t) is integrable over Rd, then λ(r,t)<0, so its velocity profile is Maxwellian. Conversely, every profile of this form has zero collision entropy production. The weak collision identity is an explicit model hypothesis; this is not a derivation from reversible many-particle mechanics or a PDE existence theorem.

Facts & Assumptions

Given: The regular positive solution, the elastic collision identities, and the adopted symmetric weak collision model.

[A1]

d≥2, Ω=∏j(R/LjZ) has its quotient Lebesgue measure, f>0 has the stated Cr,t1 and Cv2 regularity, and fref>0 is a constant reference with matching units.

[A2]

The displayed moments and entropy are integrable. On each compact time interval a common L1(dr dv) majorant bounds ∣(1+ℓ)∂tf∣; for each time, (1+∣ℓ∣)∣v⋅∇rf∣ is integrable. The weak collision identity is absolutely convergent for tests 1 and ℓ, and the nonnegative entropy-production integrand has a measurable spatial integral in L1(dr) at each time.

[A3]

For the equality characterization only, ν is locally finite with full support on the elastic collision set; velocity integrability holds for almost every spatial point.

[F1]

Elastic collision model and weak collision identity: collisions conserve pair momentum and squared speed; the adopted weak identity has factor 1/4 and is symmetric under incoming/outgoing and particle exchange.

[F2]

Lebesgue measurable sets, the family L(Rn), and the restricted set function λn, The product measure of two sigma-finite measure spaces, For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, and Fubini's theorem for L^1 functions on a sigma-finite product: the spatial and velocity Lebesgue factors are sigma-finite, so their product integrals and absolutely convergent rearrangements are legitimate. These product-measure suppliers are not applied to the arbitrary collision measure ν; collision integration is performed first at each fixed spatial point.

[F3]

Dominated convergence: the stated integrable envelope permits differentiation of the entropy integral by dominated convergence.

Proof

Given: [A1]–[A3] and the weak identity and integration interfaces [F1]–[F5].

1.1A1A2F2F3F4algebra

For a fixed time, write ℓ=log⁡(f/fref). By [F3]–[F4], dominated differentiation gives dHdt=∫Ω∫Rd(1+ℓ) ∂tf dv dr. Substitute the transport equation. The spatial contribution is −∫Ω∫Rd(1+ℓ) v⋅∇rf dv dr=−∫Ω∫Rdv⋅∇r(fℓ) dv dr. For each fixed v, the integral of each coordinate derivative over the periodic rectangle is zero by the one-dimensional fundamental theorem of calculus and opposite-face identification; absolute integrability in [A2] permits Fubini [F2]. Thus the transport contribution vanishes.

2.1A1A2F1F2step 1.1

The weak identity with test 1 has zero bracket on every elastic collision, so ∫Q(f) dv=0 at each r,t. Consequently the collision contribution from (1+ℓ)Q(f) equals that from ℓQ(f). Apply the weak identity with φ=ℓ(r,⋅,t) at fixed (r,t). Since fref is constant, the sum ℓ(v)+ℓ(w)−ℓ(v′)−ℓ(w′) is log⁡(A/B). Hence ∫ℓ(v)Q(f)(v) dv=14∫Qel(B−A)log⁡(A/B) dν. The velocity-side function is measurable in (r,v) because Q(f)=∂tf+v⋅∇rf and f>0 have the stated regularity. Integration of its positive and negative parts over the sigma-finite Lebesgue velocity factor gives a measurable function of r; the weak identity makes that function equal to the collision integral at each (r,t). By [A2] this collision integral is in L1(Ω,dr), so integrate the identity in r to obtain the asserted derivative formula. no collision/spatial product measure or interchange of ν with spatial Lebesgue measure is used.

3.1A2F2F5step 2.1algebra

For positive A,B, strict increase of log⁡ [F5] makes (A−B)log⁡(A/B)≥0, with equality exactly when A=B. The derivative in step 2.1 is therefore nonpositive. Let g(r) be the nonnegative inner collision integral; it is measurable and integrable by [A2] and step 2.1. If ∫Ωg(r) dr=0, then g(r)=0 for Lebesgue-almost every r. For each such r, a nonnegative function with zero ν-integral vanishes ν-almost everywhere: its sets where the value is at least 1/n all have ν-measure zero, and their countable union contains its positive set. This argument holds for an arbitrary measure, with no sigma-finiteness hypothesis. Thus A=B for ν-almost every collision at almost every r. The converse follows by substitution in the derivative identity.

4.1A1A3F1step 3.1algebra

Under [A3], fix an r for which collision balance holds ν-almost everywhere. The function (v,w,v′,w′)↦A−B is continuous. If it were nonzero at an allowed collision, it would remain nonzero on a relative open neighborhood; full support of ν gives that neighborhood positive measure, contradicting balance. Hence balance holds for every elastic collision. The set of such r has full Lebesgue measure and is dense in Ω; continuity in r extends the identity to any limit point when needed.

5.1A1A3step 4.1algebra

Fix such an r and put g(v)=log⁡(f(r,v,t)/fref). For any a,u∈Rd and any orthogonal rotation R, the pairs (a+u,a−u) and (a+Ru,a−Ru) have the same total momentum 2a and total squared speed 2∣a∣2+2∣u∣2. Step 4.1 therefore gives g(a+u)+g(a−u)=g(a+Ru)+g(a−Ru). For unit vectors θ,η, put u=sθ and Rθ=η. The second-order Taylor expansion at a gives g(a+sθ)+g(a−sθ)=2g(a)+s2θ⊤D2g(a)θ+o(s2). Equating the expansion for η, dividing by s2 and sending s→0 shows that the quadratic form of the symmetric Hessian is constant on the unit sphere. Testing coordinate vectors makes all diagonal entries equal; testing (ei+ej)/2 makes each off-diagonal entry zero. Thus D2g(a)=λ(a)I.

6.1A1step 5.1algebra

Since ∂ijg=0 for i≠j, the fundamental theorem of calculus along coordinate segments shows ∂ig(v) depends only on vi. Write it as Gi(vi). The diagonal Hessian equalities give Gi′(vi)=Gj′(vj) for every pair of independent real coordinates vi,vj. Because d≥2, varying these coordinates independently forces all these derivatives to be one constant λ. Integrating each first derivative gives g(v)=α+b⋅v+λ∣v∣2/2.

7.1A1A3F1step 6.1algebra∎

If λ>0, eg(v) grows quadratically in every sufficiently large direction and is not integrable. If λ=0, eα+b⋅v is constant when b=0 and grows on a half-line when b≠0, so it is not integrable over Rd. Thus integrability forces λ<0. Completing the square writes f(r,v,t)=C(r,t)exp⁡[−c(r,t)∣v−u(r,t)∣2] for C,c>0, the Maxwellian velocity form. Conversely, when g=α+b⋅v+λ∣v∣2/2, the sum g(v)+g(w) is unchanged by every collision because total momentum and total squared speed are conserved; hence A=B and the production is zero. This equality branch concerns the collision term only; a spatially varying Maxwellian may still evolve under transport.

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