Kac master equation 2026-10-06
The jump process with total collision rate and normalized pair-angle operator evolves by . It preserves mass and the total squared velocity. Its one-coordinate distribution satisfies the Kac marginal evolution equation, and its Gaussian relative entropy in Kac's model decreases at the rate given by Kac entropy production.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 7 4 d Solution Created 2026-10-03 Updated 2026-10-06
Put , where the Gaussian density is strictly positive. Extend continuously at zero by . Both densities have integral one, so the relative entropy can be written asThe bracket is nonnegative and vanishes only at : its derivative for is , with a unique minimum at one. HenceThe inequality holds also for infinite entropy. Its negative integrand part is integrable, since and has integral one, so the extended-value integral is well defined. This is relative entropy in Kac's model; no differentiation is needed for nonnegativity.