English

Convergence to equilibrium for Fokker-Planck equation with a general force field

Analysis of PDEs 2016-03-17 v1 Classical Analysis and ODEs Functional Analysis

Abstract

The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may not derive from a potential. The proof is based on an adequate splitting L = B+A of the Fokker-Planck operator L and the use of Krein-Rutmann theory.

Keywords

Cite

@article{arxiv.1603.05085,
  title  = {Convergence to equilibrium for Fokker-Planck equation with a general force field},
  author = {Mamadou Ndao},
  journal= {arXiv preprint arXiv:1603.05085},
  year   = {2016}
}