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We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…

Analysis of PDEs · Mathematics 2018-02-14 Anton Arnold , Amit Einav , Tobias Wöhrer

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

In neuroscience, the distribution of a decision time is modelled by means of a one-dimensional Fokker--Planck equation with time-dependent boundaries and space-time-dependent drift. Efficient approximation of the solution to this equation…

Numerical Analysis · Mathematics 2023-02-08 Udo Boehm , Sonja Cox , Gregor Gantner , Rob Stevenson

We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…

Analysis of PDEs · Mathematics 2014-10-27 Anton Arnold , Jan Erb

Recently a new type of Kramers-Fokker-Planck Equation has been proposed [R. Friedrich et al. Phys. Rev. Lett. {\bf 96}, 230601 (2006)] describing anomalous diffusion in external potentials. In the present paper the explicit cases of a…

Statistical Mechanics · Physics 2007-05-23 S. Eule , R. Friedrich , F. Jenko

We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…

Fluid Dynamics · Physics 2014-08-05 Maryam Abedi , Mir Abbas Jalali

Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…

Statistical Mechanics · Physics 2016-08-03 Keiji Saito , Abhishek Dhar

We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…

Analysis of PDEs · Mathematics 2020-06-09 José A. Carrillo , Katharina Hopf , José L. Rodrigo

We establish $L^2$-exponential decay properties for linear dissipative kinetic equations, including the time-relaxation and Fokker-Planck models, in bounded spatial domains with general boundary conditions that may not conserve mass. Their…

Analysis of PDEs · Mathematics 2025-01-01 Yuzhe Zhu

We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…

Mathematical Physics · Physics 2007-05-23 C. Sparber , J. A. Carrillo , J. Dolbeault , P. A. Markowich

We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…

Statistical Mechanics · Physics 2015-05-28 A. Dechant , E. Lutz , E. Barkai , D. A. Kessler

In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…

Analysis of PDEs · Mathematics 2017-10-06 Axel Klar , Lisa Kreusser , Oliver Tse

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

The present contribution investigates the dynamics generated by the two-dimensional Vlasov-Poisson-Fokker-Planck equation for charged particles in a steady inhomogeneous background of opposite charges. We provide global in time estimates…

Analysis of PDEs · Mathematics 2026-01-08 Maxime Herda , Luis Miguel Rodrigues

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

Analysis of PDEs · Mathematics 2026-02-11 Luan Hoang , Akif Ibragimov

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

We consider a kinetic model for a system of two species of particles interacting through a longrange repulsive potential and a reservoir at given temperature. The model is described by a set of two coupled Vlasov-Fokker-Plank equations. The…

Mathematical Physics · Physics 2007-08-28 Raffaele Esposito , Yan Guo , Rossana Marra

This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…

Statistical Mechanics · Physics 2007-05-23 Dirk Helbing , Martin Treiber

We consider a system of stochastic interacting particles in $\mathbb{R}^d$ and we describe large deviations asymptotics in a joint mean-field and small-noise limit. Precisely, a large deviations principle (LDP) is established for the…

Probability · Mathematics 2020-11-17 Carlo Orrieri