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Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…

Statistical Mechanics · Physics 2009-11-11 I. Kourakis , A. P. Grecos

We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta , J. K. Bhattacharjee

We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…

Analysis of PDEs · Mathematics 2025-10-09 Young-Pil Choi , Sihyun Song

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

Probability · Mathematics 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

Analysis of PDEs · Mathematics 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich

We propose a systematic method to derive the asymptotic behaviour of the persistence distribution, for a large class of stochastic processes described by a general Fokker-Planck equation in one dimension. Theoretical predictions are…

Statistical Mechanics · Physics 2009-10-31 Jean Farago

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 is reduced to…

Mathematical Physics · Physics 2016-12-28 C. -L. Ho

We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantitative bounds. Moreover, we prove the existence of a unique…

Probability · Mathematics 2026-04-23 Christian Olivera , Alexandre B. de Souza

We consider a nonlinear Fokker-Planck equation derived from a Cucker-Smale model for flocking with noise. There is a known phase transition depending on the noise between a regime with a unique stationary solution which is isotropic…

Analysis of PDEs · Mathematics 2026-04-01 Alexandre Surin

We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…

Analysis of PDEs · Mathematics 2023-11-01 Alessio Porretta

The fractional Fokker-Planck equation for subdiffusion in time-dependent force fields is derived from the underlying continuous time random walk. Its limitations are discussed and it is then applied to the study of subdiffusion under the…

Statistical Mechanics · Physics 2009-06-02 E. Heinsalu , M. Patriarca , I. Goychuk , P. Hanggi

In this paper we analyze the global existence of classical solutions to the initial boundary-value problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a…

Analysis of PDEs · Mathematics 2011-09-08 José A. Carrillo , María d. M. González , Maria P. Gualdani , Maria E. Schonbek

The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the…

Analysis of PDEs · Mathematics 2018-03-01 Franz Achleitner , Ansgar Jüngel , Masakazu Yamamoto

This study investigates the asymptotic dynamics of solutions to the Fokker-Planck-Kolmogorov (FPK) equation, with a specific focus on ship roll stability in dynamic sea conditions. Utilizing a fourth-order filter, we conduct a thorough…

Mathematical Physics · Physics 2025-10-03 Abdelkader Tizaoui

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

Analysis of PDEs · Mathematics 2026-03-11 Giuseppe Toscani , Mattia Zanella

A nonlinear Fokker-Planck equation is obtained in the continuous limit of a one-dimensional lattice with an energy landscape of wells and barriers. Interaction is possible among particles in the same energy well. A parameter $\gamma$,…

Statistical Mechanics · Physics 2016-01-20 G. Suárez , M. Hoyuelos , H. Mártin

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

Statistical Mechanics · Physics 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

In this work, we study the formal connections between the non-linear Fokker-Planck Equation associated with the non-additive entropy and the Boltzmann Equation with the non-additive correlation functional. The collisional term following the…

Statistical Mechanics · Physics 2023-02-23 Airton Deppman , Alireza K. Golmankhaneh , Eugenio Megias , Roman Pasechnik

The Integrate-and-Fire model is a Fokker-Planck equation arising in neuroscience. It describes the evolution of the probability density of the neuronal membrane potential and fitting has shown that the inclusion of a em superlinear drift…

Analysis of PDEs · Mathematics 2026-01-28 Benoît Perthame , Clément Rieutord , Delphine Salort

In this document we discuss the long time behaviour for the homogeneous Landau-Fermi-Dirac equation in the hard potential case. Uniform in time estimates for statistical moments and Sobolev regularity are presented and used to prove…

Analysis of PDEs · Mathematics 2019-04-05 Ricardo Alonso , Véronique Bagland , Bertrand Lods