Related papers: Fokker-Planck equation in bounded domain
The exact solution of the Cauchy problem for a generalized "linear" vectorial Fokker-Planck equation is found using the disentangling techniques of R. Feynman and algebraic (operational) methods. This approach may be considered as a…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
Under suitable assumptions on $\beta:\mathbb{R}\!\to\!\mathbb{R}, \,D:\mathbb{R}^d\!\to\!\mathbb{R}^d$ and $b:\mathbb{R}^d\!\to\!\mathbb{R}$, the nonlinear Fokker-Planck equation $u_t-\Delta\beta(u)+{\rm div}(Db(u)u)=0$, in…
We consider the kinetic Fokker-Planck equation with weak confinement force. We proved some (polynomial and sub-exponential) rate of convergence to the equilibrium (depending on the space to which the initial datum belongs). Our results…
After a short outline of the factorization and Grassmann picture of the one-dimensional (1D) Fokker-Planck (FP) equation, we consider a class of spatially-inhomogeneous solutions of the 2D FP equation with symmetric 2D (super)potentials. We…
This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-\Delta)^s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also…
We consider the Neumann problem $$(P)\qquad - \Delta v + v= v^{q-1} \ \text{in }\ \mathcal{D}, \ v > 0 \ \text{in } \ \mathcal{D},\ \partial_\nu v = 0 \ \text{on } \partial\mathcal{D} ,$$ where $\mathcal{D} $ is an open bounded domain in…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…
It is known that von Neumann-Landau wave equation can present a mathematical formalism of motion of quantum mechanics, that is an extension of Schr\"{o}dinger's wave equation. In this paper, we concern with the Dirichlet problem of the…
Mathematical structure of the reflection coefficients for the one-dimensional Fokker-Planck equation is studied. A new formalism using differential operators is introduced and applied to the analysis in high- and low-energy regions.…
We study a nonlinear elliptic problem defined in a bounded domain involving fractional powers of the Laplacian operator together with a concave-convex term. We characterize completely the range of parameters for which solutions of the…
We consider the Laplace equation in a cracked plane with a nonclassical boundary conditions. This problem arises as a model of the flow in the fractured media. The main result is the theorem of existence and uniqueness of a solution in…
In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
In this manuscript we deal with a class of nonlinear Fokker-Planck equations with the following structure \[ \partial_t u - \div\big(M\nabla u+ E h(u)\big)=0, \] with $M$ a bounded elliptic matrix, $E$ a vector field in a suitable Lebesgue…
Much effort has been spent in recent years on restoring uniqueness of McKean-Vlasov SDEs with non-smooth coefficients. As a typical instance, the velocity field is assumed to be bounded and measurable in its space variable and…
We consider the Fokker-Planck equation with a strong external magnetic field. Global-in-time solutions are built near the Maxwellian, the global equilibrium state for the system. Moreover, we prove the convergence to equilibrium at…
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…
We study the Dirichlet problem for fully nonlinear, degenerate elliptic equations of the form f(Hess, u)=0 on a smoothly bounded domain D in R^n. In our approach the equation is replaced by a subset F of the space of symmetric nxn-matrices,…