Related papers: Phi-entropy inequalities and Fokker-Planck equatio…
In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…
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…
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…
We discuss the properties of invariant measures corresponding to iterated function systems (IFSs) with place-dependent probabilities and compute their Renyi entropies, generalized dimensions, and multifractal spectra. It is shown that with…
In this work we present new exact similarity solutions with moving boundaries of the Fokker-Planck equation having both time-dependent drift and diffusion coefficients.
This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
It is well known that isoperimetric inequalities imply in a very general measure-metric-space setting appropriate concentration inequalities. The former bound the boundary measure of sets as a function of their measure, whereas the latter…
To study the reflecting diffusion processes on manifolds with boundary, some new curvature operators are introduced by using the Bakry-Emery curvature and the second fundamental form. As applications, the gradient estimates, log-Harnack…
The (measure-theoretical) entropy of a diffeomorphism along an expanding invariant foliation is the rate of complexity generated by the diffeomorphism along the leaves of the foliation. We prove that this number varies upper…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
A unified treatment is given of some results of H. Donnelly-P. Li and L. Schwartz concerning the behaviour of heat semigroups on open manifolds with given compactifications, on one hand, and the relationship with the behaviour at infinity…
We propose higher-order isoparametric finite element approximations for mean curvature flow and surface diffusion. The methods are natural extensions of the piecewise linear finite element methods introduced by Barrett, Garcke, and…
The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…
We consider convexity and monotonicity properties for some functions related to the $q$-gamma function. As applications, we give a variety of inequalities for the $q$-gamma function, the $q$-digamma function $\psi_q(x)$, and the $q$-series.…
Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel…
In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…