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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

Recently Frank and Seiringer have shown an isoperimetric inequality for nonlocal perimeter functionals arising from Sobolev seminorms of fractional order. This isoperimetric inequality is improved here in a quantitative form.

Analysis of PDEs · Mathematics 2011-02-14 Nicola Fusco , Vincent Millot , Massimiliano Morini

We have re-analyzed the dynamics of the thermal potential within Schwarzschild spacetime by employing the Fokker-Planck equation. We demonstrate that the Fokker-Planck equation reduces to a simplified form equivalent to a scaled quantum…

High Energy Physics - Theory · Physics 2025-06-06 Ojaswini Sharma , Aradhya Shukla

We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…

Statistical Mechanics · Physics 2026-04-14 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang

The fractional Fokker-Planck equation (FFPE) [R. Metzler, E. Barkai, J. Klafter, Phys. Rev. Lett., 82, 3563 (1999)] describes an anomalous sub diffusive behavior of a particle in an external force field. In this paper we present the…

Statistical Mechanics · Physics 2007-05-23 E. Barkai

In recent work of Nagasawa and the author, new interpolation inequalities between the deviation of curvature and the isoperimetric ratio were proved. In this paper, we apply such estimates to investigate the large-time behavior of the…

Analysis of PDEs · Mathematics 2018-11-29 Kohei Nakamura

In this paper, we developed the group analysis to the time Fractional Porous Medium Equation (FPME) and the time Fractional Dual Porous Medium Equation (FDPME). The symmetry groups and the corresponding optimal systems of these two…

Analysis of PDEs · Mathematics 2019-01-14 Ying Yang , Li-zhen Wang

In these notes we will survey recent results on various finitary approximation properties of infinite groups. We will discuss various restrictions on groups that are approximated for example by finite solvable groups or finite-dimensional…

Group Theory · Mathematics 2017-12-06 Andreas Thom

Non-Gaussian L\'evy noises are present in many models for understanding underlining principles of physics, finance, biology and more. In this work, we consider the Fokker-Planck equation(FPE) due to one-dimensional asymmetric L\'evy motion,…

Dynamical Systems · Mathematics 2018-03-05 Xiao Wang , Wenpeng Shang , Xiaofan Li , Jinqiao Duan , Yanghong Huang

In this note, we obtain the asymptotic estimate for the time derivative of the $\Phi$-entropy in terms of the lower bound on the Bakry-Emery $\Gamma_2$ curvature. In the cases of Hyperbolic space and Heisenberg group, we show that the time…

Differential Geometry · Mathematics 2011-08-12 Bin Qian

Score-based generative models (SGMs) learn a family of noise-conditional score functions corresponding to the data density perturbed with increasingly large amounts of noise. These perturbed data densities are linked together by the…

Machine Learning · Computer Science 2023-06-16 Chieh-Hsin Lai , Yuhta Takida , Naoki Murata , Toshimitsu Uesaka , Yuki Mitsufuji , Stefano Ermon

This manuscript investigates the curvature and topological properties of certain $\infty$-Einstein Finsler metrics on Finsler metric measure spaces. By imposing symmetry conditions, we construct a series of special metrics and analyze their…

Differential Geometry · Mathematics 2025-07-29 Bin Shen

The $\phi$-divergence-based moment method was recently introduced Abdelmalik et al. (2023) for the discretization of the radiative transfer equation. At the continuous level, this method is very close to the entropy-based MN methods and…

Numerical Analysis · Mathematics 2023-10-10 Micheal R A Abdelmalik , Zhenning Cai , Teddy Pichard

This paper consists of two halves. In the first half of the paper, we consider real-valued functions $f$ whose domain is the vertex set of a graph $G$ and that are Lipschitz with respect to the graph distance. By placing a uniform…

Combinatorics · Mathematics 2017-05-30 Matthew Yancey

The study of mixture models constitutes a large domain of research in statistics. In the first part of this work, we present phi-divergences and the existing methods which produce robust estimators. We are more particularly interested in…

Methodology · Statistics 2016-11-28 Diaa Al Mohamad

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

We discuss a general class of nonlinear mean-field Fokker-Planck equations [P.H. Chavanis, Phys. Rev. E, 68, 036108 (2003)] and show their applications in different domains of physics, astrophysics and biology. These equations are…

Statistical Mechanics · Physics 2009-11-11 Pierre-Henri Chavanis

We prove that the results regarding the Isoperimetric inequality and Cheeger constant formulated in terms of the Minkowski content, obtained by the authors in previous papers in the framework of essentially non-branching metric measure…

Metric Geometry · Mathematics 2019-05-08 Fabio Cavalletti , Andrea Mondino

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

Several inequalities for the isoperimetric ratio for plane curves are derived. In particular, we obtain interpolation inequalities between the deviation of curvature and the isoperimetric ratio. As applications, we study the large-time…

Analysis of PDEs · Mathematics 2018-11-27 Takeyuki Nagasawa , Kohei Nakamura