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In this paper we study one dimensional parabolic free boundary value problem with a nonlocal (integro-differential) condition on the free boundary. We establish global existence-uniqueness of classical solutions assuming that the…

Analysis of PDEs · Mathematics 2012-11-06 Rossitza Semerdjieva

For quantum computers to become useful tools to physicists, engineers and computational scientists, quantum algorithms for solving nonlinear differential equations need to be developed. Despite recent advances, the quest for a solver that…

Quantum Physics · Physics 2024-01-25 Felix Tennie , Luca Magri

The Nonlinear Noisy Leaky Integrate and Fire neuronal models are mathematical models that describe the activity of neural networks. These models have been studied at a microscopic level, using Stochastic Differential Equations, and at a…

Neurons and Cognition · Quantitative Biology 2020-11-12 María J. Cáceres , Alejandro Ramos-Lora

Many systems of partial differential equations have been proposed as simplified representations of complex collective behaviours in large networks of neurons. In this survey, we briefly discuss their derivations and then review the…

Analysis of PDEs · Mathematics 2025-01-13 José A Carrillo , Pierre Roux

We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…

Numerical Analysis · Mathematics 2022-03-30 R. D. Mills-Williams , B. D. Goddard , G. A. Pavliotis

This paper concerns the proof of the exponential rate of convergence of the solution of a Fokker-Planck equation, with a drift term not being the gradient of a potential function and endowed by Robin type boundary conditions. This kind of…

Analysis of PDEs · Mathematics 2016-03-24 J-A Carrillo , Simona Mancini , M. -B Tran

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

Numerical Analysis · Mathematics 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

Populations of spiking neuron models have densities of their microscopic variables (e.g., single-cell membrane potentials) whose evolution fully capture the collective dynamics of biological networks, even outside equilibrium. Despite its…

Neurons and Cognition · Quantitative Biology 2021-11-08 Gianni V. Vinci , Maurizio Mattia

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

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…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…

Analysis of PDEs · Mathematics 2026-03-30 Giovanni Brigati , Guillaume Carlier , Jean Dolbeault

The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…

Probability · Mathematics 2021-03-30 Michele Coghi , Benjamin Gess

Solving the stationary nonlinear Fokker-Planck equations is important in applications and examples include the Poisson-Boltzmann equation and the two layer neural networks. Making use of the connection between the interacting particle…

Numerical Analysis · Mathematics 2023-10-03 Lei Li , Yijia Tang , Jingtong Zhang

We describe the structure of solutions of the kinetic Fokker-Planck equations in domains with boundaries near the singular set in one-space dimension. We study in particular the behaviour of the solutions of this equation for inelastic…

Analysis of PDEs · Mathematics 2018-02-21 Hyung Ju Hwang , Juhi Jang , Juan J. L. Velázquez

We prove the global classical solvability of initial-boundary problems for semilinear first-order hyperbolic systems subjected to local and nonlocal nonlinear boundary conditions. We also establish lower bounds for the order of nonlinearity…

Analysis of PDEs · Mathematics 2025-12-10 Irina Kmit

In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…

Analysis of PDEs · Mathematics 2025-03-04 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

In this paper, global well-posedness of the non-Markovian Unruh-Zurek and Hu-Paz-Zhang master equations with nonlinear electrostatic coupling is demonstrated. They both consist of a Wigner-Poisson like equation subjected to a dissipative…

Analysis of PDEs · Mathematics 2018-12-03 Miguel A. Alejo , José Luis López

We prove global existence and blow-up of solutions of initial-boundary value problem for nonlinear nonlocal parabolic equation with nonlinear nonlocal boundary condition. Obtained results depend on the behavior of variable coefficients for…

Analysis of PDEs · Mathematics 2020-05-20 Alexander Gladkov , Tatiana Kavitova

First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…

Analysis of PDEs · Mathematics 2024-05-02 Pinak Mandal , Amit Apte

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang
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