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This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck…

Analysis of PDEs · Mathematics 2026-01-27 Anton Arnold , Marlies Pirner , Gayrat Toshpulatov

Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…

Populations and Evolution · Quantitative Biology 2019-07-15 Jens Christian Claussen

We introduce a forward-backward-forward (FBF) algorithm for solving bilevel equilibrium problem associated with bifunctions on a real Hilbert space. This modifies the forward-backward algorithm by relaxing cocoercivity with monotone and…

Optimization and Control · Mathematics 2024-03-19 Kanchan Mittal , Pankaj Gautam , V. Vetrivel

We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive operators by using Schur complements, rather than from an exponential decay of the evolution semigroup combined with a time integral. We present…

Analysis of PDEs · Mathematics 2021-09-13 E. Bernard , M. Fathi , A. Levitt , G. Stoltz

We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…

Soft Condensed Matter · Physics 2009-11-11 E. Arvedson , M. Wilkinson , B. Mehlig , K. Nakamura

This paper is devoted to the adaptation of the method developed in [4,3] to a Fokker-Planck equation for fiber lay-down which has been studied in [1,5]. Exponential convergence towards a unique stationary state is proved in a norm which is…

Analysis of PDEs · Mathematics 2014-01-15 Jean Dolbeault , Axel Klar , Clément Mouhot , Christian Schmeiser

In this work we provide performance guarantees for hypocoercive non-reversible MCMC samplers $X_t$ with invariant measure $\mu_*$; our results apply in particular to the Langevin equation, Hamiltonian Monte-Carlo, and the bouncy particle…

Probability · Mathematics 2025-10-13 Jeremiah Birrell , Luc Rey-Bellet

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

We study hypocoercivity for a class of linear and linearized BGK models for discrete and continuous phase spaces. We develop methods for constructing entropy functionals that prove exponential rates of relaxation to equilibrium. Our…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Eric A. Carlen

This paper studies convergence to equilibrium for the spatially inhomogeneous linear relaxation Boltzmann equation in Boltzmann entropy and related entropy functionals the $p$-entropies. Villani proved in \cite{V09} entropic hypocoercivity…

Analysis of PDEs · Mathematics 2019-07-30 Josephine Evans

We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein $\mathcal{W}_2$ distance. Finally,…

Probability · Mathematics 2025-03-25 Helge Dietert , Josephine Evans , Thomas Holding

The aim of this article is to construct solutions to second order in time stochastic partial differential equations and to show hypocoercivity of the corresponding transition semigroups. More generally, we analyze non-linear…

Probability · Mathematics 2023-06-21 Benedikt Eisenhuth , Martin Grothaus

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

This paper presents a new type of Gronwall-Bellman inequality, which arises from a class of integral equations with a mixture of nonsingular and singular integrals. The new idea is to use a binomial function to combine the known…

Classical Analysis and ODEs · Mathematics 2015-11-03 Qiong Wu

In this paper, hypocoercivity methods are applied to linear kinetic equations with mass conservation and without confinement, in order to prove that the solutions have an algebraic decay rate in the long-time range, which the same as the…

Analysis of PDEs · Mathematics 2019-09-30 Emeric Bouin , Jean Dolbeault , Stéphane Mischler , Clément Mouhot , Christian Schmeiser

This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_\beta \langle v \rangle^{-\beta}$, in particular non-symmetric and non-centred. This work…

Probability · Mathematics 2024-12-03 Dahmane Dechicha

This work is devoted to the analysis of the linear Boltzmann equation in a bounded domain, in the presence of a force deriving from a potential. The collision operator is allowed to be degenerate in the following two senses: (1) the…

Analysis of PDEs · Mathematics 2014-02-03 Daniel Han-Kwan , Matthieu Léautaud

In recent work, Chow, Huang, Li and Zhou introduced the study of Fokker-Planck equations for a free energy function defined on a finite graph. When $N\ge 2$ is the number of vertices of the graph, they show that the corresponding…

Classical Analysis and ODEs · Mathematics 2014-09-03 Rui Che , Wen Huang , Yao Li , Prasad Tetali

Dynamical disorder motivates fluctuating rate coefficients in phenomenological, mass-action rate equations. The reaction order in these rate equations is the fixed exponent controlling the dependence of the rate on the number of species.…

Statistical Mechanics · Physics 2015-03-05 Jonathan W. Nichols , Shane W. Flynn , Jason R. Green

In this work, we provide a comprehensive gradient regularity theory for a broad class of nonlinear kinetic Fokker-Planck equations. We achieve this by establishing precise pointwise estimates in terms of the data in the spirit of nonlinear…

Analysis of PDEs · Mathematics 2025-02-14 Kyeongbae Kim , Ho-Sik Lee , Simon Nowak
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