Related papers: Bakry-Emery meet Villani
L\'{e}vy flights can be described using a Fokker-Planck equation which involves a fractional derivative operator in the position co-ordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…
We extend the De Giorgi--Nash--Moser theory to a class of kinetic Fokker-Planck equations and deduce new results on the Landau-Coulomb equation. More precisely, we first study the H{\"o}lder regularity and establish a Harnack inequality for…
A compressible Oldroyd--B type model with stress diffusion is derived from a compressible Navier--Stokes--Fokker--Planck system arising in the kinetic theory of dilute polymeric fluids, where polymer chains immersed in a barotropic,…
Uniform error estimates of a bi-fidelity method for a kinetic-fluid coupled model with random initial inputs in the fine particle regime are proved in this paper. Such a model is a system coupling the incompressible Navier-Stokes equations…
We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…
We show a symmetric Markov diffusion semigroup satisfies a weighted contractivity condition if and only if a $L^2$-Hardy inequality holds, and we give a Bakry-\'Emery type criterion for the former. We then give some applications.
We propose and study discontinuous Galerkin methods for strongly degenerate convection-diffusion equations perturbed by a fractional diffusion (L\'evy) operator. We prove various stability estimates along with convergence results toward…
We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of…
This paper deals with the study of some particular kinetic models, where the randomness acts only on the velocity variable level. Usually, the Markovian generator cannot satisfy any Poincar\'e's inequality. Hence, no Gronwall's lemma can…
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…
This work collects some methodological insights for numerical solution of a "minimum-dispersion" control problem for nonlinear stochastic differential equations, a particular relaxation of the covariance steering task. The main ingredient…
This paper is devoted to Fokker-Planck and linear kinetic equations with very weak confinement corresponding to a potential with an at most logarithmic growth and no integrable stationary state. Our goal is to understand how to measure the…
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…
Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…
A chain of kinetic equations for non-equilibrium one-particle, two-particle and $ s $-particle distribution functions of particles which take into account nonlinear hydrodynamic fluctuations is proposed. The method of Zubarev…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
The purpose of this note is to provide a short cut presentation of a Mayer-Vietoris formula due to Burghelea-Friedlander-Kappeler for the regularized determinant in the case of elliptic operators of Laplace Beltrami type in the form…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…