Related papers: Bakry-Emery meet Villani
In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
In this lectures given at the Morning side center of Mathematics in October 2016, we present in a very simple framework Hilbertian hypocoercive methods in the case of 1d kinetic inhomogeneous equations, and some illustrations concerning…
We introduce a practical method for incorporating equality and inequality constraints in global optimization methods based on stochastic interacting particle systems, specifically consensus-based optimization (CBO) and ensemble Kalman…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…
The goal of this paper is to study weak solutions of the Fokker-Planck equation. We first discuss existence and uniqueness of weak solutions in an irregular context, providing a unified treatment of the available literature along with some…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
We consider kinetic Fokker-Planck (or Vlasov-Fokker-Planck) equations on the torus with Maxwellian or fat tail local equilibria. Results based on weak norms have recently been achieved by S. Armstrong and J.-C. Mourrat in case of Maxwellian…
We provide a mathematical analysis of appearance of the concentrations (as Dirac masses) of the solution to a Fokker-Planck system with asymmetric potentials. This problem has been proposed as a model to describe motor proteins moving along…
The Fokker-Planck equation needs to be modified when the diffusion parameters are not constant, in order to match it with the backward equation. It even becomes simpler, and the integration of the underlying stochastic differential equation…
Kinetic equilibration at late times is physically required for heavy particles in a finite temperature medium. In Fokker-Planck dynamics, it is ensured by the Einstein relation between the drag and longitudinal momentum diffusion…
We consider the modeling of light beams propagating in highly forward-peaked turbulent media by fractional Fokker-Planck equations and their approximations by fractional Fermi pencil-beam models. We obtain an error estimate in a…
Accurate free-energy estimation is essential in molecular simulation, yet the periodic boundary conditions (PBC) commonly used in computer simulations have rarely been explicitly exploited. Equilibrium methods such as umbrella sampling,…
Model reduction methods for bilinear control systems are compared by means of practical examples of Liouville-von Neumann and Fokker--Planck type. Methods based on balancing generalized system Gramians and on minimizing an H2-type cost…
We propose a new stabilised finite element method for the classical Kolmogorov equation. The latter serves as a basic model problem for large classes of kinetic-type equations and, crucially, is characterised by degenerate diffusion. The…
In this paper we study the sensitivities of electron dose calculations with respect to the stopping power and the transport coefficients. We focus on the application to radiotherapy simulations. We use a Fokker-Planck approximation to the…
We consider a class of nonlinear, spatially inhomogeneous kinetic equations of BGK-type with density dependent collision rates. These equations share the same superlinearity as the Boltzmann equation, and fall into the class of run and…
We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…
A sequence $\{\delta_n^{(k)}\}$ associated to a Bochner differential operator is introduced as an effective tool to study this kind of operators. Some properties of this sequence are proven and used to deduce that a particular operator…