Related papers: Fractional Fokker-Planck equation
We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…
In this paper, we investigate the fundamental solution of the fractional Fokker-Planck equation. Utilizing the Littlewood-Paley decomposition technology, we present a concise proof of the pointwise estimate for the fundamental solution.
A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…
A time-stepping $L1$ scheme for solving a time fractional Fokker-Planck equation of order $\alpha \in (0, 1)$, with a general driving force, is investigated. A stability bound for the semi-discrete solution is obtained for…
We consider fractional partial differential equations posed on the full space $\R^d$. Using the well-known Caffarelli-Silvestre extension to $\R^d \times \R^+$ as equivalent definition, we derive existence and uniqueness of weak solutions.…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
It is well known that in quantum gravity, the very geometry of space and time is subject to continual fluctuation. The mathematical formulation for this old theory is still lacking. This article formulates this more than forty-year-old…
We study a semilinear equation involving the fractional Laplacian on the hyperbolic space $\mathbb{H}^n$. Unlike in conformally compact Einstein manifolds, the fractional Laplacian on $\mathbb{H}^n$ does not enjoy conformal covariance. By…
In this work we introduce two different generalizations of the Fokker-Planck equation in (1+1) dimensions by replacing the spatial derivatives in terms of generalized Dunkl-type derivatives involving reflection operators. As applications of…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…
In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
We investigate a family of generalized Fokker-Planck equations that contains Richardson and porous media equations as members. Considering a confining drift term that is related to an effective potential, we show that each equation of this…
We consider the kinetic Fokker-Planck equation with weak confinement force. We proved some (polynomial and sub-exponential) rate of convergence to the equilibrium (depending on the space to which the initial datum belongs). Our results…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
In this paper we consider approximations of Neumann problems for the integral fractional Laplacian by continuous, piecewise linear finite elements. We analyze the weak formulation of such problems, including their well-posedness and…
We prove the exponential convergence to the equilibrium, quantified by R\'enyi divergence, of the solution of the Fokker-Planck equation with drift given by the gradient of a strictly convex potential. This extends the classical exponential…
Global time estimates of Lp-Lq norms of solutions to general strictly hyperbolic partial differential equations are considered. The case of special interest in this paper are equations exhibiting the dissipative behaviour. Results are…
In this paper, we are concerned with the global well-posedness and time-asymptotic decay of the Vlasov-Fokker-Planck equation with local alignment forces. The equation can be formally derived from an agent-based model for self-organized…