Related papers: On polynomial solutions to Fokker-Planck and sinke…
Numerical solutions of stationary diffusion equations on the unit sphere with isotropic lognormal diffusion coefficients are considered. H\"older regularity in $L^p$ sense for isotropic Gaussian random fields is obtained and related to the…
In this short communication, we announce an algorithmic procedure for constructing non-uniqueness counter-examples of classical solutions to initial-boundary-value problems for a wide class of linear evolution partial differential…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
We investigate stochastic parabolic evolution equations with time-dependent random generators and locally Lipschitz continuous drift terms. Using pathwise mild solutions, we construct an infinite-dimensional stationary Ornstein-Uhlenbeck…
We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
We prove the uniqueness and nondegeneracy of least-energy solutions of a fractional Dirichlet semilinear problem in sufficiently large balls and in more general symmetric domains. Our proofs rely on uniform estimates on growing domains, on…
We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations…
Bounded holomorphic interpolation problems associated to finitely many data have, in general, distinct solutions. Uniqueness arises only in some convex extreme configurations. Rational inner functions in a polydisk are the best understood…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
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…
The Goldberg-Ostrovskii problem asks whether finite-order solutions of a linear differential equation inherit the property of completely regular growth (c.r.g.) from its coefficients. While Bergweiler's counterexample demonstrated that the…
The paper deals with the homogenization of a linear Boltzmann equation by the means of the sigma-convergence method. Under a general deterministic assumption on the coefficients of the equation, we prove that the density of the particles…
We consider a nonlinear Fokker-Planck equation derived from a Cucker-Smale model for flocking with noise. There is a known phase transition depending on the noise between a regime with a unique stationary solution which is isotropic…
Spectral methods are well suited for solving hydrodynamic problems in which the self-gravity of the flow needs to be considered. Because Poisson's equation is linear, the numerical solution for the gravitational potential for each…
We develop a spectrally accurate numerical method to compute solutions of a model partial differential equation used in plasma physics to describe diffusion in velocity space due to Fokker-Planck collisions. The solution is represented as a…
We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional…
We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to…