Related papers: On polynomial solutions to Fokker-Planck and sinke…
We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi…
When studying boundary value problems for some partial differential equations arising in applied mathematics, we often have to study the solution of a system of partial differential equations satisfied by hypergeometric functions and find…
In recent developments, a general approach for solving Riemann--Hilbert problems numerically has been developed. We review this numerical framework, and apply it to the calculation of orthogonal polynomials on the real line. Combining this…
We prove existence, uniqueness and regularity of weak solutions of Kolmogorov--Fokker--Planck equations with either local or non-local diffusion in the velocity variable and rough diffusion coefficients or kernels. Our results cover the…
We provide an analytical solution for the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle trapped in an isotropic harmonic potential. Using the passive Brownian particle as basis states we show that the…
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,…
We study solutions of the Volterra lattice satisfying the stationary equation for its non-autonomous symmetry. It is shown that the dynamics in $t$ and $n$ are governed by the continuous and discrete Painlev\'e equations, respectively. The…
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…
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…
We review some results on the logarithmic convexity for evolution equations, a well-known method in inverse and ill-posed problems. We start with the classical case of self-adjoint operators. Then, we analyze the case of analytic…
We propose a prescription based on the Fokker-Planck equation in the Stratonovich approach, with the diffusion coefficient dependent on temporal and spatial coordinates, for describing heat conduction by phonons in small structures. This…
We establish a spectral representation for solutions to linear Hamilton equations with positive definite energy in a Hilbert space. Our approach is a special version of M. Krein's spectral theory of J-selfadjoint operators is the Hilbert…
We first prove a homogenization result for the fundamental solution of the linear kinetic Fokker Planck equation. We show that this solution converges, in an averaged $L^2$ sense, to the fundamental solution of an effective heat equation…
We study the spectral problems associated with the finite-difference operators $H_N = 2 \cosh(p) + V_N(x)$, where $V_N(x)$ is an arbitrary polynomial potential of degree $N$. These systems can be regarded as a solvable deformation of the…
In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…
We discuss the radiation problem of total reflection for a time-harmonic generalized Maxwell system in a non-smooth exterior domain with non-smooth inhomogeneous, anisotropic coefficients converging near infinity with a certain rate towards…
One proves the $H$-theorem for mild solutions to a nondegenerate, nonlinear Fokker-Planck equation $$ u_t-\Delta\beta(u)+{\rm div}(D(x)b(u)u)=0, \ t\geq0, \ x\in\mathbb{R}^d,\qquad (1)$$ and under appropriate hypotheses on $\beta,$ $D$ and…
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 recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…