English
Related papers

Related papers: On uniqueness of solutions to nonlinear Fokker--Pl…

200 papers

An $L^2(R^d)$-valued stochastic N-interacting particle systems is investigated. Existence and uniqueness of solutions for the degenerate nonlinear Fokker-Planck equation for probability measures that corresponds to the mean field limit…

Probability · Mathematics 2023-10-16 Xueru Liu , Xuan Yang , Wei Wang

The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We…

Probability · Mathematics 2016-09-02 Michael Röckner , Francesco Russo

The Cauchy-type problem for a nonlinear differential equation involving Hilfer fractional derivative is considered. We prove existence, uniqueness and continuous dependence of a solution for Cauchy-type problem using successive…

Classical Analysis and ODEs · Mathematics 2017-04-10 D. B. Dhaigude , Sandeep P. Bhairat

We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients. Precise conditions on the time-inhomogeneous coefficients…

Probability · Mathematics 2021-05-14 Leif Döring , Lukas Gonon , David J. Prömel , Oleg Reichmann

In this paper we investigate the uniqueness of solutions of the steady planar Navier-Stokes equations with different boundary conditions in the exterior domain. For a class of incompressible flow with constant vorticity, we prove the…

Analysis of PDEs · Mathematics 2022-06-30 Zhengguang Guo , Wendong Wang

When a solution to the Cauchy problem for nonlinear dispersive equations is obtained by a fixed point argument using auxiliary function spaces, it is non-trivial to ensure uniqueness of solutions in a natural space such as the class of…

Analysis of PDEs · Mathematics 2021-07-20 Nobu Kishimoto

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

We show that solutions of nonlinear nonlocal Fokker--Planck equations in a bounded domain with no-flux boundary conditions can be approximated by Cauchy problems with increasingly strong confining potentials defined in the whole space. Two…

Analysis of PDEs · Mathematics 2019-03-12 Luca Alasio , Maria Bruna , José Antonio Carrillo

In this paper we give an explicit representation of the solutions of a characteristic Cauchy problem for a class of PDEs with singular coefficients. We give the explicit solutions in terms of the Gauss hypergeometric functions, which enable…

Analysis of PDEs · Mathematics 2019-09-27 Mohamed Amine Kerker

We prove a superposition principle for nonlinear Fokker-Planck-Kolmogorov equations on Euclidean spaces and their corresponding linearized first-order continuity equation over the space of Borel (sub-)probability measures. As a consequence,…

Probability · Mathematics 2022-04-21 Marco Rehmeier

In this short note, we show a uniqueness result of the energy solutions for the Cauchy problem of Schrodinger flow in the whole space $R^n$ provided there is a smooth solution in the energy class.

Analysis of PDEs · Mathematics 2008-10-17 Li Ma , Lin Zhao , Jing Wang

The Cauchy problem for a multidimensional linear transport equation with discontinuous coefficient is investigated. Provided the coefficient satisfies a one-sided Lipschitz condition, existence, uniqueness and weak stability of solutions…

Analysis of PDEs · Mathematics 2007-05-23 Francois James , Simona Mancini , Francois Bouchut

By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…

Probability · Mathematics 2020-08-20 Xing Huang , Michael Röckner , Feng-Yu Wang

The Cauchy problem is studied for the self-adjoint and non-self-adjoint Schroedinger equations. We first prove the existence and uniqueness of solutions in the weighted Sobolev spaces. Secondly we prove that if potentials are depending…

Mathematical Physics · Physics 2019-03-14 W. Ichinose , T. Aoki

In a recent paper, Struwe considered the Cauchy problem for a class of nonlinear wave and Scr\"odinger equations. Under some assumptions on the nonlinearities, it was shown that uniqueness of classical solutions can be obtained in the much…

Analysis of PDEs · Mathematics 2013-01-23 Mohamed Majdoub , Nader Masmoudi

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…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

In this work, we consider the discretization of some nonlinear Fokker-Planck-Kolmogorov equations. The scheme we propose preserves the non-negativity of the solution, conserves the mass and, as the discretization parameters tend to zero,…

Numerical Analysis · Mathematics 2018-01-03 Elisabetta Carlini , Francisco J. Silva

We study existence and uniqueness of bounded solutions to a fractional nonlinear porous medium equation with a variable density, in one space dimension.

Analysis of PDEs · Mathematics 2012-12-20 Fabio Punzo , Gabriele Terrone

This paper investigates the nonlinear Schr\"{o}dinger equation with a singular convolution potential. It demonstrates the local well-posedness of this equation in a modified Sobolev space linked to the energy. Additionally, we derive…

Analysis of PDEs · Mathematics 2024-04-05 Amin Esfahani , Achenef Tesfahun

We investigate local regularity properties of weak solutions to a broad class of nonlinear nonlocal kinetic Kolmogorov-Fokker-Planck equations. In particular, we focus on proving an interpolative apriori boundedness estimate for weak…

Analysis of PDEs · Mathematics 2025-08-29 Francesca Anceschi , Mirco Piccinini