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We characterize a stochastic dynamical system with tempered stable noise, by examining its probability density evolution. This probability density function satisfies a nonlocal Fokker-Planck equation. First, we prove a superposition…

Dynamical Systems · Mathematics 2021-06-02 Li Lin , Jinqiao Duan , Xiao Wang , Yanjie Zhang

We extend the De Giorgi--Nash--Moser theory to a class of kinetic Fokker-Planck equations and deduce new results on the Landau-Coulomb equation. More precisely, we first study the H{\"o}lder regularity and establish a Harnack inequality for…

Analysis of PDEs · Mathematics 2017-02-03 F Golse , Cyril Imbert , Clément Mouhot , A Vasseur

In this contribution we show that a suitably defined nonequilibrium entropy of an N-body isolated system is not a constant of the motion in general and its variation is bounded, the bounds determined by the thermodynamic entropy, i.e., the…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid

In the research community, there exists the strong belief that a continuous Galerkin scheme is notoriously unstable and additional stabilization terms have to be added to guarantee stability. In the first part of the series [6], the…

Numerical Analysis · Mathematics 2019-12-19 Rémi Abgrall , Jan Nordström , Philipp Öffner , Svetlana Tokareva

In this work a non-conservative balance law formulation is considered that encompasses the rotating, compressible Euler equations for dry atmospheric flows. We develop a semi-discretely entropy stable discontinuous Galerkin method on…

Numerical Analysis · Mathematics 2022-08-31 Maciej Waruszewski , Jeremy E. Kozdon , Lucas C. Wilcox , Thomas H. Gibson , Francis X. Giraldo

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

Analysis of PDEs · Mathematics 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman

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 derive an inequality for the linear entropy, that gives sharp bounds for all finite dimensional systems. The derivation is based on generalised Bloch decompositions and provides a strict improvement for the possible distribution of…

Quantum Physics · Physics 2019-10-18 Simon Morelli , Claude Klöckl , Christopher Eltschka , Jens Siewert , Marcus Huber

Hyperbolic-parabolic systems have spatially homogenous stationary states. When the dissipation is weak, one can derive weakly nonlinear-dissipative approximations that govern perturbations of these constant states. These approximations are…

Analysis of PDEs · Mathematics 2009-04-24 Ning Jiang , C. David Levermore

We consider a damped linear hyperbolic system modelling the propagation of pressure waves in a network of pipes. Well-posedness is established via semi-group theory and the existence of a unique steady state is proven in the absence of…

Numerical Analysis · Mathematics 2016-05-11 Herbert Egger , Thomas Kugler

We develop a discretely entropy-stable line-based discontinuous Galerkin method for hyperbolic conservation laws based on a flux differencing technique. By using standard entropy-stable and entropy-conservative numerical flux functions,…

Numerical Analysis · Mathematics 2019-05-01 Will Pazner , Per-Olof Persson

Computing the stochastic entropy production associated with the evolution of a stochastic dynamical system is a well-established problem. In a small number of cases such as the Ornstein-Uhlenbeck process, of which we give a complete…

Statistical Mechanics · Physics 2020-08-26 Richard J Martin , Ian J Ford

We introduce novel approximate systems for dispersive and diffusive-dispersive equations with nonlinear fluxes. For purely dispersive equations, we construct a first-order, strictly hyperbolic approximation. Local well-posedness of smooth…

Analysis of PDEs · Mathematics 2025-12-05 Rahul Barthwal , Firas Dhaouadi , Christian Rohde

The Integrate-and-Fire model is a Fokker-Planck equation arising in neuroscience. It describes the evolution of the probability density of the neuronal membrane potential and fitting has shown that the inclusion of a em superlinear drift…

Analysis of PDEs · Mathematics 2026-01-28 Benoît Perthame , Clément Rieutord , Delphine Salort

We consider the Fokker-Planck equation with subcritical confinement force field which may not derive from a potential function. We prove the existence of an equilibrium (in the case of a general force) and we establish some (polynomial and…

Analysis of PDEs · Mathematics 2020-10-12 Otared Kavian , Stéphane Mischler , Mamadou Ndao

We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence of classical solutions in the perturbative…

Analysis of PDEs · Mathematics 2007-08-01 Lukas Neumann , Christof Sparber

The entropy production rate is a central quantity in non-equilibrium statistical physics, scoring how far a stochastic process is from being time-reversible. In this paper, we compute the entropy production of diffusion processes at…

Statistical Mechanics · Physics 2023-06-19 Lancelot Da Costa , Grigorios A. Pavliotis

In this paper, we extend the concept of generalized entropy to uniform spaces, allowing computations beyond metrizable settings. We apply this to parabolic dynamics - systems with a unique fixed point uniformly attracting all compact…

Dynamical Systems · Mathematics 2025-07-02 Frederico A. C. L. Marinho , Hellen de Paula , Lucas H. R. de Souza

We study the gradient flow structure and long-time behavior of Fokker-Planck equations (FPE) on infinite graphs, along with a Talagrand-type inequality in this setting. We begin by constructing an infinite-dimensional Hilbert manifold…

Analysis of PDEs · Mathematics 2025-11-18 Jose A. Carrillo , Xinyu Wang