Related papers: Estimates for Kantorovich functionals between solu…
The interaction of charged particles, moving in a uniform magnetic field, with a plane-polarized gravitational wave is considered using the Fokker-Planck- Kolmogorov (FPK) approach. By using a stochasticity criterion, we determine the exact…
We study qualitative properties of solutions to double divergence form elliptic equations (or stationary Kolmogorov equations) on~$\mathbb{R}^d$. It is shown that the Harnack inequality holds for nonnegative solutions if the diffusion…
We prove continuity properties for the flow map associated to the defocusing energy-subcritical power-like nonlinear Schr{\"o}dinger equation, when the power varies. We show local in time continuity in the energy space for any power, and…
We present a priori estimates and unique solvability results in the mixed-norm Lebesgue spaces for kinetic Kolmogorov-Fokker-Planck (KFP) equation in divergence form. The leading coefficients are bounded uniformly nondegenerate with respect…
We give some Korovkin-type theorems on convergence and estimates of rates of approximations of nets of functions, satisfying suitable axioms, whose particular cases are filter/ideal convergence, almost convergence and triangular…
One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…
We study the degenerate Kolmogorov equations (also known as kinetic Fokker-Planck equations) in nondivergence form. The leading coefficients $a^{ij}$ are merely measurable in $t$ and satisfy the vanishing mean oscillation (VMO) condition in…
We show the existence and uniqueness of fundamental solution operators to Kolmo\-gorov-Fokker-Planck equations with rough (measurable) coefficients and local or integral diffusion on finite and infinite time strips. In the local case, that…
In view of the role of reaction equations in physical problems, the authors derive the explicit solution of a fractional reaction equation of general character, that unifies and extends earlier results. Further, an alternative shorter…
We obtain gradient estimates on solutions to parabolic Kolmogorov equation with singular drift in a large class. Such estimates allow to construct a Feller evolution family, which is used to construct unique weak solutions to the…
We derive the fluctuation-dissipation relation and explore its connection with the equipartition theorem and Maxwell-Boltzmann statistics through the use of different stochastic analytical techniques. Our first approach is the theory of…
For the particles undergoing the anomalous diffusion with different waiting time distributions for different internal states, we derive the Fokker-Planck and Feymann-Kac equations, respectively, describing positions of the particles and…
A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…
We consider a non-standard finite-volume discretization of a strongly non-linear fourth order diffusion equation on the $d$-dimensional cube, for arbitrary $d \geq 1$. The scheme preserves two important structural properties of the…
An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…
We analytically solve for the time dependent solutions of various density evolution models. With specific forms of the diffusion, drift and sink coefficients, the eigenfunctions can be expressed in terms of hypergeometric functions. We…
Energy bounds for Kantorovich transport distances are developed for convex cost functions. The main results extend estimates due to M. Ledoux for the Kantorovich distances $W_p$.
A stochastic solution is constructed for a fractional generalization of the KPP (Kolmogorov, Petrovskii, Piskunov) equation. The solution uses a fractional generalization of the branching exponential process and propagation processes which…
This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…