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We study the long-time dynamics of two-dimensional linear Fokker-Planck equations driven by a drift that can be decomposed in the sum of a large shear component and the gradient of a regular potential depending on one spatial variable. The…

Analysis of PDEs · Mathematics 2020-08-28 Michele Coti Zelati , Grigorios A. Pavliotis

Hypocoercivity methods are applied to linear kinetic equations without any space confinement, when local equilibria have a sub-exponential decay. By Nash type estimates, global rates of decay are obtained, which reflect the behavior of the…

Analysis of PDEs · Mathematics 2024-01-12 Emeric Bouin , Jean Dolbeault , Laurent Lafleche , Christian Schmeiser

In this note, we consider a kinetic Fokker-Planck-Alignment equation with Rayleigh-type friction and self-propulsion force which is derived from general environmental averaging models. We show the exponential relaxation in time toward…

Analysis of PDEs · Mathematics 2023-10-26 Vinh Nguyen

We present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…

Analysis of PDEs · Mathematics 2022-10-06 Alain Blaustein , Francis Filbet

We consider an inhomogeneous linear Boltzmann equation, with an external confining potential. The collision operator is a simple relaxation toward a local Maxwellian, therefore without diffusion. We prove the exponential time decay toward…

Analysis of PDEs · Mathematics 2007-05-23 Frederic Herau

We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining…

Analysis of PDEs · Mathematics 2010-05-11 Jean Dolbeault , Clément Mouhot , Christian Schmeiser

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…

Mathematical Physics · Physics 2012-10-03 Simone Calogero

We prove long-time contractivity estimates and exponential rates of convergence to equilibrium for solutions of hypoelliptic diffusion equations, which include the well-known Kolmogorov equation and similar kinetic Fokker-Planck equations…

Analysis of PDEs · Mathematics 2025-10-15 Nicolò Forcillo , Alessio Porretta

This contribution deals with $\mathrm L^2$ hypocoercivity methods for kinetic Fokker-Planck equations with integrable local equilibria and a \emph{factorisation} property that relates the Fokker-Planck and the transport operators. Rates of…

Analysis of PDEs · Mathematics 2023-08-10 Emeric Bouin , Jean Dolbeault , Luca Ziviani

In this paper, we study the hypocoercivity for a class of linear kinetic equations with both transport and degenerately dissipative terms. As concrete examples, the relaxation operator, Fokker-Planck operator and linearized Boltzmann…

Analysis of PDEs · Mathematics 2009-12-10 Renjun Duan

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…

Mathematical Physics · Physics 2009-11-13 Choon-Lin Ho , Yan-Min Dai

The purpose of this paper is to extend the hypocoercivity results for the kinetic Fokker-Planck equation in $H^1$ space in Villani's memoir \cite{Villani} to higher order Sobolev spaces. As in the $L^2$ and $H^1$ setting, there is lack of…

Analysis of PDEs · Mathematics 2020-12-14 Chaoen Zhang

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…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

This memoir attempts at a systematic study of convergence to stationary state for certain classes of degenerate diffusive equations, by means of well-chosen Lyapunov functionals. Typical examples are the kinetic Fokker--Planck and Boltzmann…

Analysis of PDEs · Mathematics 2007-05-23 C. Villani

This paper explores the use of a discrete singular convolution algorithm as a unified approach for numerical integration of the Fokker-Planck equation. The unified features of the discrete singular convolution algorithm are discussed. It is…

Computational Physics · Physics 2009-11-06 G. W. Wei

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

In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…

Numerical Analysis · Mathematics 2022-07-26 Nathalie Ayi , Maxime Herda , Hélène Hivert , Isabelle Tristani

We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…

Numerical Analysis · Mathematics 2016-10-24 Kim Ngan Le , William McLean , Kassem Mustapha

We employ weak hypocoercivity methods to study the long-term behavior of operator semigroups generated by degenerate Kolmogorov operators with variable second-order coefficients, which solve the associated abstract Cauchy problem. We prove…

Probability · Mathematics 2021-10-13 Alexander Bertram , Martin Grothaus
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