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The goal of this note is to state the optimal decay rate for solutions of the nonlinear fast diffusion equation and, in self-similar variables, the optimal convergence rates to Barenblatt self-similar profiles and their generalizations. It…

Analysis of PDEs · Mathematics 2015-05-13 Matteo Bonforte , Jean Dolbeault , Gabriele Grillo , Juan-Luis Vázquez

We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…

Analysis of PDEs · Mathematics 2014-10-27 Anton Arnold , Jan Erb

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…

Analysis of PDEs · Mathematics 2009-10-20 I. C. Kim , H. K. Lei

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…

Statistical Mechanics · Physics 2020-02-14 W. Moon , N. J. Balmforth , J. S. Wettlaufer

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

Analysis of PDEs · Mathematics 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich

The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…

Statistical Mechanics · Physics 2009-06-09 Tomasz Srokowski

Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…

Nuclear Theory · Physics 2007-05-23 Noboru Takigawa , Sakir Ayik , Sachie Kimura

We present a formulation of an optimal control problem for a two-dimensional diffusion process governed by a Fokker-Planck equation to achieve a nonequilibrium steady state with a desired circulation while accelerating convergence toward…

Systems and Control · Electrical Eng. & Systems 2026-03-26 Norihisa Namura , Hiroya Nakao

The propagation of charged particles through a scattering medium in the presence of a magnetic field can be described by a Fokker-Planck equation with Lorentz force. This model is studied both, from a theoretical and a numerical point of…

Numerical Analysis · Mathematics 2025-09-24 Vincent Bosboom , Herbert Egger , Matthias Schlottbom

We consider nonlinear drift-diffusion equations (both porous medium equations and fast diffusion equations) with a measure-valued external force. We establish existence of nonnegative weak solutions satisfying gradient estimates, provided…

Analysis of PDEs · Mathematics 2025-01-15 Sukjung Hwang , Kyungkeun Kang , Hwa Kil Kim , Jung-Tae Park

We discuss diffusion of particles in a spatially inhomogeneous medium. From the microscopic viewpoint we consider independent particles randomly evolving on a lattice. We show that the reversibility condition has a discrete geometric…

Statistical Mechanics · Physics 2018-11-14 Daniele Andreucci , Emilio N. M. Cirillo , Matteo Colangeli , Davide Gabrielli

We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…

Classical Physics · Physics 2021-10-04 Yuri S. Djikaev , Eli Ruckenstein , Mark Swihart

We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…

Probability · Mathematics 2019-10-22 Huaiqian Li , Dejun Luo

This paper investigates the initial-boundary value problem for weakly coupled systems of time-fractional subdiffusion equations with spatially and temporally varying coupling coefficients. By combining the energy method with the coercivity…

Analysis of PDEs · Mathematics 2025-10-16 Zhiyuan Li , Yikan Liu , Kazuma Wada

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…

Probability · Mathematics 2013-09-19 Francois Bolley , Arnaud Guillin , Florent Malrieu

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We study the influence of the boundary conditions at the solid liquid interface on diffusion in a confined fluid. Using an hydrodynamic approach, we compute numerical estimates for the diffusion of a particle confined between two planes.…

Materials Science · Physics 2015-06-25 Anthony Saugey , Laurent Joly , Christophe Ybert , Jean-Louis Barrat , Lyderic Bocquet

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

Statistical Mechanics · Physics 2026-05-19 Alessandro Taloni , Gianni Pagnini , Aleksei Chechkin
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