Related papers: Diffusion with very weak confinement
We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…
We consider a class of particle systems which appear in various applications such as approximation theory, plasticity, potential theory and space-filling designs. The positions of the particles on the real line are described as a global…
This paper investigates the diffusion limit of a kinetic BGK-type equation, focusing on its relaxation to a nonlinear aggregation-diffusion equation, where the diffusion exhibits a porous-medium-type nonlinearity. Unlike previous studies by…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. In spectral decomposition of Fokker - Planck equation solution we preserve only terms with the smallest degree of damping.…
We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of non-equilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation which is compared with others derived from kinetic…
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…
Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…
We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…
We study linear time fractional diffusion equations in divergence form of time order less than one. It is merely assumed that the coefficients are measurable and bounded, and that they satisfy a uniform parabolicity condition. As the main…
Stochastic optimal control problems with constraints on the probability distribution of the final output are considered. Necessary conditions for optimality in the form of a coupled system of partial differential equations involving a…
We are concerned with the short- and large-time behavior of the $L^2$-propagator norm of Fokker-Planck equations with linear drift, i.e. $\partial_t f=\mathrm{div}_{x}{(D \nabla_x f+Cxf)}$. With a coordinate transformation these equations…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
We find an explicit form of weak solutions to a Riemann problem for a degenerate semilinear parabolic equation with piecewise constant diffusion coefficient. It is demonstrated that the phase transition lines (free boundaries) correspond to…
We complement previous studies of an ion coupled with an optical cavity in the dispersive regime, for a model which exhibits bistability of different configurations in the semiclassical description. Our approach is based on a truncated…
We study the well-posedness, steady states and long time behavior of solutions to Vlasov-Fokker-Planck equation with external confinement potential and nonlinear self-consistent interactions. Our analysis introduces newly characterized…
We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…
In this article we try to bridge the gap between the quantum dynamical semigroup and Wigner function approaches to quantum open systems. In particular we study stationary states and the long time asymptotics for the quantum Fokker-Planck…
The Becker-D\"oring equations are an infinite dimensional system of ordinary differntial equations describing coagulation/fragmentation processes of species of integer sizes. Formal Taylor expansions motivate that its solution should be…
We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…