Related papers: Variational methods for the kinetic Fokker-Planck …
We consider the effect of geometric confinement on the steady-state properties of a one-dimensional active suspension subject to thermal noise. The random active force is modeled by an Ornstein-Uhlenbeck process and the system is studied…
Time evolution of the expectation values of various dynamical operators of the harmonic oscillator with dissipation is analitically obtained within the framework of the Lindblad's theory for open quantum systems. We deduce the density…
We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…
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…
We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…
The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…
We start with a global Maxwellian $M_{k}$, which is a stationary solution, with the constant total density ($\rho(t)\equiv \wt \rho$), of the Fokker-Planck equation. The notion of distance between the function $M_{k}$ and an arbitrary…
We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we…
In this paper we first employ the energetic variational method to derive a micro-macro model for compressible polymeric fluids. This model is a coupling of isentropic compressible Navier-Stokes equations with a nonlinear Fokker-Planck…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
We show that quasi-minimizers of non-homogeneous energy functionals on metric measure spaces are locally H\"older continuous and satisfy the Harnack inequality. We assume that the spaces are doubling and support a Poincar\'e inequality. The…
This note adapts a probabilistic approach to establish a quantified estimate of the overdamped limit for the Vlasov-Fokker-Planck equation towards the aggregation-diffusion equation, which in particular includes cases of the Newtonian type…
We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…
A new formalism is presented for high-energy analysis of the Green function for Fokker-Planck and Schr\"odinger equations in one dimension. Formulas for the asymptotic expansion in powers of the inverse wave number are derived, and…
We study a Floer-theoretic approach to harmonic maps from the two-torus into non-flat K\"ahler manifolds. Building on the complex-regularized polysymplectic (CRPS) formalism of [BF24], which provides a Hamiltonian description of harmonic…
We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy…
We consider Schr\"odinger equations and Fokker-Planck equations in one dimension, and study the low-energy asymptotic behavior of the Green function using a new method. In this method, the coefficient of the expansion in powers of the wave…
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 investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
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…