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We consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique…

Recently some of us have constructed a Fokker-Planck formalism to describe the equilibration of the terrace-width distribution of a vicinal surface from an arbitrary initial configuration. However, the meaning of the associated relaxation…

Materials Science · Physics 2009-01-19 Ajmi BH. Hamouda , Alberto Pimpinelli , T. L. Einstein

We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…

Analysis of PDEs · Mathematics 2026-04-10 Marvin Fritz , Endre Süli , Barbara Wohlmuth

We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing…

Analysis of PDEs · Mathematics 2025-11-06 Giovanni Brigati , Gabriel Stoltz

While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…

Computational Physics · Physics 2023-08-11 Mohsen Sadr , M. Hossein Gorji

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

We consider a class of nonlinear Fokker-Planck equations describing the dynamics of an infinite population of units within mean-field interaction. Relying on a slow-fast viewpoint and on the theory of approximately invariant manifolds we…

Analysis of PDEs · Mathematics 2021-07-07 Eric Luçon , Christophe Poquet

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…

Analysis of PDEs · Mathematics 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…

Probability · Mathematics 2020-11-02 Panpan Ren , Michael Rockner , Feng-Yu Wang

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

We study the solution of the two-temperatures Fokker-Planck equation and rigorously analyse its convergence towards an explicit non-equilibrium stationary measure for long time and two widely separated time scales. The exponential rates of…

Mathematical Physics · Physics 2024-03-08 Diego Alberici , Nicolas Macris , Emanuele Mingione

We consider a nonlinear Fokker-Planck equation derived from a Cucker-Smale model for flocking with noise. There is a known phase transition depending on the noise between a regime with a unique stationary solution which is isotropic…

Analysis of PDEs · Mathematics 2026-04-01 Alexandre Surin

We give a geometric formulation of the Fokker-Planck-Kramer equations for a particle moving on a Lie algebra under the influence of a dissipative and a random force. Special cases of interest are fluid mechanics, the Stochastic Loewner…

Mathematical Physics · Physics 2009-07-17 S. G. Rajeev

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

The Fokker-Planck Equation (FPE) is a fundamental tool for the investigation of kinematic aspects of a wide range of systems. For systems governed by the non-additive entropy $S_q$, the Plastino-Plastino Equation (PPE) is the correct…

High Energy Physics - Phenomenology · Physics 2023-09-13 Eugenio Megias , Airton Deppman , Roman Pasechnik , Constantino Tsallis

This paper consider a highly general dissemination model that keeps track of the stochastic evolution of the distribution of wealth over a set of agents. There are two types of events: (i) units of wealth externally arrive, and (ii) units…

Probability · Mathematics 2022-07-12 K. M. D. Chan , M. R. H. Mandjes

By considering a lattice model of extended phase space, and using techniques of noncommutative differential geometry, we are led to: (a) the conception of vector fields as generators of motion and transition probability distributions on the…

Mathematical Physics · Physics 2014-11-18 A. Dimakis , C. Tzanakis

We explain the ubiquity and extremely slow evolution of non gaussian out-of-equilibrium distributions for the Hamiltonian Mean-Field model, by means of traditional kinetic theory. Deriving the Fokker-Planck equation for a test particle, one…

Statistical Mechanics · Physics 2009-11-10 Freddy Bouchet , Thierry Dauxois

We study well-posedness and long time behavior of the nonlinear Vlasov-Poisson- Fokker-Planck system with an external confining potential. The system describes the time evolution of particles (e.g.$\,\,$in a plasma) undergoing diffusion,…

Analysis of PDEs · Mathematics 2024-06-24 Gayrat Toshpulatov

The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…

Chaotic Dynamics · Physics 2014-07-01 Sergey Kamenshchikov