Related papers: Fokker-Planck equation for dissipative 2D Euler eq…
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…
We consider the Ornstein-Uhlenbeck process with a broad initial probability distribution (Levy distribution), which exhibits so-called non-spectral modes. The relaxation of such modes differs from those determined from the parameters of the…
This paper investigates the gradient flow structure, well-posedness, and asymptotic behavior of the Fokker-Planck equation defined on locally uniformly finite graphs, which is highly non-trivial compared with the finite case. We first…
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
The Fokker--Planck Equation can be used in a partially-coherent imaging context to model the evolution of the intensity of a paraxial x-ray wave field with propagation. This forms a natural generalisation of the transport-of-intensity…
We consider the 2D Euler equation with bounded initial vorticity and perturbed by rough transport noise. We show that there exists a unique solution, which coincides with the starting condition advected by the Lagrangian flow. Moreover, the…
Bistability generated via a pure noise-induced phase transition is reexamined from the view of bifurcations in macroscopic cumulant dynamics. It allows an analytical study of the phase diagram in more general cases than previous methods. In…
We prove optimal regularity results for solutions to linear kinetic Fokker-Planck equations in bounded domains. Our contributions are two-fold. First, we establish the sharp $C^{1/2}$ regularity for either diffuse reflection or prescribed…
Motivated by a phenomenon of phase transition in a model of alignment of self-propelled particles, we obtain a kinetic mean-field equation which is nothing else than the Doi equation (also called Smoluchowski equation) with dipolar…
The evolution operator method is used to solve the generalized Fokker-Planck equations and the generalized diffusion-wave equations in the (1+1) dimensional space in which $x\in\mathbb{R}$ and $t\in\mathbb{R}_+$. These equations contain…
In this paper we develop a new technique to prove existence of solutions of Fokker-Planck equations on Hilbert spaces for Kolmogorov operators with non trace-class second order coefficients or equivalently with an associated stochastic…
In this paper we focus on the construction of numerical schemes for nonlinear Fokker-Planck equations that preserve the structural properties, like non negativity of the solution, entropy dissipation and large time behavior. The methods…
We establish the local existence of pathwise solutions for the stochastic Euler equations in a three-dimensional bounded domain with slip boundary conditions and a very general nonlinear multiplicative noise. In the two-dimensional case we…
The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…
This paper studies a maximal $L^q$-regularity property for nonlinear elliptic equations of second order with a zero-th order term and gradient nonlinearities having superlinear and sub-quadratic growth, complemented with Dirichlet boundary…
In this paper, we introduce second order and fourth order space discretization via finite difference implementation of the finite element method for solving Fokker-Planck equations associated with irreversible processes. The proposed…
For an arbitrary strong, spherically symmetric super-horizon curvature perturbation, we present analytical solutions of the Einstein equations in terms of asymptotic expansion over the ratio of the Hubble radius to the length-scale of the…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
First we show that physics-informed neural networks are not suitable for a large class of parabolic partial differential equations including the Fokker-Planck equation. Then we devise an algorithm to compute solutions of the Fokker-Planck…