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We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for…

Analysis of PDEs · Mathematics 2021-03-23 G. Toscani , M. Zanella

We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse…

Probability · Mathematics 2020-11-13 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

We study the evolution in time of the statistical distribution of some addiction phenomena in a system of individuals. The kinetic approach leads to build up a novel class of Fokker--Planck equations describing relaxation of the probability…

Physics and Society · Physics 2019-10-01 Giuseppe Toscani

We obtain and study new $\Phi$-entropy inequalities for diffusion semigroups, with Poincar\'e or logarithmic Sobolev inequalities as particular cases. From this study we derive the asymptotic behaviour of a large class of linear…

Probability · Mathematics 2013-09-19 François Bolley , Ivan Gentil

We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…

Analysis of PDEs · Mathematics 2025-11-18 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

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…

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

Analysis of PDEs · Mathematics 2026-03-11 Giuseppe Toscani , Mattia Zanella

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

General Finance · Quantitative Finance 2025-05-22 Marco Menale , Giuseppe Toscani

In this paper we prove global existence of weak solutions, their regularization, and relaxation for large data for a broad class of Fokker-Planck-Alignment models which appear in collective dynamics. The main feature of these results, as…

Analysis of PDEs · Mathematics 2026-02-19 R. Shvydkoy

A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…

Quantum Physics · Physics 2015-05-13 R. Tsekov

We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our…

Analysis of PDEs · Mathematics 2025-11-13 Anton Arnold , Gayrat Toshpulatov

We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence of classical solutions in the perturbative…

Analysis of PDEs · Mathematics 2007-08-01 Lukas Neumann , Christof Sparber

In this note, we consider a kinetic Fokker-Planck-Alignment equation with Rayleigh-type friction and self-propulsion force which is derived from general environmental averaging models. We show the exponential relaxation in time toward…

Analysis of PDEs · Mathematics 2023-10-26 Vinh Nguyen

The paper proposes an algorithm which could identify a general class of pdes describing dynamical systems with similar symmetries. The way that will be followed starts from a given group of symmetries, the determination of the invariants…

Mathematical Physics · Physics 2015-06-03 Rodica Cimpoiasu , Radu Constantinescu

We introduce a class of new one-dimensional linear Fokker--Planck type equations describing the evolution in time of the wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an…

Analysis of PDEs · Mathematics 2019-06-04 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

Many classical examples of models of self-organized dynamics, including the Cucker-Smale, Motsch-Tadmor, multi-species, and several others, include an alignment force that is based upon density-weighted averaging protocol. Those protocols…

Analysis of PDEs · Mathematics 2024-03-14 Roman Shvydkoy

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

Numerical Analysis · Mathematics 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…

Statistical Mechanics · Physics 2024-03-26 Andrea Auconi

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

We introduce a new set of generalized Fokker-Planck equations that conserve energy and mass and increase a generalized entropy until a maximum entropy state is reached. The concept of generalized entropies is rigorously justified for…

Statistical Mechanics · Physics 2009-11-07 Pierre-Henri Chavanis
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