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A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We present a simple model of alignment of a large number of rigid bodies (modeled by rotation matrices) subject to internal rotational noise. The numerical simulations exhibit a phenomenon of first order phase transition with respect the…

Analysis of PDEs · Mathematics 2020-12-01 Amic Frouvelle

We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…

Mathematical Physics · Physics 2007-05-23 C. Sparber , J. A. Carrillo , J. Dolbeault , P. A. Markowich

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

In this work we introduce two different generalizations of the Fokker-Planck equation in (1+1) dimensions by replacing the spatial derivatives in terms of generalized Dunkl-type derivatives involving reflection operators. As applications of…

Mathematical Physics · Physics 2024-01-19 R. D. Mota , D. Ojeda-Guillén , M. A. Xicoténcatl

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

Analysis of PDEs · Mathematics 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

We prove two new results connected with elliptic Fokker-Planck-Kolmogorov equations with drifts integrable with respect to solutions. The first result answers negatively a long-standing question and shows that a density of a probability…

Probability · Mathematics 2018-03-14 Vladimir I. Bogachev , Svetlana N. Popova , Stanislav V. Shaposhnikov

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

In recent work, Chow, Huang, Li and Zhou introduced the study of Fokker-Planck equations for a free energy function defined on a finite graph. When $N\ge 2$ is the number of vertices of the graph, they show that the corresponding…

Classical Analysis and ODEs · Mathematics 2014-09-03 Rui Che , Wen Huang , Yao Li , Prasad Tetali

In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…

Analysis of PDEs · Mathematics 2017-10-06 Axel Klar , Lisa Kreusser , Oliver Tse

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

Statistical Mechanics · Physics 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…

Mathematical Physics · Physics 2012-10-03 Simone Calogero

A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Fernando D. Nobre , Evaldo M. F. Curado

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…

Probability · Mathematics 2021-10-05 Hui Huang

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…

Analysis of PDEs · Mathematics 2018-02-14 Anton Arnold , Amit Einav , Tobias Wöhrer

We consider finite-volume approximations of Fokker-Planck equations on bounded convex domains in $\mathbb{R}^d$ and study the corresponding gradient flow structures. We reprove the convergence of the discrete to continuous Fokker-Planck…

Analysis of PDEs · Mathematics 2020-08-26 Dominik Forkert , Jan Maas , Lorenzo Portinale

We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…

Statistical Mechanics · Physics 2015-05-28 A. Dechant , E. Lutz , E. Barkai , D. A. Kessler

The trend to equilibrium in large time is studied for a large particle system associated to a Vlasov-Fokker-Planck equation in the presence of a convex external potential, without smallness restriction on the interaction. From this are…

Probability · Mathematics 2017-09-11 Pierre Monmarché

In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…

Mathematical Physics · Physics 2015-05-27 Wen-Tsan Lin , Choon-Lin Ho

We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to…

Analysis of PDEs · Mathematics 2019-12-06 Arnaud Guillin , Wei Liu , Liming Wu , Chaoen Zhang