Related papers: A note on hypocoercivity for kinetic equations wit…
We study a Fokker-Planck equation modelling the firing rates of two interacting populations of neurons. This model arises in computational neuroscience when considering, for example, bistable visual perception problems and is based on a…
We consider hypoelliptic equations of kinetic Fokker-Planck type, also known as Kolmogorov or ultraparabolic equations, with rough coefficients in the drift-diffusion operator. We give novel short quantitative proofs of the De Giorgi…
We propose and study a fully discrete finite volume scheme for the Vlasov-Fokker-Planck equation written as an hyperbolic system using Hermite polynomials in velocity. This approach naturally preserves the stationary solution and the…
In this paper, we consider a BGK-type kinetic model relaxing to the isentropic gas dynamics in the hydrodynamic limit. We introduce a linearization of the equation around the global equilibrium. Then we prove the global existence of…
We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…
The long- and short-time behavior of solutions to dissipative evolution equations is studied by applying the concept of hypocoercivity. Aiming at partial differential equations that allow for a modal decomposition, we compute estimates that…
This paper is dedicated to the application of the DeGiorgi-Nash-Moser regularity theory to the kinetic Fokker-Planck equation. This equation is hypoelliptic. It is parabolic only in the velocity variable, while the Liouville transport…
The Vicsek-BGK equation is a kinetic model for alignment of particles moving with constant speed between stochastic reorientation events with sampling from a von Mises distribution. The spatially homogeneous model shows a steady state…
In this paper, global well-posedness of the non-Markovian Unruh-Zurek and Hu-Paz-Zhang master equations with nonlinear electrostatic coupling is demonstrated. They both consist of a Wigner-Poisson like equation subjected to a dissipative…
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form $\partial_t f = I[f] + \text{div}(xf)$ where the operator $I$ stands for a fractional Laplacian. We prove an exponential in time…
In this paper we first provide several conditional limit theorems for L\'evy processes with negative drift and regularly varying tail. Then we apply them to study the asymptotic behavior of expectations of some exponential functionals of…
In this paper, we are concerned with the global well-posedness and time-asymptotic decay of the Vlasov-Fokker-Planck equation with local alignment forces. The equation can be formally derived from an agent-based model for self-organized…
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…
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…
In this paper, we study the nonlinear Vlasov-Fokker-Planck equation with fixed collision frequency. We establish the global-in-time existence of weak solutions to the equation with large initial data. Moreover, we show that our solution…
We study half-space linear kinetic equations with general boundary conditions that consist of both given incoming data and various type of reflections, extending our previous work [LLS14] on half-space equations with incoming boundary…
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
The relaxation to equilibrium in many systems which show strange kinetics is described by fractional Fokker-Planck equations (FFPEs). These can be considered as phenomenological equations of linear nonequilibrium theory. We show that the…
In this paper we study the effect of randomness in kinetic equations that preserve mass. Our focus is in proving the analyticity of the solution with respect to the randomness, which naturally leads to the convergence of numerical methods.…