Related papers: Propagator norm and sharp decay estimates for Fokk…
The present work considers diffusive shock acceleration at non-relativistic shocks using a system of stochastic differential equations (SDE) equivalent to the Fokker-Planck equation. We compute approximate solutions of the transport of…
We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…
In this paper we study the dynamics of a fast-slow Fokker-Planck partial differential equation (PDE) viewed as the evolution equation for the density of a multiscale planar stochastic differential equation (SDE). Our key focus is on the…
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…
We show that all results of Yasar and Ozer [Comput. Math. Appl. 59 (2010), 3203-3210] on symmetries and conservation laws of a "nonconservative Fokker-Planck equation" can be easily derived from results existing in the literature by means…
We exactly solve a Fokker-Planck equation by determining its eigenvalues and eigenfunctions: we construct nonlinear second-order differential operators which act as raising and lowering operators, generating ladder spectra for the odd and…
We formulate a compounded random walk that is physically well defined on both finite and infinite domains, and samples space-dependent forces throughout jumps. The governing evolution equation for the walk limits to a space-fractional…
In this paper, we mainly study the global strong solutions and its long time decay rates of all order spatial derivatives to a micro-macro model for compressible polymeric fluids with small initial data. This model is a coupling of…
In this paper, we extend the spectral method developed [Dechicha and Puel, 2023] to any dimension $d\geqslant 1$, in order to construct an eigen-solution for the Fokker-Planck operator with heavy tail equilibria, of the form…
In this article, we establish a general formula for higher order linear functional derivatives for the composition of an arbitrary smooth functional on the 1-Wasserstein space with the solution of a Fokker-Planck PDE. This formula has…
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…
In this paper we statistically analyze the Fokker-Planck (FP) equation of Schramm-Loewner evolution (SLE) and its variant SLE($\kappa,\rho_c$). After exploring the derivation and the properties of the Langevin equation of the tip of the SLE…
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,…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have been intensively investigated. In this paper we summarize some…
An improved method for the description of hierarchical complex systems by means of a Fokker-Planck equation is presented. In particular the limited-memory Broyden-Fletcher-Goldfarb-Shanno algorithm for constraint problems (L-BFGS-B) is used…
We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…
We analyze the propagation of Lipschitz continuity of solutions to various linear and nonlinear drift-diffusion systems, with and without incompressibility constraints. Diffusion is assumed to be either fractional or classical. Such…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
We are concerned with large-time behaviors of solutions for Vlasov--Navier--Stokes equations in two dimensions and Vlasov-Stokes system in three dimensions including the effect of velocity alignment/misalignment. We first revisit the…