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The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Statistical Mechanics · Physics 2020-01-22 Iman Abdoli , Hidde Derk Vuijk , Jens-Uwe Sommer , Joseph Michael Brader , Abhinav Sharma

The goal of this paper is to approximate several kinds of {\it Mckean-Vlasov SDEs} with {\it irregular coefficients} via weakly interacting particle systems. More precisely, propagation of chaos and convergence rate of Euler-Maruyama scheme…

Probability · Mathematics 2019-06-06 Jianhai Bao , Xing Huang

In this work, the existence, uniqueness and regularity of solutions to the time-dependent Kohn-Sham equations are investigated. The Kohn-Sham equations are a system of nonlinear coupled Schr\"odinger equations that describe multi-particle…

Analysis of PDEs · Mathematics 2018-03-14 Martin Sprengel , Gabriele Ciaramella , Alfio Borzì

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…

Statistical Mechanics · Physics 2015-07-01 Rytis Kazakevicius , Julius Ruseckas

In this paper, we derive the time-fractional Cahn-Hilliard equation from continuum mixture theory with a modification of Fick's law of diffusion. This model describes the process of phase separation with nonlocal memory effects. We analyze…

Analysis of PDEs · Mathematics 2022-10-10 Marvin Fritz , Mabel L. Rajendran , Barbara Wohlmuth

We study the long time behavior (homogenization) of a diffusion in random medium with time and space dependent coefficients. The diffusion coefficient may degenerate. In Stochastic Process. Appl. (2007) (to appear), an invariance principle…

Probability · Mathematics 2008-08-26 Rémi Rhodes

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of…

Statistical Mechanics · Physics 2018-07-03 Sarah A. M. Loos , Sabine H. L. Klapp

In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…

Analysis of PDEs · Mathematics 2023-08-01 Marvin Fritz

We prove the existence of global in time, finite energy, weak solutions to a quantum magnetohydrodynamic system (QMHD) with large data, modeling a charged quantum fluid interacting with a self-generated electromagnetic field. The analysis…

Analysis of PDEs · Mathematics 2022-05-16 Paolo Antonelli , Pierangelo Marcati , Raffaele Scandone

We prove existence of weak solutions and weak-strong uniqueness for a mathematical model which couples the evolution of a phase-parameter $\varphi$ satisfying a Cahn-Hilliard type relation with the one of an additional variable $\sigma$…

Analysis of PDEs · Mathematics 2026-04-21 Robert Lasarzik , Elisabetta Rocca , Giulio Schimperna

We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other…

Analysis of PDEs · Mathematics 2018-12-05 Yavar Kian , Eric Soccorsi , Masahiro Yamamoto

We consider a diffuse-interface model for two-phase incompressible viscous flows with a soluble surfactant in a bounded porous medium. This hydrodynamic system consists of a Darcy--Forchheimer equation for the seepage velocity…

Analysis of PDEs · Mathematics 2026-03-24 Maurizio Grasselli , Bohan Ouyang , Andrea Poiatti , Hao Wu

We prove existence and uniqueness of solutions to Fokker--Planck equations associated to Markov operators multiplicatively perturbed by degenerate time-inhomogeneous coefficients. Precise conditions on the time-inhomogeneous coefficients…

Probability · Mathematics 2021-05-14 Leif Döring , Lukas Gonon , David J. Prömel , Oleg Reichmann

We prove existence, uniqueness and regularity of weak solutions of Kolmogorov--Fokker--Planck equations with either local or non-local diffusion in the velocity variable and rough diffusion coefficients or kernels. Our results cover the…

Analysis of PDEs · Mathematics 2025-12-10 Pascal Auscher , Cyril Imbert , Lukas Niebel

Existence and uniqueness are investigated for a nonlinear diffusion problem of phase-field type, consisting of a parabolic system of two partial differential equations, complemented by Neumann homogeneous boundary conditions and initial…

Analysis of PDEs · Mathematics 2012-09-17 Pierluigi Colli , Gianni Gilardi , Paolo Podio-Guidugli , Jürgen Sprekels

In this article, we study an inverse boundary value problem for the time-dependent convection-diffusion equation. We use the nonlinear Carleman weight to recover the time-dependent convection term and time-dependent density coefficient…

Analysis of PDEs · Mathematics 2024-04-17 Anamika Purohit

In this work, we analytically investigate a degenerating PDE system for phase separation and complete damage processes considered on a nonsmooth time-dependent domain with mixed boundary conditions. The evolution of the system is described…

Analysis of PDEs · Mathematics 2016-09-16 Christian Heinemann , Christiane Kraus

We study the well-posedness of a modified degenerate Cahn-Hilliard type model for surface diffusion. With degenerate phase-dependent diffusion mobility and additional stabilizing function, this model is able to give the correct sharp…

Analysis of PDEs · Mathematics 2022-04-19 Xiaohua Niu , Yang Xiang , Xiaodong Yan

We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…

Probability · Mathematics 2016-10-12 Paolo Pigato
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