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The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

Computational Finance · Quantitative Finance 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

The spatially homogeneous Vlasov-Nordstr\"{o}m-Fokker-Planck system is known to exhibit nontrivial large time behavior, naturally leading to weak diffusion of the Fokker-Planck operator. This weak diffusion, combined with the singularity of…

Analysis of PDEs · Mathematics 2024-09-10 Shengchuang Chang , Shuangqian Liu , Tong Yang

This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…

Analysis of PDEs · Mathematics 2026-03-30 Giovanni Brigati , Guillaume Carlier , Jean Dolbeault

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

Analysis of PDEs · Mathematics 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

The Einstein-Vlasov-Fokker-Planck system describes the kinetic diffusion dynamics of self-gravitating particles within the Einstein theory of general relativity. We study the Cauchy problem for spatially homogeneous and isotropic solutions…

Analysis of PDEs · Mathematics 2017-10-30 Simone Calogero , Stephen Pankavich

This paper is concerned with the Wigner-Poisson-Fokker-Planck system, a kinetic evolution equation for an open quantum system with a non-linear Hartree potential. Existence, uniqueness and regularity of global solutions to the Cauchy…

Analysis of PDEs · Mathematics 2007-05-23 Anton Arnold , Elidon Dhamo , Chiara Manzini

This work focuses on the mathematical analysis of the Cauchy problem associated with a two-dimensional equation describing the dynamics of a thin fluid film flowing down an inclined flat plate under the influence of gravity and an electric…

Analysis of PDEs · Mathematics 2025-06-23 Manuel Fernando Cortez , Oscar Jarrin , Miguel Yangari

The smoothing effect of the Cauchy problem for a class of kinetic equations is studied. We firstly consider the spatially homogeneous non linear Landau equation with Maxwellian molecules and inhomogeneous linear Fokker-Planck equation to…

Analysis of PDEs · Mathematics 2009-11-21 Yoshinori Morimoto , Chao-Jiang Xu

We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…

Analysis of PDEs · Mathematics 2025-12-16 Kouta Araki , Masashi Mizuno

In this paper, we derive the large-time profile of solutions to the Cauchy problem of a hyperbolic-parabolic system modeling the vasculogenesis in $\R^3$. When the initial data are prescribed in the vicinity of a constant ground state, by…

Analysis of PDEs · Mathematics 2021-03-23 Qinging Liu , Hongyun Peng , Zhi-An Wang

We consider a class of nonlinear, spatially inhomogeneous kinetic equations of BGK-type with density dependent collision rates. These equations share the same superlinearity as the Boltzmann equation, and fall into the class of run and…

Analysis of PDEs · Mathematics 2026-01-29 Josephine Evans , Daniel Morris , Havva Yoldaş

As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…

Analysis of PDEs · Mathematics 2015-10-30 Yong-Kum Cho

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 Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…

Analysis of PDEs · Mathematics 2008-01-21 José A. Carrillo , Philippe Laurençot , Jesús Rosado

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 study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

Analysis of PDEs · Mathematics 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

Analysis of PDEs · Mathematics 2025-04-18 Giuseppe Toscani , Mattia Zanella

In this paper, we investigate the initial value problem for symmetric hyperbolic systems on globally hyperbolic Lorentzian manifolds with potentials that are both nonlocal in time and space. When the potential is retarded and uniformly…

Analysis of PDEs · Mathematics 2025-07-08 Felix Finster , Simone Murro , Gabriel Schmid

The aim of the paper is to address the behavior in large population of diffusions interacting on a random, possibly diluted and inhomogeneous graph. This is the natural continuation of a previous work, where the homogeneous Erd\H os-R\'enyi…

Probability · Mathematics 2019-04-01 Eric Luçon

In this article, we are interested in the asymptotic analysis of a finite volume scheme for one dimensional linear kinetic equations, with either Fokker-Planck or linearized BGK collision operator. Thanks to appropriate uniform estimates,…

Numerical Analysis · Mathematics 2019-11-12 Marianne Bessemoulin-Chatard , Maxime Herda , Thomas Rey
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