Related papers: Evolution of states of an infinite particle system…
Two coupled spatial birth-and-death Markov evolutions on $\mathbb{R}^d$ are obtained as unique weak solutions to the associated Fokker-Planck equations. Such solutions are constructed by its associated sequence of correlation functions…
We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…
We study the dynamics of an infinite system of point particles of two types. They perform random jumps in $\mathbf{R}^d$ in the course of which particles of different types repel each other whereas those of the same type do not interact.…
An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The…
Finite-size fluctuations in coevolutionary dynamics arise in models of biological as well as of social and economic systems. This brief tutorial review surveys a systematic approach starting from a stochastic process discrete both in time…
We prove existence of a probability solution to the nonlinear stationary Fokker-Planck-Kolmogorov equation on an infinite dimensional space with a centered Gaussian measure $\gamma$ with a unit diffusion operator and a drift of the form…
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,…
In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…
We present an approach for simulating the collisional evolution of spherical isotropic stellar systems based on the one-dimensional Fokker-Planck equation. A novel aspect is that we use the phase volume as the argument of the distribution…
This work is devoted to the study of a class of linear time-inhomogeneous evolution equations in a scale of Banach spaces. Existence, uniquenss and stability for classical solutions is provided. We study also the associated dual Cauchy…
We present new models of the evolution and dissolution of star clusters evolving under the combined influence of internal relaxation and external tidal fields, using the anisotropic gaseous model based on the Fokker-Planck approximation,…
We study convergence in variation of probability solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the exponential convergence of solutions to the stationary solution in…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…
We study the Fleming--Viot particle system in a discrete state space, in the regime of a fast selection mechanism, namely with killing rates which grow to infinity. This asymptotics creates a time scale separation which results in the…
Fokker-Planck equations (forward Kolmogorov equations) evolve probability densities in time from an initial condition. For distributions over the real line, these evolution equations can sometimes be transformed into dynamics over the…
We prove a new uniqueness result for solutions to Fokker-Planck-Kolmogorov (FPK) equations for probability measures on infinite-dimensional spaces. We consider infinite-dimensional drifts that admit certain finite-dimensional…
The evolutions of states is described corresponding to the Glauber dynamics of an infinite system of interacting particles in continuum. The description is conducted on both micro- and mesoscopic levels. The microscopic description is based…
Quantum states evolving at equidistant steps into a set of mutually orthogonal states of finite or infinite cardinality p exhibit an interesting physical effect. The analysis of the amplitudes of the state at half the step time with the…
The Vlasov-Nordstr\"{o}m-Fokker-Planck system describes the evolution of self-gravitating matter experiencing collisions with a fixed background of particles in the framework of a relativistic scalar theory of gravitation. We study the…
We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of…