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A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
We consider a Fokker-Planck equation in a general domain in ${\mathbb{R}}^n$ with $L^p_{\mathrm{loc}}$ drift term and $W^{1,p}_{\mathrm{loc}}$ diffusion term for any $p>n$. By deriving an integral identity, we give several measure estimates…
We consider a class of nonlinear Fokker-Planck equations describing the dynamics of an infinite population of units within mean-field interaction. Relying on a slow-fast viewpoint and on the theory of approximately invariant manifolds we…
The ergodic hypothesis is examined for energetically open fluid systems represented by the barotropic Navier--Stokes equations with general inflow/outflow boundary conditions. We show that any globally bounded trajectory generates a…
Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…
To construct an N-representable time-dependent density-functional theory, a generalization to the time domain of the Levy-Lieb (LL) constrained search algorithm is required. That the action is only stationary in the Dirac-Frenkel…
This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…
This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck…
This paper is focused on the generalized Forchheimer flows for slightly compressible fluids. We prove the existence and uniqueness of the differential system for stationary problem. The technique of semi-discretization in time is used to…
We consider Levy flights subject to external force fields. This anomalous transport process is described by two approaches, a Langevin equation with Levy noise and the corresponding generalized Fokker-Planck equation containing a fractional…
We consider the linear Fokker-Planck equation in a confining potential in space dimension $d \geq 3$. Using spectral methods, we prove bounds on the derivatives of the solution for short and long time, and give some applications.
The existence of large-data weak solutions to a steady compressible Navier-Stokes-Fourier system for chemically reacting fluid mixtures is proved. General free energies are considered satisfying some structural assumptions, with a pressure…
We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…
In this paper, we study a class of fractional Schr\"{o}dinger equation \begin{equation} \label{eq0} \left\{ \begin{aligned} &(-\Delta)^{s}u=\lambda u+a(x)|u|^{p-2}u,\\ &\int_{\mathbb{R}^{N}}|u|^{2}dx=c^{2},\ u\in H^{s}(\mathbb{R}^{N}),…
We prove that every probability measure $\mu$ satisfying the stationary Fokker-Planck-Kolmogorov equation obtained by a $\mu$-integrable perturbation $v$ of the drift term $-x$ of the Ornstein-Uhlenbeck operator is absolutely continuous…
We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce…
The Fokker-Planck equation describing the transport of energetic particles interacting with turbulence is difficult to solve analytically. Numerical solutions are of course possible but they are not always useful for applications. In the…
We derive the generalized Fokker-Planck equation associated with a Langevin equation driven by arbitrary additive white noise. We apply our result to study the distribution of symmetric and asymmetric L\'{e}vy flights in an infinitely deep…
A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…