Related papers: Stationary solution and $H$ theorem for a generali…
We consider the kinetic Fokker-Planck equation with a class of general force. We prove the existence and uniqueness of a positive normalized equilibrium (in the case of a general force) and establish some exponential rate of convergence to…
We show that solutions of the 2D Fokker-Planck equation for bosons are defined globally in time and converge to equilibrium, and this convergence is shown to be exponential for radially symmetric solutions. The main observation is that a…
This work is concerned with solving high-dimensional Fokker-Planck equations with the novel perspective that solving the PDE can be reduced to independent instances of density estimation tasks based on the trajectories sampled from its…
In recent work, Chow, Huang, Li and Zhou introduced the study of Fokker-Planck equations for a free energy function defined on a finite graph. When $N\ge 2$ is the number of vertices of the graph, they show that the corresponding…
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…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
In recent years, several fractional generalizations of the usual Kramers-Fokker-Planck equation have been presented. Using an idea of Fogedby [H.C. Fogedby, Phys. Rev. E {\bf 50}, 041103 (1994), we show how these equations are related to…
We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
A generalized Frenkel condition is proposed for use in spin hydrodynamics to relate the spin density and spin polarization (or spin chemical potential) tensors. It allows for independent treatment of electric- and magnetic-like components…
We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…
In this work, based on the complete Bernstein function, we propose a generalized regularity analysis including maximal $\mathrm{L}^p$ regularity for the Fokker--Planck equation, which governs the subordinated Brownian motion with the…
We investigate regularity and a priori estimates for Fokker-Planck and Hamilton-Jacobi equations with unbounded ingredients driven by the fractional Laplacian of order $s\in(1/2,1)$. As for Fokker-Planck equations, we establish…
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 consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $t\to \infty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
In this paper, we employ a Schauder-type estimate method, as developed in \cite{CHN}, to establish critical well-posedness result for the Fractional Fokker-Planck Equation. This equation serves as a fundamental model in kinetic theory and…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
The susceptibility of an overdamped Markov system fluctuating in a bistable potential of general form is obtained by analytic solution of the Fokker-Planck equation (FPE) for low noise intensities. The results are discussed in the context…
In this article we try to bridge the gap between the quantum dynamical semigroup and Wigner function approaches to quantum open systems. In particular we study stationary states and the long time asymptotics for the quantum Fokker-Planck…