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Related papers: Nonlinear Fokker-Planck equations with time-depend…

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In this paper we study the following class of fractional relativistic Schr\"odinger equations: \begin{equation*} \left\{ \begin{array}{ll} (-\Delta+m^{2})^{s}u + V(\varepsilon x) u= f(u) &\mbox{ in } \mathbb{R}^{N}, \\ u\in…

Analysis of PDEs · Mathematics 2023-03-24 Vincenzo Ambrosio

Nonlinear Fokker-Planck equations endowed with curl drift forces are investigated. The conditions under which these evolution equations admit stationary solutions, which are $q$-exponentials of an appropriate potential function, are…

Statistical Mechanics · Physics 2016-12-07 R. S. Wedemann , A. R. Plastino , C. Tsallis

In this article, we investigate the behavior of solutions \( u(x,t) \) to the fractional Schr\"odinger equation on rank symmetric spaces of non-compact type. We proved that as time \( t \) approaches $0$, then $u(x,t)$ converges pointwise…

Analysis of PDEs · Mathematics 2024-11-12 Pratyoosh Kumar , Manali Sajjan

In this work, we study the existence of weak solution to the following quasi linear elliptic problem involving the fractional $p$-Laplacian operator, a Hardy potential and multiple critical Sobolev nonlinearities with singularities,…

Analysis of PDEs · Mathematics 2019-06-19 Ronaldo B. Assunção , Olímpio H. Miyagaki , Jeferson C. Silva

In this paper, we study the following Cauchy problem \begin{equation*} \left\{ \begin{array}{lll} iu_t=\Delta u + 2uh'(|u|^2)\Delta h(|u|^2) + F(|u|^2)u\mp A[h(|u|^2]^{2^*-1} h'(|u|^2)u,\ x\in \mathbb{R}^N, \ t>0\\ u(x,0)=u_0(x), \quad x\in…

Mathematical Physics · Physics 2019-04-23 Xianfa Song

We prove a superposition principle for nonlinear Fokker-Planck-Kolmogorov equations on Euclidean spaces and their corresponding linearized first-order continuity equation over the space of Borel (sub-)probability measures. As a consequence,…

Probability · Mathematics 2022-04-21 Marco Rehmeier

We adopt a procedure of operational-umbral type to solve the $(1+1)$-dimensional fractional Fokker-Planck equation in which time fractional derivative of order $\alpha$ ($0 < \alpha < 1$) is in the Riemann-Liouville sense. The technique we…

Mathematical Physics · Physics 2018-02-27 K. Górska , A. Lattanzi , G. Dattoli

Due to their intrinsic link with nonlinear Fokker-Planck equations and many other applications, distribution dependent stochastic differential equations (DDSDEs for short) have been intensively investigated. In this paper we summarize some…

Probability · Mathematics 2020-12-29 Xing Huang , Panpan Ren , Feng-Yu Wang

We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…

Probability · Mathematics 2024-12-31 Nacira Agram , Bernt Øksendal , Frank Proske , Olena Tymoshenko

We show that solutions of nonlinear nonlocal Fokker--Planck equations in a bounded domain with no-flux boundary conditions can be approximated by Cauchy problems with increasingly strong confining potentials defined in the whole space. Two…

Analysis of PDEs · Mathematics 2019-03-12 Luca Alasio , Maria Bruna , José Antonio Carrillo

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…

Analysis of PDEs · Mathematics 2021-07-07 Eric Luçon , Christophe Poquet

In this article, we consider non-smooth time-dependent domains and single-valued, smoothly varying directions of reflection at the boundary. In this setting, we first prove existence and uniqueness of strong solutions to stochastic…

Analysis of PDEs · Mathematics 2018-05-03 Niklas L. P. Lundström , Thomas Önskog

We study the existence of nontrivial nonlocal nonnegative solutions $u(x,t)$ of the nonlinear initial value problems \[ (\partial_t -\Delta)^\alpha u\geq u^\lambda \quad \text{in } \mathbb{R}^n \times\mathbb{R},\,n\geq 1 \] \[ u=0…

Analysis of PDEs · Mathematics 2020-05-14 Steven D. Taliaferro

In this paper, we are concerned with the global existence and blowup of smooth solutions to the multi-dimensional compressible Euler equations with time-depending damping \begin{equation*} \partial_t\rho+\operatorname{div}(\rho u)=0, \quad…

Analysis of PDEs · Mathematics 2025-05-16 Fei Hou , Huicheng Yin

In this paper, we study real solutions of the nonlinear Helmholtz equation $$ - \Delta u - k^2 u = f(x,u),\qquad x\in \R^N $$ satisfying the asymptotic conditions $$ u(x)=O(|x|^{\frac{1-N}{2}}) \quad \text{and} \quad \frac{\partial^2…

Analysis of PDEs · Mathematics 2015-06-12 Gilles Evequoz , Tobias Weth

We provide a method to select flows of solutions to the Cauchy problem for linear and nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) for measures on Euclidean space. In the linear case, our method improves similar results of…

Probability · Mathematics 2023-02-03 Marco Rehmeier

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

In this paper we are concerned with the asymptotic behavior of nonautonomous fractional approximations of oscillon equation $$ u_{tt}-\mu(t)\Delta u+\omega(t)u_t=f(u),\ x\in\Omega,\ t\in\mathbb{R}, $$ subject to Dirichlet boundary condition…

Analysis of PDEs · Mathematics 2020-06-08 Flank D. M. Bezerra , Rodiak N. Figueroa-López , Marcelo J. D. Nascimento

We study the solutions $u$ to the equation $$ \begin{cases} \operatorname{div} u + \langle a , u \rangle = f & \textrm{ in } \Omega,\\ u=0 & \textrm{ on } \partial \Omega, \end{cases} $$ where $a$ and $f$ are given. We significantly improve…

Analysis of PDEs · Mathematics 2019-05-22 Pierre Bousquet , Gyula Csató

We study the compact support property for solutions of the following stochastic partial differential equations: $$\partial_t u = a^{ij}u_{x^ix^j}(t,x)+b^{i}u_{x^i}(t,x)+cu+h(t,x,u(t,x))\dot{F}(t,x),\quad (t,x)\in…

Probability · Mathematics 2023-03-07 Beom-Seok Han , Kunwoo Kim , Jaeyun Yi
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