Related papers: Nonlinear Fokker-Planck equations with time-depend…
In this paper we consider a nonlinear Petrovsky equation in a bounded domain with a delay term and a strong dissipation \begin{align*} u_{tt} + \Delta^{2} u -\mu_1g_1( \Delta( u_t(x,t))) -\mu_2g_2( \Delta (u_t(x,t-\tau))) =0. \end{align*}…
This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-\Delta)^s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also…
We consider a dynamic capillarity equation with stochastic forcing on a compact Riemannian manifold $(M,g)$. \begin{equation*}\tag{P} d \left(u_{\varepsilon,\delta}-\delta \Delta u_{\varepsilon,\delta}\right) +\operatorname{div}…
We study some jumping SDE and the corresponding Fokker-Planck (or Kolmogorov forward) equation, which is a non-local PDE. We assume only some measurability and growth conditions on the coefficients. We prove that for any weak solution…
We establish nonuniqueness of solutions for Cauchy problems of semilinear heat equations with a wide class of nonlinearities. Specifically, we consider \[ \begin{cases} \partial_tu-\Delta u=f(u), & x\in\mathbb{R}^N,\ t>0,\\ u(x,0)=u_0(x), &…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
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 consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique…
We prove existence and multiplicity results for the nonlinear and nonlocal PDE $$ - \Delta u + (I_\alpha \star |u|^p)\, |u|^{p-2}\, u = f(|x|,u) \quad \textrm{in} \,\,\mathbb {R}^N, $$ where $N \geq 2$, $I_\alpha : \mathbb{R}^N \setminus…
In the present article, an approach to find the exact solution of the fractional Fokker-Planck equation is presented. It is based on transforming it to a system of first-order partial differential equation via Hopf transformation, together…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…
We develop a recursive method for perturbative solutions of the Fokker-Planck equation with nonlinear drift. The series expansion of the time-dependent probability density in terms of powers of the coupling constant is obtained by solving a…
A parabolic partial differential equation $u'_t(t,x)=Lu(t,x)$ is considered, where $L$ is a linear second-order differential operator with time-independent coefficients, which may depend on $x$. We assume that the spatial coordinate $x$…
In this paper, we study the long time behaviour of the Fokker-Planck and the kinetic Fokker-Planck equations with many body interaction, more precisely with interaction defined by U-statistics, whose macroscopic limits are often called…
We study fractional parabolic equations with indefinite nonlinearities $$ \frac{\partial u} {\partial t}(x,t) +(-\Delta)^s u(x,t)= x_1 u^p(x, t),\,\, (x, t) \in \mathbb{R}^n \times \mathbb{R}, $$ where $0<s<1$ and $1<p<\infty$. We first…
We investigate the Cauchy problem for a semilinear parabolic equation driven by a mixed local-nonlocal diffusion operator of the form \[ \partial_t u - (\Delta - (-\Delta)^{\mathsf{s}})u = \mathsf{h}(t)|x|^{-b}|u|^p + t^\varrho…
In this paper, we investigate a nonlinear inverse problem aimed at recovering a coefficient $a(t, x)$, dependent on both time and a subset of spatial variables, in a diffusion equation \( u_t - \Delta_x u - u_{yy} +a(t, x) u = f(t,x,y) \),…
In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…
We construct weak solutions to a class of distribution dependent SDE, of type $dX(t)=b\left( X(t), \displaystyle\frac{d\mathcal{L}_{X(t)}}{dx}(X(t))\right) dt+\sigma\left( X(t),\displaystyle\frac{d\mathcal{L}_{X(t)}}{dt}(X(t))\right) dW(t)$…