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This paper is devoted to the adaptation of the method developed in [4,3] to a Fokker-Planck equation for fiber lay-down which has been studied in [1,5]. Exponential convergence towards a unique stationary state is proved in a norm which is…

Analysis of PDEs · Mathematics 2014-01-15 Jean Dolbeault , Axel Klar , Clément Mouhot , Christian Schmeiser

Applying Zvonkin's transform, the exponential convergence in Wasserstein distance for a class of functional SDEs with H\"older continuous drift is obtained. This combining with log-Harnack inequality implies the same convergence in the…

Probability · Mathematics 2018-11-06 Xing Huang

In the setting of exponential investors and uncertainty governed by Brownian motions we first prove the existence of an incomplete equilibrium for a general class of models. We then introduce a tractable class of exponential-quadratic…

Portfolio Management · Quantitative Finance 2014-09-30 Jin Hyuk Choi , Kasper Larsen

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…

Analysis of PDEs · Mathematics 2014-10-27 Anton Arnold , Jan Erb

We consider a family of drift-diffusion-recombination systems, where the recombination of electrons and holes is facilitated by an intermediate energy-level for electrons in so-called trapped states. In particular, it has been proven in…

Analysis of PDEs · Mathematics 2018-01-18 Klemens Fellner , Michael Kniely

For a general class of linear collisional kinetic models in the torus, including in particular the linearized Boltzmann equation for hard spheres, the linearized Landau equation with hard and moderately soft potentials and the…

Analysis of PDEs · Mathematics 2016-08-16 Clément Mouhot , Lukas Neumann

In the large N limit, conditions for the conformal invariance of the generalized Thirring model are derived, using two different approaches: the background field method and the Hamiltonian method based on an operator algebra, and the…

High Energy Physics - Theory · Physics 2009-10-28 Korkut Bardakci , Luis M. Bernardo

We propose a simple proof of the exponential convergence to equilibrium for ultrafast diffusion equations in $\mathbb{R}^n$. Our approach, based on the direct use of Poincar\'e inequality, gets rid of the optimal transport arguments used in…

Analysis of PDEs · Mathematics 2025-09-11 Yi C. Huang , Xinhang Tong

This work is devoted to the analysis of the quantum drift-diffusion model derived by Degond et al. The model is obtained as the diffusive limit of the quantum Liouville-BGK equation, where the collision term is defined after a local quantum…

Analysis of PDEs · Mathematics 2016-12-02 Olivier Pinaud

We consider the Fokker-Planck equation with a strong external magnetic field. Global-in-time solutions are built near the Maxwellian, the global equilibrium state for the system. Moreover, we prove the convergence to equilibrium at…

Analysis of PDEs · Mathematics 2019-01-14 Zeinab Karaki

We consider the classical point vortex model in the mean-field scaling regime, in which the velocity field experienced by a single point vortex is proportional to the average of the velocity fields generated by the remaining point vortices.…

Mathematical Physics · Physics 2020-10-21 Matthew Rosenzweig

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

Probability · Mathematics 2025-02-07 Giovanni Brigati , Francis Lörler , Lihan Wang

We develop a novel stability theory for Sinkhorn semigroups based on Lyapunov techniques and quantitative contraction coefficients, and establish exponential convergence of Sinkhorn iterations on weighted Banach spaces. This…

Probability · Mathematics 2026-01-28 O. Deniz Akyildiz , Pierre del Moral , Joaquin Miguez

We analyze a coupled Cahn-Hilliard-Forchheimer system featuring concentration-dependent mobility, mass source and convective transport. The velocity field is governed by a generalized quasi-incompressible Forchheimer equation with…

Numerical Analysis · Mathematics 2026-02-05 Aaron Brunk , Marvin Fritz

Due to extreme difficulties in numerical simulations of Euler-Maxwell equations, which are caused by the highly complicated structures of the equations, this paper concerns the simplification of Euler-Maxwell system through the…

Analysis of PDEs · Mathematics 2023-12-13 Rui Jin , Yachun Li , Liang Zhao

We propose in this work a subgradient extragradient method with inertial and correction terms for solving equilibrium problems in a real Hilbert space. We obtain that the sequence generated by our proposed method converges weakly to a point…

Optimization and Control · Mathematics 2025-11-25 Chidi Elijah Nwakpa , Chinedu Izuchukwu , Chibueze CHristian Okeke , Dilber Uzun Ozsahin , Abubakar Adamu

The question of whether the central limit theorem (CLT) holds for the total number of edges in exponential random graph models (ERGMs) in the subcritical region of parameters has remained an open problem. In this paper, we establish the…

Probability · Mathematics 2025-04-09 Xiao Fang , Song-Hao Liu , Qi-Man Shao , Yi-Kun Zhao

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…

Classical Analysis and ODEs · Mathematics 2014-09-03 Rui Che , Wen Huang , Yao Li , Prasad Tetali

The field-dependent equilibrium thermodynamics is derived with two methods: either by using the potential formalism either by the statistical method. Therefore, Pontrjagin's extremum principle of control theory is applied to an extended…

General Physics · Physics 2007-05-23 W. D. Bauer

We propose a new central synergistic hybrid approach for global exponential stabilization on the Special Orthogonal group SO(3). We introduce a new switching concept relying on a central family of (possibly) non-differentiable potential…

Optimization and Control · Mathematics 2016-12-26 Soulaimane Berkane , Abdelkader Abdessameud , Abdelhamid Tayebi