Related papers: Exponential Entropy dissipation for weakly self-co…
We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…
We study the dynamical behaviors of degenerate stochastic differential equations (SDEs). We select an auxiliary Fisher information functional as the Lyapunov functional. Using generalized Fisher information, we conduct the Lyapunov…
We study the well-posedness, steady states and long time behavior of solutions to Vlasov-Fokker-Planck equation with external confinement potential and nonlinear self-consistent interactions. Our analysis introduces newly characterized…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
We formulate explicit bounds to guarantee the exponential dissipation for some non-gradient stochastic differential equations towards their invariant distributions. Our method extends the connection between Gamma calculus and Hessian…
The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…
We study the exponential dissipation of entropic functionals for continuous time Markov chains and the associated convex Sobolev inequalities, including MLSI and Beckner inequalities. We propose a method that combines the Bakry \'Emery…
We analyze the convergence behavior of \emph{globally weakly} and \emph{locally strongly contracting} dynamics. Such dynamics naturally arise in the context of convex optimization problems with a unique minimizer. We show that convergence…
We study Markov processes associated with stochastic differential equations, whose non-linearities are gradients of convex functionals. We prove a general result of existence of such Markov processes and a priori estimates on the transition…
We provide a Lyapunov convergence analysis for time-inhomogeneous variable coefficient stochastic differential equations (SDEs). Three typical examples include overdamped, irreversible drift, and underdamped Langevin dynamics. We first…
We develop a unified relative entropy framework for macroscopic limits of kinetic equations with Riesz-type interactions and Fokker-Planck relaxation. Our analysis covers three prototypical singular regimes: the diffusive limit leading to a…
This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…
We develop a functional analytic approach to the study of the Kramers and kinetic Fokker-Planck equations which parallels the classical $H^1$ theory of uniformly elliptic equations. In particular, we identify a function space analogous to…
Vlasov kinetic theory is extended by adopting an extra one particle distribution function as an additional state variable characterizing the micro-turbulence internal structure. The extended Vlasov equation keeps the reversibility, the…
In the study of chaotic behaviour of systems of many hard spheres, Lyapunov exponents of small absolute value exhibit interesting characteristics leading to speculations about connections to non-equilibrium statistical mechanics. Analytical…
We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…
We extend the concept of self-consistency for the Fokker-Planck equation (FPE) to the more general McKean-Vlasov equation (MVE). While FPE describes the macroscopic behavior of particles under drift and diffusion, MVE accounts for the…
We establish $L^2$-exponential decay properties for linear dissipative kinetic equations, including the time-relaxation and Fokker-Planck models, in bounded spatial domains with general boundary conditions that may not conserve mass. Their…
We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…
We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium…