Related papers: Exponential Entropy dissipation for weakly self-co…
We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…
In many physical contexts, evolution convection equations may present some very large amplitude convective terms. As an example, in the context of magnetic confinement fusion, the distribution function that describes the plasma satisfies…
In this paper we study a self-consistent Vlasov-Fokker-Planck equations which describes the longitudinal dynamics of an electron bunch in the storage ring of a synchrotron particle accelerator. We show existence and uniqueness of global…
This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat…
The subject matter of the paper concerns the Vlasov-Poisson-Fokker-Planck (VPFP) equations in the context of magnetic confinement. We study the long-time behavior of the VPFP system with an intense external magnetic field, when neglecting…
Using the parametrically driven harmonic oscillator as a working example, we study two different Markovian approaches to the quantum dynamics of a periodically driven system with dissipation. In the simpler approach, the driving enters the…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…
Mathematical structure of the reflection coefficients for the one-dimensional Fokker-Planck equation is studied. A new formalism using differential operators is introduced and applied to the analysis in high- and low-energy regions.…
A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…
We show that for weakly dependent random variables the relative entropy functional satisfies an approximate version of the standard tensorization property which holds in the independent case. As a corollary we obtain a family of…
The weak-strong uniqueness for Maxwell--Stefan systems and some generalized systems is proved. The corresponding parabolic cross-diffusion equations are considered in a bounded domain with no-flux boundary conditions. The key points of the…
Motivated by numerical modeling of ultrasound waves, we investigate robust conforming finite element discretizations of quasilinear and possibly nonlocal equations of Westervelt type. These wave equations involve either a strong dissipation…
A one-dimensional Vlasov-Poisson system is considered to elucidate how the information entropies of the probability distribution functions of the electron position and velocity variables evolve in the Landau damping process. Considering the…
Filter stability is a classical problem in the study of partially observed Markov processes (POMP), also known as hidden Markov models (HMM). For a POMP, an incorrectly initialized non-linear filter is said to be (asymptotically) stable if…
The goal of this work is to introduce and investigate a generalised Fisher Information in the setting of linear Fokker-Planck equations. This functional, which depends on two functions instead of one, exhibits the same decay behaviour as…
Continuous-time Markov chains associated to finite-volume discretization schemes of Fokker-Planck equations are constructed. Sufficient conditions under which quantitative exponential decay in the $\phi$-entropy and Wasserstein distance are…
We introduce a novel Lyapunov function for stabilization of linear Vlasov--Fokker--Planck type equations with stiff source term. Contrary to existing results relying on transport properties to obtain stabilization, we present results based…
The harmonic oscillator with dissipation is studied within the framework of the Lindblad theory for open quantum systems. By using the Wang-Uhlenbeck method, the Fokker-Planck equation, obtained from the master equation for the density…
This paper is devoted to the investigation of inertial dynamical systems with implicit Hessian-driven damping for strongly quasiconvex optimization which is a specific class of nonconvex optimization problems. We first establish exponential…