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Under suitable assumptions on $\beta:\mathbb{R}\!\to\!\mathbb{R}, \,D:\mathbb{R}^d\!\to\!\mathbb{R}^d$ and $b:\mathbb{R}^d\!\to\!\mathbb{R}$, the nonlinear Fokker-Planck equation $u_t-\Delta\beta(u)+{\rm div}(Db(u)u)=0$, in…

Probability · Mathematics 2025-03-17 Viorel Barbu , Michael Röckner

For the nonlinear Fokker--Planck equation $$\partial_tu = \Delta\beta(u)-\nabla \Phi \cdot \nabla \beta(u) - div_{\varrho}\big(D(x)b(u)u\big),\quad (t,x) \in (0,\infty)\times \mathbb{R}^d,$$ where $\varrho = \exp(-\Phi)$ is the density of a…

Analysis of PDEs · Mathematics 2023-08-21 Marco Rehmeier

One proves the existence and uniqueness of a generalized (mild) solution for the nonlinear Fokker-Planck equation (FPE) \begin{align*} &u_t-\Delta (\beta(u))+{\mathrm{ div}}(D(x)b(u)u)=0, \quad t\geq0,\ x\in\mathbb{R}^d,\ d\ne2, \\…

Analysis of PDEs · Mathematics 2022-03-03 Viorel Barbu , Michael Röckner

One studies here, via the La Salle invariance principle for nonlinear semigroups in Banach spaces, the properties of the $\omega$-limit set $\omega(u_0)$ corresponding to the orbit $\gamma(u_0)=\{u(t,u_0);\ t\ge0\}$, where $u=u(t,u_0)$ is…

Analysis of PDEs · Mathematics 2021-05-07 Viorel Barbu , Michael Röckner

In this paper, we study a combined system of a Fokker-Planck (FP) equation for $m^{t,\mu}$ with initial $(t,\mu)\in[0,T]\times L^2(\mathbb{R}^d)$, and a stochastic differential equation for $X^{t,x,\mu}$ with initial $(t,x)\in[0,T]\times…

Probability · Mathematics 2022-09-09 Ziyu Huang , Shanjian Tang

This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (possibly degenerate) Fokker-Planck equations $\rho_t-\Delta\beta(\rho)+{\rm div}(Db(\rho)\rho)=0$ in…

Analysis of PDEs · Mathematics 2023-03-01 Viorel Barbu , Michael Röckner

Existence and uniqueness of a strong solution in $H^{-1}(\mathbb R^d)$ is proved for the stochastic nonlinear Fokker-Planck equation $$dX-{\rm div}(DX)dt-\Delta\beta(X)dt=X\,dW \mbox{ in }(0,T)\times\mathbb R^d,\ X(0)=x,$$ via a…

Probability · Mathematics 2017-10-25 Viorel Barbu , Michael Röckner

We show that ergodic flows in noncommutative fully symmetric spaces (associated with a semifinite von Neumann algebra) generated by continuous semigroups of positive Dunford-Schwartz operators and modulated by bounded Besicovitch almost…

Operator Algebras · Mathematics 2018-09-07 Vladimir Chilin , Semyon Litvinov

An operatorial based approach is used here to prove the existence and uniqueness of a strong solution $u$ to the time-varying nonlinear Fokker--Planck equation $u_t(t,x)-\Delta(a(t,x,u(t,x))u(t,x))+{\rm div}(b(t,x,u(t,x))u(t,x))=0$ in…

Analysis of PDEs · Mathematics 2022-07-12 Viorel Barbu , Michael Rockner

Consider a parabolic stochastic PDE of the form $\partial_t u=\frac{1}{2}\Delta u + \sigma(u)\eta$, where $u=u(t\,,x)$ for $t\ge0$ and $x\in\mathbb{R}^d$, $\sigma:\mathbb{R}\to\mathbb{R}$ is Lipschitz continuous and non random, and $\eta$…

Probability · Mathematics 2019-05-30 Le Chen , Davar Khoshnevisan , Fei Pu

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 =…

Statistical Mechanics · Physics 2009-02-06 Mauro Bologna , Constantino Tsallis , Paolo Grigolini

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…

Analysis of PDEs · Mathematics 2023-06-05 Mohamed Alfaki Ag Aboubacrine Assadeck

Let $\alpha\in(0,2)$ and $d\in\mathbb{N}$. Consider the following stochastic differential equation (SDE) driven by $\alpha$-stable process in $\mathbb{R}^d$: $$ dX_t=b(X_t)dt+\sigma(X_{t-})d L^{\alpha}_t, \quad X_0=x\in\mathbb{R}^d, $$…

Probability · Mathematics 2022-01-26 Xiaolong Zhang , Xicheng Zhang

We show that a steady-state solution ${\bf U}$ to the system of equations of a Navier-Stokes flow past a rotating body is nonlinearly unstable if the associated linear operator $\cal L$ has a part of the spectrum in the half-plane…

Analysis of PDEs · Mathematics 2020-01-28 Giovanni P. Galdi Jiří Neustupa

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a…

Analysis of PDEs · Mathematics 2020-01-22 Laurent Lafleche

We address the well-posedness of subelliptic Fokker-Planck equations arising from stochastic control problems, as well as the properties of the associated diffusion processes. Here, the main difficulty arises from the possible polynomial…

Analysis of PDEs · Mathematics 2024-11-06 Lucia Caramellino , Cristian Mendico

Consider the Leibenson equation \begin{equation*} \partial_t u = \Delta_p u^q, \end{equation*} where $\Delta_p f = div(|\nabla f|^{p-2}\nabla f)$ for $p>1$ and $q>0$, which is a simultaneous generalization of the porous media and the…

Probability · Mathematics 2025-08-19 Viorel Barbu , Sebastian Grube , Marco Rehmeier , Michael Röckner

We prove global well-posedness and scattering in $H^1$ for the defocusing nonlinear Schr\"{o}dinger equations \begin{equation*} \begin{cases} &(i\partial_t+\Delta_\g)u=u|u|^{2\sigma}; &u(0)=\phi, \end{cases} \end{equation*} on the…

Analysis of PDEs · Mathematics 2008-01-21 Alexandru D. Ionescu , Gigliola Staffilani

In this paper, we establish the fractional Morrey-Sobolev type embeddings on stratified Lie groups. This extends and complements the Sobolev type embeddings derived in \cite{GKR}. As an application of the results, we study the following…

Analysis of PDEs · Mathematics 2025-09-24 Sekhar Ghosh , Tianxiang Gou , Vishvesh Kumar , Vicentiu D. Radulescu

This paper investigates the local regularity of solutions to stationary Fokker-Planck equations on an open set $U \subset \mathbb{R}^d$ with $d \geq 2$. A central objective is to relax the classical assumptions on the coefficients by…

Analysis of PDEs · Mathematics 2026-02-25 Haesung Lee
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