Related papers: Identification and existence of Boltzmann processe…
As for the spatially homogeneous Boltzmann equation of Maxwellian molecules with the fractional Fokker-Planck diffusion term, we consider the Cauchy problem for its Fourier-transformed version, which can be viewed as a kinetic model for the…
The existence of random dynamical systems for McKean--Vlasov SDEs is established. This is approached by considering the joint dynamics of the corresponding nonlinear Fokker-Planck equation governing the law of the system and the underlying…
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/2. Our main contribution is the derivation of the associated…
Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…
We consider the spatially homogeneous Boltzmann equation for (true) hard and moderately soft potentials. We study the pathwise properties of the stochastic process $(V_t)_{t\geq 0}$, which describes the time evolution of the velocity of a…
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial…
The time evolution of moderately dense gas evolving in vacuum described by the Boltzmann-Enskog equation is studied. The associated stochastic process, the Boltzmann-Enskog process, was constructed by Albeverio, R\"udiger and Sundar (2017)…
We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbeck dynamics. The framework builds on the stochastic calculus…
McKean-Vlasov SDEs describe systems where the dynamics depend on the law of the process. The corresponding Fokker-Planck equation is a nonlinear, nonlocal PDE for the corresponding measure flow. In the presence of common noise and…
The Boltzmann equation is a nonlinear partial differential equation that plays a central role in statistical mechanics. From the mathematical point of view, the existence of global smooth solutions for arbitrary initial data is an…
Marcus stochastic differential equations (SDEs) often are appropriate models for stochastic dynamical systems driven by non-Gaussian Levy processes and have wide applications in engineering and physical sciences. The probability density of…
The Boltzmann kinetic equation is obtained from an integro-differential master equation that describes a stochastic dynamics in phase space of an isolated thermodynamic system. The stochastic evolution yields a generation of entropy,…
While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…
This work is concerned with the existence of mild solutions and the uniqueness of distributional solutions to nonlinear Fokker-Planck equations with nonlocal operators $\Psi(-\Delta)$, where $\Psi$ is a Bernstein function. As applications,…
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…
The Vlasov-Maxwell-Boltzmann system is a fundamental model to describe the dynamics of dilute charged particles, where particles interact via collisions and through their self-consistent electromagnetic field. We prove the existence of…
The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…
The paper investigates existence and uniqueness for a stochastic differential equation (SDE) with distributional drift depending on the law density of the solution. Those equations are known as McKean SDEs. The McKean SDE is interpreted in…
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…
We study a class of McKean-Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and…