Related papers: Nonlocal, nonlinear Fokker-Planck equations and no…
The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…
We investigate the dynamics of an inertial active Ornstein-Uhlenbeck particle suspended in a non-Markovian environment. The particle is additionally subjected to external forces, such as harmonic confinement and a magnetic field. Motivated…
We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies…
We propose a discrete lattice version of the Fokker-Planck kinetic equation along lines similar to the Lattice-Boltzmann scheme. Our work extends an earlier one-dimensional formulation to arbitrary spatial dimension $D$. A generalized…
By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…
We formulate and solve the martingale problem in a nonlinear expectation space. Unlike the classical work of Stroock and Varadhan (1969) where the linear operator in the associated PDE is naturally defined from the corresponding diffusion…
We study a stochastic particle system with a logarithmically-singular inter-particle interaction potential which allows for inelastic particle collisions. We relate the squared Bessel process to the evolution of localized clusters of…
We consider an incompressible kinetic Fokker Planck equation in the flat torus, which is a simplified version of the Lagrangian stochastic models for turbulent flows introduced by S.B. Pope in the context of computational fluid dynamics.…
We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic…
We study a coupled Fokker-Planck--Navier-Stokes (FPNS) system modeling the dynamics of interacting particles suspended in a viscous incompressible fluid, where the coupling occurs through a locally averaged Brinkman drag force. Our main…
In this paper we study some properties of the generalized Fokker-Planck equation induced by the time-changed fractional Ornstein-Uhlenbeck process. First of all, we exploit some sufficient conditions to show that a mild solution of such…
In this paper, we study the nonlinear Vlasov-Fokker-Planck equation with fixed collision frequency. We establish the global-in-time existence of weak solutions to the equation with large initial data. Moreover, we show that our solution…
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…
In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergence of the time marginals of the empirical measure of…
We introduce a simple, rigorous, and unified framework for solving nonlinear partial differential equations (PDEs), and for solving inverse problems (IPs) involving the identification of parameters in PDEs, using the framework of Gaussian…
In the first part of this work, we establish the existence and uniqueness of a local mild solution to the deterministic convective Brinkman-Forchheimer (CBF) equations defined on the whole space, by using properties of the heat semigroup…
Using results from our companion article [arXiv:1112.4824v2] on a Schauder approach to existence of solutions to a degenerate-parabolic partial differential equation, we solve three intertwined problems, motivated by probability theory and…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We investigate the well-posedness of a coupled Navier-Stokes-Fokker-Planck system with a time-fractional derivative. Such systems arise in the kinetic theory of dilute solutions of polymeric liquids, where the motion of noninteracting…
In this paper, we present a general framework for solving stochastic functional differential equations in infinite dimensions in the sense of martingale solutions, which can be applied to a large class of SPDE with finite delays, e.g.…