Related papers: Nonlocal, nonlinear Fokker-Planck equations and no…
A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…
One proves the $H$-theorem for mild solutions to a nondegenerate, nonlinear Fokker-Planck equation $$ u_t-\Delta\beta(u)+{\rm div}(D(x)b(u)u)=0, \ t\geq0, \ x\in\mathbb{R}^d,\qquad (1)$$ and under appropriate hypotheses on $\beta,$ $D$ and…
We develop a mean-field approach for multicomponent stochastic spatially extended systems and use it to obtain a multivariate nonlinear self-consistent Fokker-Planck equation defining the probability density of the state of the system,…
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…
In this paper we study the sensitivity of nonlinear stochastic differential equations of McKean-Vlasov type generated by stable-like processes. By using the method of stochastic characteristics, we transfer these equations to the…
In this communication we consider the widely used nonlinear Fokas-Lenells equation, the cubic focussing nonlinear Schr\"{o}dinger equation in (2+1)-dimensions and the coupled Drinfel'd-Sokolov-Wilson equation and attempt to construct almost…
We present a method for linearising classes of matrix-valued nonlinear partial differential equations with local and nonlocal nonlinearities. Indeed we generalise a linearisation procedure originally developed by P\"oppe based on solving…
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)…
In this paper, we consider a class of slow-fast systems of stochastic partial differential equations where the nonlinearity in the slow equation is not continuous and unbounded. We first provide conditions that ensure the existence of a…
We study a nonlinear stochastic partial differential equation whose solution is the conditional log-Laplace functional of a superprocess in a random environment. We establish its existence and uniqueness by smoothing out the nonlinear term…
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential…
In this paper we suggest a consistent approach to derivation of generalized Fokker-Planck equation (GFPE) for Gaussian non-Markovian processes with stationary increments. This approach allows us to construct the probability density function…
This article is devoted to the well-posedness of the stochastic compressible Navier Stokes equations. We establish the global existence of an appropriate class of weak solutions emanating from large inital data, set within a bounded domain.…
In this paper we establish the existence and uniqueness of solutions for nonlinear evolution equations on Banach space with locally monotone operators, which is a generalization of the classical result by J.L. Lions for monotone operators.…
We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…
This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
The existence of a weak solution to a McKean-Vlasov type stochastic differential system corresponding to the Enskog equation of the kinetic theory of gases is established under natural conditions. The distribution of any solution to the…
Some multidimensional generalizations of the Fokker-Planck equation used by R. Friedrich and J. Peinke for the description of a turbulent cascade as a stochastic process of Markovian type, are considered. The exact solutions of the Cauchy…
We demonstrate the equivalence of a Non--Markovian evolution equation with a linear memory--coupling and a Fokker--Planck equation (FPE). In case the feedback term offers a direct and permanent coupling of the current probability density to…