English
Related papers

Related papers: Weighted $L^1$-semigroup approach for nonlinear Fo…

200 papers

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

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

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…

Probability · Mathematics 2020-10-09 Giacomo Ascione , Yuliya Mishura , Enrica Pirozzi

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,…

Analysis of PDEs · Mathematics 2026-05-27 Viorel Barbu , José Luís da Silva , Michael Röckner

One proves in this work that the nonlinear semigroup $S(t)$ in $L^1(\mathbb R^d)$, $d\geq 3$, associated with the nonlinear Fokker-Planck equation $u_t-\Delta\beta(u)+\text{div}(Db(u)u){=}0$, $u(0)=u_0$ in $(0,\infty)\times\mathbb R^d$,…

Probability · Mathematics 2023-03-16 Viorel Barbu , Michael Röckner

In this paper the feasibility of funnel control techniques for the Fokker-Planck equation corresponding to a multi-dimensional Ornstein-Uhlenbeck process on an unbounded spatial domain is explored. First, using weighted Lebesgue and Sobolev…

Optimization and Control · Mathematics 2021-04-15 Thomas Berger

We associate a coupled nonlinear Fokker-Planck equation on $\R^d$, i.e. with solution paths in $\scr P$, to a linear Fokker-Planck equation for probability measures on the product space $\R^d\times \scr P$, i.e. with solution paths in $\scr…

Probability · Mathematics 2020-11-02 Panpan Ren , Michael Rockner , Feng-Yu Wang

In this manuscript we deal with a class of nonlinear Fokker-Planck equations with the following structure \[ \partial_t u - \div\big(M\nabla u+ E h(u)\big)=0, \] with $M$ a bounded elliptic matrix, $E$ a vector field in a suitable Lebesgue…

Analysis of PDEs · Mathematics 2026-01-15 Stefano Buccheri , Fernando Farroni , Gabriella Zecca

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

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…

Probability · Mathematics 2022-02-01 Viorel Barbu , Michael Röckner

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…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

We propose a new approach to describe the effective microscopic dynamics of (power-law) nonlinear Fokker-Planck equations. Our formalism is based on a nonextensive generalization of the Wiener process. This allow us to obtain, in addition…

Statistical Mechanics · Physics 2021-03-17 Leonardo Santos

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

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 present a new stability and convergence analysis for the spatial discretization of a time-fractional Fokker--Planck equation in a convex polyhedral domain, using continuous, piecewise-linear, finite elements. The forcing may depend on…

Numerical Analysis · Mathematics 2019-02-11 Kim Ngan Le , William McLean , Kassem Mustapha

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

The solution to nonlinear Fokker-Planck equation is constructed in terms of the minimal Markov semigroup generated by the equation. The semigroup is obtained by a purely functional analytical method via Hille-Yosida theorem. The existence…

Mathematical Physics · Physics 2007-05-23 Hong Qian , Min Qian , Xiang Tang

This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-\Delta)^s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also…

Probability · Mathematics 2022-10-27 Viorel Barbu , Michael Röckner

We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…

Numerical Analysis · Mathematics 2016-01-11 Oliver Junge , Daniel Matthes , Horst Osberger

By investigating path-distribution dependent stochastic differential equations, the following type of nonlinear Fokker--Planck equations for probability measures $(\mu_t)_{t \geq 0}$ on the path space $\mathcal C:=C([-r_0,0];\mathbb R^d),$…

Probability · Mathematics 2020-08-20 Xing Huang , Michael Röckner , Feng-Yu Wang
‹ Prev 1 2 3 10 Next ›