Related papers: Quantitative convergence guarantees for the mean-f…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
This paper focuses on finding an approximate solution of a kind of Fokker-Planck equation with time-dependent perturbations. A formulation of the approximate solution of the equation is constructed, and then the existence of the formulation…
We study the implications of quantum fluctuations of a dispersive medium, under steady rotation, either in or out of thermal equilibrium with its environment. A rotating object exhibits a quantum instability by dissipating its mechanical…
The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…
We study the kinetic mean-field limits of the discrete systems of interacting particles used for halftoning of images in the sense of continuous-domain quantization. Under mild assumptions on the regularity of the interacting kernels we…
This article introduces a novel approach to the mean-field limit of stochastic systems of interacting particles, leading to the first ever derivation of the mean-field limit to the Vlasov-Poisson-Fokker-Planck system for plasmas in…
Aims. The process of pitch-angle isotropization is important for many applications ranging from diffusive shock acceleration to large-scale cosmic-ray transport. Here, the basic analytical description is revisited on the basis of recent…
The mean-field approximations of many-boson dynamics are known to be effective in many physical relevant situations. The mathematical justifications of such approximations rely generally on specific considerations which depend too much on…
We study mean field games with unbounded coefficients. The existence of a solution is proved. We propose a new approach based on Fokker-Planck-Kolmogorov equations, the Ambrosio-Figalli-Trevisan superposition principle, the method of…
We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…
We develop a quantum relative entropy method for the mean-field limit of quantum many-body systems. For closed systems governed by the von Neumann equation, we prove a quantitative stability estimate between the $N$-body density matrix and…
The stochastic approach aims at describing the long-wavelength part of quantum fields during inflation by a classical stochastic theory. It is usually formulated in terms of Langevin equations, giving rise to a Fokker-Planck equation for…
A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…
Context. Spacecraft observations have motivated the need for a refined description of the phase-space distribution function. Of particular importance is the pitch-angle diffusion coefficient that occurs in the Fokker-Planck transport…
Fractional Fokker-Planck equation plays an important role in describing anomalous dynamics. To the best of our knowledge, the existing discussions mainly focus on this kind of equation involving one diffusion operator. In this paper, we…
We improve the standard theory of collisional stellar systems by considering the presence of a continuous mass distribution. The calculus of the diffusion coefficients is generalized and a new expression of the Fokker-Planck equation is…
In this work, we explore both the ordinary $q$-Gaussian distribution and a new one defined here, determining both their mean and variance, and we use them to construct solutions of the $q$-deformed diffusion differential equation. This…
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 discuss a general class of nonlinear mean-field Fokker-Planck equations [P.H. Chavanis, Phys. Rev. E, 68, 036108 (2003)] and show their applications in different domains of physics, astrophysics and biology. These equations are…
A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…