Related papers: Gradient estimates for nonlinear kinetic Fokker-Pl…
Nonlinear differential equations are encountered as models of fluid flow, spiking neurons, and many other systems of interest in the real world. Common features of these systems are that their behaviors are difficult to describe exactly and…
In this work, Holder continuity is obtained for solutions to the nonlocal kinetic Fokker-Planck Equation, and to a family of related equations with general integro-differential operators. These equations can be seen as a generalization of…
The Fokker-Planck equations describe time evolution of probability densities of stochastic dynamical systems and are thus widely used to quantify random phenomena such as uncertainty propagation. For dynamical systems driven by non-Gaussian…
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…
We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…
Motivated by a wide variety of applications, ranging from stochastic optimization to dimension reduction through variable selection, the problem of estimating gradients accurately is of crucial importance in statistics and learning theory.…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
Maximal regularity is a kind of a priori estimates for parabolic-type equations and it plays an important role in the theory of nonlinear differential equations. The aim of this paper is to investigate the temporally discrete counterpart of…
A numerical scheme for approximating the nonlinear filtering density is introduced and its convergence rate is established, theoretically under a parabolic H\"{o}rmander condition, and empirically in numerical examples. In a prediction…
A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…
This article presents new local and global gradient estimates of Li-Yau type for positive solutions to a class of nonlinear elliptic equations on smooth metric measure spaces involving the Witten Laplacian. The estimates are derived under…
In this paper, we establish a priori estimates for a class of fully nonlinear equations with Neumann boundary conditions. By the continuity method, we have obtained the existence theorem for the Neumann problem.
In this paper, we obtain gradient continuity estimates for viscosity solutions of $\Delta_{p}^N u= f$ in terms of the scaling critical $L(n,1 )$ norm of $f$, where $\Delta_{p}^N$ is the normalized $p-$Laplacian operator defined in (1.2)…
We revisit the classical theory of linear second-order uniformly elliptic equations in divergence form whose solutions have H\"older continuous gradients, and prove versions of the generalized maximum principle, the $C^{1,\alpha}$-estimate,…
We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…
In this paper, we establish a global $C^2$ estimates to the Neumann problem for a class of fullly nonlinear elliptic equations. By the method of continuity, we establish the existence theorem of $k$-admissible solutions of the Neumann…
Qualitative properties of non-negative solutions to a quasilinear degenerate parabolic equation with an absorption term depending solely on the gradient are shown, providing information on the competition between the nonlinear diffusion and…
In this paper we analyze the global existence of classical solutions to the initial boundary-value problem for a nonlinear parabolic equation describing the collective behavior of an ensemble of neurons. These equations were obtained as a…
We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence of classical solutions in the perturbative…
We prove sharp regularity estimates for solutions of highly degenerate fully nonlinear elliptic equations. These are free boundary models in which a nonlinear diffusion process drives the system only in the region where the gradient…