Related papers: Invariant closure for the Fokker-Planck equation
The wave equation is time-reversal invariant. The enclosure method using a Neumann data generated by this invariance is introduced. The method yields the minimum ball that is centered at a given arbitrary point and encloses an unknown…
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…
We establish differentiability properties of the value function of problems of Static Optimization in an abstract infinite dimensional setting and we apply that to problems of Calculus of Variations. We lighten the assumptions of existing…
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with…
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…
I consider a physical system described by a continuous field theory and enclosed in a large but finite cubical box with periodic boundary conditions. The system is assumed to undergo a continuous phase transition at some critical point. The…
Differential invariants for the maximal Lie invariance group of the Korteweg-de Vries equation are computed using the moving frame method and compared with existing results. Closed forms of differential invariants of any order are presented…
I report a study of the nonstationary one-dimensional Fokker-Planck solutions by means of the strictly isospectral method of supesymmetric quantum mechanics. The main conclusion is that this technique can lead to a space-dependent…
In this paper, we introduce and analyse numerical schemes for the homogeneous and the kinetic L\'evy-Fokker-Planck equation. The discretizations are designed to preserve the main features of the continuous model such as conservation of…
This work is devoted to the study of the Fokker--Planck equation for a stochastic heat equation with an additive $Q$-Wiener noise and non-homogeneous boundary conditions. We explicitly construct the probability density function and…
We approach uncertainty principles of Cowling-Price-Heis-\\enberg-type as a variational principle on modulation spaces. In our discussion we are naturally led to compact localization operators with symbols in modulation spaces. The optimal…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
A quantum phase space version of the continuity equation for systems with internal degrees of freedom is derived. The $1$ -- D Dirac equation is introduced and its phase space counterpart is found. The phase space representation of free…
We discuss the approach to equilibrium of systems governed by the Fokker-Planck equation. In particular, we focus on problems involving barrier penetration and the associated Kramers' time. We also describe the connection between stochastic…
We investigate local regularity properties of weak solutions to a broad class of nonlinear nonlocal kinetic Kolmogorov-Fokker-Planck equations. In particular, we focus on proving an interpolative apriori boundedness estimate for weak…
We determine the Lie point symmetries of the Fokker-Planck equation and provide examples of solutions of this equation. The Fokker-Planck equation admits a conserved form, hence there is an auxiliary system associated to this equation and…
We study the existence and the uniqueness of a solution $\fy$ to the linear Fokker-Planck equation $-\Delta \fy + \div(\fy \F) = f$ in a bounded domain of $\R^d$ when $\F$ is a "confinement" vector field acting for instance like the inverse…
This paper is concerned with a modified entropy method to establish the large-time convergence towards the (unique) steady state, for kinetic Fokker-Planck equations with non-quadratic confinement potentials in whole space. We extend…
We consider the random conductance model in a stationary and ergodic environment. Under suitable moment conditions on the conductances and their inverse, we prove a quenched invariance principle for the random walk among the random…
The phenomena of nonlocal transport in magnetically confined plasma are theoretically analyzed. A hybrid model is proposed, which brings together the notion of inverse energy cascade, typical of drift-wave- and two-dimensional fluid…