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In a previous work, a perturbative approach to a class of Fokker-Planck equations, which have constant diffusion coefficients and small time-dependent drift coefficients, was developed by exploiting the close connection between the…

Mathematical Physics · Physics 2015-05-27 Wen-Tsan Lin , Choon-Lin Ho

We study the concentration phenomenon for discrete-time random dynamical systems with an unbounded state space. We develop a heuristic approach towards obtaining exponential concentration inequalities for dynamical systems using an entirely…

Machine Learning · Statistics 2022-12-08 Muhammad Abdullah Naeem , Miroslav Pajic

We consider the Kinetic Fokker-Planck (FKP) equation in a domain with Maxwell reflection condition on the boundary. We establish the ultracontractivity of the associated semigroup and the hypocoercivity of the associated operator. We deduce…

Analysis of PDEs · Mathematics 2025-06-25 Kleber Carrapatoso , Stéphane Mischler

A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…

Analysis of PDEs · Mathematics 2017-04-06 Fucai Li , Yanmin Mu , Dehua Wang

We propose a stable Petrov-Galerkin discretization of a kinetic Fokker-Planck equation constructed in such a way that uniform inf-sup stability can be inferred directly from the variational formulation. Inspired by well-posedness results…

Numerical Analysis · Mathematics 2021-04-13 Julia Brunken , Kathrin Smetana

We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…

Analysis of PDEs · Mathematics 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our…

Analysis of PDEs · Mathematics 2025-11-13 Anton Arnold , Gayrat Toshpulatov

Techniques from numerical bifurcation theory are very useful to study transitions between steady fluid flow patterns and the instabilities involved. Here, we provide computational methodology to use parameter continuation in determining…

Numerical Analysis · Mathematics 2020-11-12 S. Baars , J. P. Viebahn , T. E. Mulder , C. Kuehn , F. W. Wubs , H. A. Dijkstra

We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…

Analysis of PDEs · Mathematics 2020-06-09 José A. Carrillo , Katharina Hopf , José L. Rodrigo

We develop and analyze a class of structure-preserving discontinuous Galerkin schemes for the nonlinear Vlasov-Poisson-Fokker-Planck model, reformulated as a hyperbolic system through a Hermite expansion in the velocity variable. We…

Numerical Analysis · Mathematics 2026-03-30 Yi Cai , Alain Blaustein , Tao Xiong , Francis Filbet

The paper proves existence of renormalized solutions for a class of velocity-discrete coplanar stationary Boltzmann equations with given indata. The proof is based on the construction of a sequence of approximations with L1 compactness for…

Mathematical Physics · Physics 2020-07-07 L. Arkeryd , A. Nouri

We give an introduction to discrete functional analysis techniques for stationary and transient diffusion equations. We show how these techniques are used to establish the convergence of various numerical schemes without assuming…

Numerical Analysis · Mathematics 2016-02-25 Jerome Droniou

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to…

Analysis of PDEs · Mathematics 2019-12-06 Arnaud Guillin , Wei Liu , Liming Wu , Chaoen Zhang

This paper is concerned with space inhomogeneous quantum Fokker-Planck equations posed on a classical kinetic phase space. The nonlinear factor $f(1\pm f)$ appears both in the transport term and in the collison part of the Fokker-Planck…

Analysis of PDEs · Mathematics 2026-01-27 Anton Arnold , Marlies Pirner , Gayrat Toshpulatov

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a…

Dynamical Systems · Mathematics 2025-01-30 Franz Achleitner , Anton Arnold , Volker Mehrmann , Eduard A. Nigsch

We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive operators by using Schur complements, rather than from an exponential decay of the evolution semigroup combined with a time integral. We present…

Analysis of PDEs · Mathematics 2021-09-13 E. Bernard , M. Fathi , A. Levitt , G. Stoltz

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…

Mathematical Physics · Physics 2012-10-03 Simone Calogero

We study the convergence analysis of continuous-time dynamical systems associated with optimization methods for strongly convex functions. Recent works have proposed systematic constructions of Lyapunov functions for such analysis, while…

Optimization and Control · Mathematics 2026-04-01 Atsushi Tabei , Ken'ichiro Tanaka

We investigate the periodic and stationary solutions of distribution-dependent stochastic differential equations. While generally, the semigroups associated with the equations are nonlinear, we show that the methods of weak convergence and…

Probability · Mathematics 2025-01-17 Wei Sun , Ethan Wong
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