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Related papers: Hypocoercivity

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This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…

Analysis of PDEs · Mathematics 2018-08-02 Jean Dolbeault , Xingyu Li

We develop a new method to solve the Fokker-Planck or Kolmogorov's forward equation that governs the time evolution of the joint probability density function of a continuous-time stochastic nonlinear system. Numerical solution of this…

Optimization and Control · Mathematics 2018-11-16 Kenneth F. Caluya , Abhishek Halder

We consider two approaches to study non-reversible Markov processes, namely the Hypocoercivity Theory (HT) and GENERIC (General Equations for Non-Equilibrium Reversible-Irreversible Coupling); the basic idea behind both of them is to split…

Probability · Mathematics 2023-01-25 Manh Hong Duong , Michela Ottobre

We obtain equilibration rates for a one-dimensional nonlocal Fokker-Planck equation with time-dependent diffusion coefficient and drift, modeling the relaxation of a large swarm of robots, feeling each other in terms of their distance,…

Analysis of PDEs · Mathematics 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

This note provides a simple derivation of the overdamped approximation for kinetic (or underdamped) equilibrium Langevin dynamics, in cases where certain coefficients depend on the position variable. The equivalent small-mass limit of these…

Probability · Mathematics 2026-05-11 Noé Blassel

The present works is focused on studying bifurcating solutions in compressible fluid dynamics. On one side, the physics of the problem is thoroughly investigated using high-fidelity simulations of the compressible Navier-Stokes equations…

Numerical Analysis · Mathematics 2022-12-21 Niccolò Tonicello , Andrea Lario , Gianluigi Rozza , Gianmarco Mengaldo

By further developing the generalized $\Gamma$-calculus for hypoelliptic operators, we prove hypocoercive estimates for a large class of Kolmogorov type operators which are defined on non necessarily totally geodesic Riemannian foliations.…

Analysis of PDEs · Mathematics 2016-04-26 Fabrice Baudoin , Camille Tardif

We study the dynamics of a degenerate parabolic equation with a variable, generally non-smooth diffusion coefficient, which may vanish at some points or be unbounded. We show the existence of a global branch of nonnegative stationary…

Analysis of PDEs · Mathematics 2007-05-23 Nikos I. Karachalios , Nikos B. Zographopoulos

This paper investigates the local regularity of solutions to stationary Fokker-Planck equations on an open set $U \subset \mathbb{R}^d$ with $d \geq 2$. A central objective is to relax the classical assumptions on the coefficients by…

Analysis of PDEs · Mathematics 2026-02-25 Haesung Lee

The statistics of the condensed polaritons is described in terms of the Wigner function. In the framework of the truncated Wigner method, the Wigner function obeys a Fokker- Planck equation, which is solved analytically. The second order…

Mesoscale and Nanoscale Physics · Physics 2015-05-18 Paolo Schwendimann , Antonio Quattropani , Davide Sarchi

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

Analysis of PDEs · Mathematics 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

In this article we extend the modern, powerful and simple abstract Hilbert space strategy for proving hypocoercivity that has been developed originally by Dolbeault, Mouhot and Schmeiser. As well-known, hypocoercivity methods imply an…

Functional Analysis · Mathematics 2015-12-31 Martin Grothaus , Patrik Stilgenbauer

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

Analysis of PDEs · Mathematics 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

In this work, we leverage the Hamiltonian kind structure for accurate uncertainty propagation through a nonlinear dynamical system. The developed approach utilizes the fact that the stationary probability density function is purely a…

Optimization and Control · Mathematics 2024-11-19 Amit Jain , Puneet Singla , Roshan Eapen

This paper is dedicated to the application of the DeGiorgi-Nash-Moser regularity theory to the kinetic Fokker-Planck equation. This equation is hypoelliptic. It is parabolic only in the velocity variable, while the Liouville transport…

Analysis of PDEs · Mathematics 2015-06-16 François Golse , Alexis Vasseur

We consider Kramers-Fokker-Planck operators with general degenerate coefficients. We prove semiclassical hypocoercivity estimates for a large class of such operators. Then, we manage to prove Eyring-Kramers formulas for the bottom of the…

Analysis of PDEs · Mathematics 2026-01-30 Loïs Delande

This paper is concerned with a class of multivariable stochastic Hamiltonian systems whose generalised position is related by an ordinary differential equation to the momentum governed by an Ito stochastic differential equation. The latter…

Mathematical Physics · Physics 2023-12-18 Igor G. Vladimirov

We introduce a notion of state-constraint viscosity solutions for one dimensional \junction"-type problems for Hamilton-Jacobi equations with non convex coercive Hamiltonians and study its well- posedness and stability properties. We show…

Analysis of PDEs · Mathematics 2016-08-15 P. -L. Lions , P. E. Souganidis

In this paper, we propose a new convex approach to stability analysis of nonlinear systems with polynomial vector fields. First, we consider an arbitrary convex polytope that contains the equilibrium in its interior. Then, we decompose the…

Optimization and Control · Mathematics 2014-11-24 Reza Kamyar , Chaitanya Murti , Matthew Peet

We consider a Fokker-Planck equation in a general domain in ${\mathbb{R}}^n$ with $L^p_{\mathrm{loc}}$ drift term and $W^{1,p}_{\mathrm{loc}}$ diffusion term for any $p>n$. By deriving an integral identity, we give several measure estimates…

Analysis of PDEs · Mathematics 2015-09-10 Wen Huang , Min Ji , Zhenxin Liu , Yingfei Yi