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Related papers: Hypocoercivity

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In this paper, we study parabolic equations in divergence form with coefficients that are singular degenerate as some Muckenhoupt weight functions in one spatial variable. Under certain conditions, weighted reverse H\"{o}lder's inequalities…

Analysis of PDEs · Mathematics 2018-11-16 Hongjie Dong , Tuoc Phan

A novel experimental paradigm and a novel modelling approach are presented to investigate oscillatory human motor performance by means of a key concept from condensed matter physics, namely, thermodynamic state variables. To this end, in…

Neurons and Cognition · Quantitative Biology 2017-02-13 J. M. Gordon , S. Kim , T. D. Frank

In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate several moment properties and sample properties of the…

Probability · Mathematics 2021-05-12 Hao Wu , Junhao Hu , Chenggui Yuan

Hypocoercivity emerged in kinetic transport theory, allowing to derive exponential long-time estimates for evolution equations. Recently, the short-time asymptotics for equations with dissipative generators were obtained using the…

Analysis of PDEs · Mathematics 2025-12-09 Marco Roschkowski , Hannes Gernandt

We introduce a new class of stochastic processes which are stationary, Markovian and characterized by an infinite range of time-scales. By transforming the Fokker-Planck equation of the process into a Schrodinger equation with an…

Statistical Mechanics · Physics 2007-05-23 Fabrizio Lillo , Salvatore Micciche' , Rosario N. Mantegna

The focus of our study in this paper is on the active dynamics and a fractional generalized Langevin equation with a memory kernel K(t). The Fokker-Planck equation is obtained by deriving it from a second-order differential equation. The…

Statistical Mechanics · Physics 2024-12-17 Yun Jeong Kang , Kyungsik Kim

We consider an inhomogeneous linear Boltzmann equation, with an external confining potential. The collision operator is a simple relaxation toward a local Maxwellian, therefore without diffusion. We prove the exponential time decay toward…

Analysis of PDEs · Mathematics 2007-05-23 Frederic Herau

Well balanced and free energy dissipative first- and second-order accurate finite volume schemes are proposed for a general class of hydrodynamic systems with linear and nonlinear damping. The natural Liapunov functional of the system,…

Numerical Analysis · Mathematics 2020-11-05 José A. Carrillo , Serafim Kalliadasis , Sergio P. Perez , Chi-Wang Shu

We consider several classes of degenerate hyperbolic equations involving delay terms and suitable nonlinearities. The idea is to rewrite the problems in an abstract way and, using semigroup theory and energy method, we study well posedness…

Analysis of PDEs · Mathematics 2024-07-16 Alessandro Camasta , Genni Fragnelli , Cristina Pignotti

The well-posedness of a class of optimal control problems is analysed, where the state equation couples a nonlinear degenerate Fokker-Planck equation with a system of Ordinary Differential Equations (ODEs). Such problems naturally arise as…

Optimization and Control · Mathematics 2024-11-01 Francesca Anceschi , Giacomo Ascione , Daniele Castorina , Francesco Solombrino

New sufficient conditions for the characterization of dwell-times for linear impulsive systems are proposed and shown to coincide with continuous decrease conditions of a certain class of looped-functionals, a recently introduced type of…

Optimization and Control · Mathematics 2012-06-05 Corentin Briat , Alexandre Seuret

In this paper, we study the set of stationary solutions of the Vlasov-Fokker-Planck (VFP) equation. This equation describes the time evolution of the probability distribution of a particle moving under the influence of a double-well…

Analysis of PDEs · Mathematics 2015-08-11 Manh Hong Duong , Julian Tugaut

We study long-time dynamical behaviors of weakly self-consistent Vlasov-Fokker-Planck equations. We introduce Hessian matrix conditions on mean-field kernel functions, which characterizes the exponential convergence of solutions in $L^1$…

Analysis of PDEs · Mathematics 2023-10-24 Erhan Bayraktar , Qi Feng , Wuchen Li

Stochastic gradient methods with momentum are widely used in applications and at the core of optimization subroutines in many popular machine learning libraries. However, their sample complexities have not been obtained for problems beyond…

Optimization and Control · Mathematics 2021-02-12 Vien V. Mai , Mikael Johansson

This paper studies input-to-state stability for hybrid systems with memory, which models hybrid dynamics affected by time delays. Using both Lyapunov-Razumikhin functions and Lyapunov-Krasovskii functionals, Lyapunov-based sufficient…

Systems and Control · Electrical Eng. & Systems 2022-02-01 Wei Ren , Junlin Xiong

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

Statistical Mechanics · Physics 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…

Analysis of PDEs · Mathematics 2023-08-01 Marvin Fritz

We revisit Villani's approach to the study of hypocoercive diffusion operators by applying a variant of the Bakry-\'Emery machinery. The method relies on a generalized Bakry-\'Emery type criterion that applies to Kolmogorov type operators.…

Analysis of PDEs · Mathematics 2017-06-28 Fabrice Baudoin

The covariant form of the multivariable diffusion-drift process is described by the covariant Fokker--Planck equation using the standard toolbox of Riemann geometry. The covariant form of the equivalent Langevin stochastic differential…

Statistical Mechanics · Physics 2024-10-24 Lajos Diósi

We provide general methods for explicitly constructing strict Lyapunov functions for fully nonlinear slowly time-varying systems. Our results apply to cases where the given dynamics and corresponding frozen dynamics are not necessarily…

Optimization and Control · Mathematics 2007-05-23 Frederic Mazenc , Michael Malisoff