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We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…

偏微分方程分析 · 数学 2014-10-27 Anton Arnold , Jan Erb

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…

偏微分方程分析 · 数学 2024-01-23 Anton Arnold , Gayrat Toshpulatov

We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…

偏微分方程分析 · 数学 2018-02-14 Anton Arnold , Amit Einav , Tobias Wöhrer

We consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $t\to \infty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the…

偏微分方程分析 · 数学 2018-08-03 Jukka Kemppainen , Rico Zacher

This paper is concerned with finding Fokker-Planck equations in $\mathbb{R}^d$ with the fastest exponential decay towards a given equilibrium. For a prescribed, anisotropic Gaussian we determine a non-symmetric Fokker-Planck equation with…

偏微分方程分析 · 数学 2021-09-10 Anton Arnold , Beatrice Signorello

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,…

偏微分方程分析 · 数学 2023-06-06 Ferdinando Auricchio , Giuseppe Toscani , Mattia Zanella

We study the well-posedness, steady states and long time behavior of solutions to Vlasov-Fokker-Planck equation with external confinement potential and nonlinear self-consistent interactions. Our analysis introduces newly characterized…

偏微分方程分析 · 数学 2024-08-30 Pierre Gervais , Maxime Herda

In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…

偏微分方程分析 · 数学 2025-03-04 Yekaterina Epshteyn , Chun Liu , Masashi Mizuno

A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…

偏微分方程分析 · 数学 2008-01-21 José A. Carrillo , Philippe Laurençot , Jesús Rosado

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…

统计力学 · 物理学 2009-10-28 H. C. Rosu

We analyze the long time behavior of transport equations for a class of dissipative quantum systems with Fokker-planck type scattering operator, subject to confining potentials of harmonic oscillator type. We establish the conditions under…

数学物理 · 物理学 2007-05-23 C. Sparber , J. A. Carrillo , J. Dolbeault , P. A. Markowich

We extend a recently introduced free-energy formalism for homogeneous Fokker-Planck equations to a wide, and physically appealing, class of inhomogeneous nonlinear Fokker-Planck equations. In our approach, the free-energy functional is…

统计力学 · 物理学 2017-01-04 Gabriele Sicuro , Peter Rapčan , Constantino Tsallis

Motivated by modeling transport processes in the growth of neurons, we present results on (nonlinear) Fokker-Planck equations where the total mass is not conserved. This is either due to in- and outflow boundary conditions or to spatially…

偏微分方程分析 · 数学 2018-12-19 Martin Burger , Ina Humpert , Jan-Frederik Pietschmann

We consider Fokker-Planck equations in the whole Euclidean space, driven by Levy processes, under the action of confining drifts, as in the classical Ornstein-Ulhenbeck model. We introduce a new PDE method to get exponential or…

偏微分方程分析 · 数学 2023-11-01 Alessio Porretta

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

偏微分方程分析 · 数学 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

The Fokker-Planck equations (FPEs) for stochastic systems driven by additive symmetric $\alpha$-stable noises may not adequately describe the time evolution for the probability densities of solution paths in some practical applications,…

动力系统 · 数学 2020-03-11 Yanjie Zhang , Xiao Wang , Qiao Huang , Jinqiao Duan , Tingting Li

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…

偏微分方程分析 · 数学 2018-08-02 Jean Dolbeault , Xingyu Li

The systematic expansion method of the solution of the Fokker-Planck equation is developed by generalizing the formulation proposed in [J. Phys. A50, 325001 (2017)]. Using this method, we obtain a new formula to calculate the mean work…

统计力学 · 物理学 2022-08-05 T. Koide

The Fokker-Planck equations for stochastic dynamical systems, with non-Gaussian $\alpha-$stable symmetric L\'evy motions, have a nonlocal or fractional Laplacian term. This nonlocality is the manifestation of the effect of non-Gaussian…

数值分析 · 数学 2013-10-30 Ting Gao , Jinqiao Duan , Xiaofan Li

We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…

偏微分方程分析 · 数学 2018-08-01 Katarina Bodova , Jan Haskovec , Peter Markowich
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