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相关论文: A non-local problem for the Fokker-Planck equation…

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The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

计算金融 · 定量金融 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

Noise or fluctuations play an important role in the modeling and understanding of the behavior of various complex systems in nature. Fokker-Planck equations are powerful mathematical tool to study behavior of such systems subjected to…

偏微分方程分析 · 数学 2023-03-01 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

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 investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…

偏微分方程分析 · 数学 2024-03-13 Francesca Anceschi , Yuzhe Zhu

We show that solutions of nonlinear nonlocal Fokker--Planck equations in a bounded domain with no-flux boundary conditions can be approximated by Cauchy problems with increasingly strong confining potentials defined in the whole space. Two…

偏微分方程分析 · 数学 2019-03-12 Luca Alasio , Maria Bruna , José Antonio Carrillo

We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…

偏微分方程分析 · 数学 2026-01-21 José A. Cañizo , Niccolò Tassi

In this paper, we study the three-dimensional non-isentropic compressible fluid-particle flows. The system involves coupling between the Vlasov-Fokker-Planck equation and the non-isentropic compressible Navier-Stokes equations through…

偏微分方程分析 · 数学 2019-04-18 Yanmin Mu , Dehua Wang

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

This paper is concerned with the Wigner-Poisson-Fokker-Planck system, a kinetic evolution equation for an open quantum system with a non-linear Hartree potential. Existence, uniqueness and regularity of global solutions to the Cauchy…

偏微分方程分析 · 数学 2007-05-23 Anton Arnold , Elidon Dhamo , Chiara Manzini

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

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

We prove global existence, uniqueness and regularity of the mild, Lp and classical solution of a non-linear Fokker-Planck equation arising in an adaptive importance sampling method for molecular dynamics calculations. The non- linear term…

偏微分方程分析 · 数学 2015-10-15 Houssam Alrachid , Tony Lelièvre , Raafat Talhouk

A tracking type optimal control problem for a nonlinear and nonlocal kinetic Fokker-Planck equation which arises as the mean field limit of an interacting particle systems that is subject to distance dependent random fluctuations is…

最优化与控制 · 数学 2025-01-08 Tobias Breiten , Karl Kunisch

A Fokker-Planck equation approach for the treatment of non-Markovian stochastic processes is proposed. The approach is based on the introduction of fictitious trajectories sharing with the real ones their local structure and initial…

混沌动力学 · 物理学 2009-11-11 Piero Olla , Luca Pignagnoli

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

偏微分方程分析 · 数学 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

This paper studies the global existence and uniqueness of strong solutions and its large-time behavior for the compressible isothermal Euler equations with a nonlocal dissipation. The system is rigorously derived from the kinetic…

偏微分方程分析 · 数学 2018-01-16 Young-Pil Choi

This paper deals with the existence and uniqueness of solutions to kinetic equations describing alignment of self-propelled particles. The particularity of these models is that the velocity variable is not on the euclidean space but…

偏微分方程分析 · 数学 2023-05-10 Marc Briant , Nicolas Meunier

While accurate simulations of dense gas flows far from the equilibrium can be achieved by Direct Simulation adapted to the Enskog equation, the significant computational demand required for collisions appears as a major constraint. In order…

计算物理 · 物理学 2023-08-11 Mohsen Sadr , M. Hossein Gorji

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

偏微分方程分析 · 数学 2025-04-18 Giuseppe Toscani , Mattia Zanella

We establish local well-posedness for the higher-order nonlinear Schr\"odinger equation, formulated on the half-line. We consider the scenario of associated coefficients such that only one boundary condition is required, which is assumed to…

偏微分方程分析 · 数学 2023-05-30 Aykut Alkın , Dionyssios Mantzavinos , Türker Özsarı
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