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We develop a method, based on a Bochner-type identity, to obtain estimates on the exponential rate of decay of the relative entropy from equilibrium of Markov processes in discrete settings. When this method applies the relative entropy…

概率论 · 数学 2007-12-18 Pietro Caputo , Paolo Dai Pra , Gustavo Posta

We study a two-speed model with variant drift fields, which generalizes the Goldstein-Taylor model but the two advection fields are not necessarily in proportion. Due to the lack of a local equilibrium structure of the steady state,…

偏微分方程分析 · 数学 2022-02-01 Xu'an Dou , Zhennan Zhou

We consider the kinetic Fokker-Planck equation with a class of general force. We prove the existence and uniqueness of a positive normalized equilibrium (in the case of a general force) and establish some exponential rate of convergence to…

偏微分方程分析 · 数学 2020-05-01 Chuqi Cao

We introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an…

偏微分方程分析 · 数学 2013-03-08 Mark Peletier , Michiel Renger , Marco Veneroni

We study the nonlinear Fokker-Planck equation on graphs, which is the gradient flow in the space of probability measures supported on the nodes with respect to the discrete Wasserstein metric. The energy functional driving the gradient flow…

动力系统 · 数学 2017-09-26 Shui-Nee Chow , Wuchen Li , Haomin Zhou

This paper is twofold. In the first part, we present a refinement of the R\'enyi Entropy Power Inequality (EPI) recently obtained in \cite{BM16}. The proof largely follows the approach in \cite{DCT91} of employing Young's convolution…

概率论 · 数学 2018-05-01 Jiange Li

In this paper, we consider global weak solutions to com-pressible Navier-Stokes-Korteweg equations with density dependent viscosities , in a periodic domain $\Omega = \mathbb T^3$, with a linear drag term with respect to the velocity. The…

偏微分方程分析 · 数学 2020-07-22 Didier Bresch , Marguerite Gisclon , Ingrid Lacroix-Violet , Alexis Vasseur

The large-time asymptotics of weak solutions to Maxwell--Stefan diffusion systems for chemically reacting fluids with different molar masses and reversible reactions are investigated. The diffusion matrix of the system is generally neither…

偏微分方程分析 · 数学 2019-07-29 Esther S. Daus , Ansgar Jüngel , Bao Quoc Tang

We investigate the quantitative unique continuation properties of real-valued solutions to planar Schr\"odinger equations with potential functions that exhibit pointwise decay at infinity. That is, for equations of the form $-\Delta u + V u…

偏微分方程分析 · 数学 2025-12-11 Blair Davey

We show that solutions of the 2D Fokker-Planck equation for bosons are defined globally in time and converge to equilibrium, and this convergence is shown to be exponential for radially symmetric solutions. The main observation is that a…

偏微分方程分析 · 数学 2017-03-28 José A. Cañizo , José A. Carrillo , Philippe Laurençot , Jesús Rosado

A condition which guaranties the exponential decay of the solutions of the initial-boundary value problem for the damped wave equation is proved. A method for the effective computability of the coefficient of exponential decay is also…

偏微分方程分析 · 数学 2020-09-24 Giovanni Cimatti

We interpret a class of nonlinear Fokker-Planck equations with reaction as gradient flows over the space of Radon measures equipped with the recently introduced Hellinger-Kantorovich distance. The driving entropy of the gradient flow is not…

泛函分析 · 数学 2019-08-13 Stanislav Kondratyev , Dmitry Vorotnikov

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

In the present paper we discuss problems concerning evolutions of densities related to Ito diffusions in the framework of the statistical exponential manifold. We develop a rigorous approach to the problem, and we particularize it to the…

概率论 · 数学 2009-01-12 Damiano Brigo , Giovanni Pistone

We study the convergence analysis for general degenerate and non-reversible stochastic differential equations (SDEs). We apply the Lyapunov method to analyze the Fokker-Planck equation, in which the Lyapunov functional is chosen as a…

动力系统 · 数学 2025-02-17 Qi Feng , Wuchen Li

The displacement $\lambda$-convexity of a nonstandard entropy with respect to a nonlocal transportation metric in finite state spaces is shown using a gradient flow approach. The constant $\lambda$ is computed explicitly in terms of a…

偏微分方程分析 · 数学 2016-11-16 José A. Carrillo , Ansgar Jüngel , Matheus C. Santos

We prove an optimal relative integral convergence rate for two expanding gradient Ricci solitons coming out of the same cone. As a consequence, we obtain a unique continuation result at infinity and we prove that a relative entropy for two…

微分几何 · 数学 2021-01-08 Alix Deruelle , Felix Schulze

We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting…

偏微分方程分析 · 数学 2015-06-17 Hyung Ju Hwang , Juhi Jang , Juan J. L. Velazquez

This paper is devoted to Fokker-Planck and linear kinetic equations with very weak confinement corresponding to a potential with an at most logarithmic growth and no integrable stationary state. Our goal is to understand how to measure the…

偏微分方程分析 · 数学 2019-01-25 Emeric Bouin , Jean Dolbeault , Christian Schmeiser

We prove the logarithmic convexity of certain quantities, which measure the quadratic exponential decay at infinity and within two characteristic hyperplanes of solutions of Schr\"odinger evolutions. As a consequence we obtain some…

偏微分方程分析 · 数学 2008-02-13 L. Escauriaza , C. E. Kenig , G. Ponce , L. Vega