相关论文: Exponential decay of R\'enyi divergence under Fokk…

The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…

The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may…

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…

We present four types of infinitely many exactly solvable Fokker-Planck equations, which are related to the newly discovered exceptional orthogonal polynomials. They represent the deformed versions of the Rayleigh process and the Jacobi…

In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the…

We show that the quantum Fokker-Planck equation, obtained by a canonical quantization of its classical version, can be transformed into an equation of the Lindblad form. This result allows us to conclude that the quantum Fokker-Planck…

Using a sharp version of the reverse Young inequality, and a R\'enyi entropy comparison result due to Fradelizi, Madiman, and Wang, the authors are able to derive R\'enyi entropy power inequalities for log-concave random vectors when…

We prove the convergence at an exponential rate towards the invariant probability measure for a class of solutions of stochastic differential equations with finite delay. This is done, in this non-Markovian setting, using the cluster…

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…

The exponential decay rate of $L^2-$norm related to the Korteweg-de Vries equation with localized damping posed on whole real line will be established. In addition, by using classical arguments we determine the $H^1-$norm of the solution…

We consider the question of exponential decay to equilibrium of solutions of an abstract class of degenerate evolution equations on a Hilbert space modeling the steady Boltzmann and other kinetic equations. Specifically, we provide…

The goal of this work is to find the sharp rate of convergence to equilibrium under the quadratic Fisher information functional for solutions to Fokker-Planck equations governed by a constant drift term and a constant, yet possibly…

In this work we investigate the rate of convergence to equilibrium for subcritical solutions to the Becker-D\"oring equations with physically relevant coagulation and fragmentation coefficients and mild assumptions on the given initial…

The convergence to equilibrium of mass action reaction-diffusion systems arising from networks of chemical reactions is studied. The considered reaction networks are assumed to satisfy the detailed balance condition and have no boundary…

We show that a concavity property of the exponential function is a direct consequence of the convexity of the continued Erlang loss function.

In this paper, we consider a family of interacting particle systems on $[-N,N]$ that arises as a natural model for current reservoirs and Fick's law. We study the exponential rate of convergence to the stationary measure, which we prove to…

We consider the kinetic Fokker-Planck equation with weak confinement force. We proved some (polynomial and sub-exponential) rate of convergence to the equilibrium (depending on the space to which the initial datum belongs). Our results…

We study convergence in variation of probability solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary solutions. We obtain sufficient conditions for the exponential convergence of solutions to the stationary solution in…

We investigate the $m$-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement $K$-convexity of the $m$-relative entropy is equivalent to the combination of the…