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We investigate the effect of applying nonlinear redistributive taxes to the yard-sale dynamics of assets. An amount of money is collected from each individual (tax) and distributed back equally. We consider (i) a piecewise linear tax,…

物理与社会 · 物理学 2022-09-13 Hugo Lima , Allan R. Vieira , Celia Anteneodo

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

Various multi-agent models of wealth distributions defined by microscopic laws regulating the trades, with or without a saving criterion, are reviewed. We discuss and clarify the equilibrium properties of the model with constant global…

物理与社会 · 物理学 2013-03-19 Marco Patriarca , Anirban Chakraborti , Kimmo Kaski , Guido Germano

We study a class of nonlinear kinetic Fokker-Planck type equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence of classical solutions in the perturbative…

偏微分方程分析 · 数学 2007-08-01 Lukas Neumann , Christof Sparber

We study the relaxation to equilibrium for a class linear one-dimensional Fokker-Planck equations characterized by a particular subcritical confinement potential. An interesting feature of this class of Fokker-Planck equations is that, for…

偏微分方程分析 · 数学 2021-03-23 G. Toscani , M. Zanella

We study a stochastic $N$-particle system representing economic agents in a population randomly exchanging their money, which is associated to a class of one-dimensional kinetic equations modelling the evolution of the distribution of…

概率论 · 数学 2018-09-17 Roberto Cortez

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the evolution of wealth in a pure gambling process, where the entire sum of wealths of two agents is up for gambling, and randomly shared between the…

综合金融 · 定量金融 2015-05-18 Federico Bassetti , Giuseppe Toscani

We consider the Fokker-Planck equation with a strong external magnetic field. Global-in-time solutions are built near the Maxwellian, the global equilibrium state for the system. Moreover, we prove the convergence to equilibrium at…

偏微分方程分析 · 数学 2019-01-14 Zeinab Karaki

A kinetic inhomogeneous Boltzmann-type equation is proposed to model the dynamics of the number of agents in a large market depending on the estimated value of an asset and the rationality of the agents. The interaction rules take into…

偏微分方程分析 · 数学 2017-02-07 Bertram Düring , Ansgar Jüngel , Lara Trussardi

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…

偏微分方程分析 · 数学 2017-08-03 Manh Hong Duong , Julian Tugaut

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two…

统计力学 · 物理学 2008-12-10 Peter Richmond , Sorin Solomon

We study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse…

概率论 · 数学 2020-11-13 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

In order to describe the properties of the observed distribution of wealth in a population, most economic models rely on the existence of an asymptotic equilibrium state. In addition, the process generating the equilibrium distribution is…

统计力学 · 物理学 2024-02-16 Valerio Astuti

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

The dynamical evolution of a neural network during training has been an incredibly fascinating subject of study. First principal derivation of generic evolution of variables in statistical physics systems has proved useful when used to…

机器学习 · 计算机科学 2025-06-06 Wei Bu , Uri Kol , Ziming Liu

In a recent paper Calogero and Alcantara derived a Lorentz-invariant Fokker-Planck equation, which corresponds to the evolution of a particle distribution associated with relativistic Brownian Motion. We study the "one and one-half"…

偏微分方程分析 · 数学 2015-09-01 Stephen Pankavich , Nicholas Michalowski

In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In…

偏微分方程分析 · 数学 2009-11-10 Stephane Cordier , Lorenzo Pareschi , Giuseppe Toscani

We study the rate of convergence to equilibrium of the solution of a Fokker--Planck type equation introduced by one of the authors in 2006 to describe opinion formation in a multi-agent system. The main feature of this Fokker--Planck…

数学物理 · 物理学 2019-05-31 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

In recent work, Chow, Huang, Li and Zhou introduced the study of Fokker-Planck equations for a free energy function defined on a finite graph. When $N\ge 2$ is the number of vertices of the graph, they show that the corresponding…

经典分析与常微分方程 · 数学 2014-09-03 Rui Che , Wen Huang , Yao Li , Prasad Tetali

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

统计力学 · 物理学 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre