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In this paper we prove global existence of weak solutions, their regularization, and relaxation for large data for a broad class of Fokker-Planck-Alignment models which appear in collective dynamics. The main feature of these results, as…

偏微分方程分析 · 数学 2026-02-19 R. Shvydkoy

We present, in the framework of the canonical quantization, a class of nonlinear Schroedinger equations with a complex nonlinearity describing, in the mean field approximation, systems of collectively interacting particles. The quantum…

统计力学 · 物理学 2009-11-11 A. M. Scarfone

The Fokker-Planck equation is a partial differential equation which is a key ingredient in many models in physics. This paper aims to obtain a quantum counterpart of Fokker-Planck dynamics, as a means to describing quantum Fokker-Planck…

算子代数 · 数学 2022-05-18 Louis Labuschagne , W. Adam Majewski

In this paper, we are concerned with the global well-posedness and time-asymptotic decay of the Vlasov-Fokker-Planck equation with local alignment forces. The equation can be formally derived from an agent-based model for self-organized…

偏微分方程分析 · 数学 2016-06-22 Young-Pil Choi

We have studied the kinetics of $q$-deformed bosons and fermions, within a semiclassical approach. This investigation is realized by introducing a generalized exclusion-inclusion principle, intrinsically connected with the quantum…

高能物理 - 理论 · 物理学 2009-10-30 G. Kaniadakis , A. Lavagno , P. Quarati

A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…

广义相对论与量子宇宙学 · 物理学 2015-05-28 Simone Calogero

We present and analyze a model for the evolution of the wealth distribution within a heterogeneous economic environment. The model considers a system of rational agents interacting in a game theoretical framework, through fairly general…

综合金融 · 定量金融 2015-06-16 Pierre Degond , Jian-Guo Liu , Christian Ringhofer

The most general local Markovian stochastic model is investigated, for which it is known that the evolution equation is the Fokker-Planck equation. Special cases are investigated where uncorrelated initial states remain uncorrelated.…

统计力学 · 物理学 2009-11-11 Amir Aghamohammadi , Mohammad Khorrami

In this work, we study a class of nonlocal-in-time kinetic models of incompressible dilute polymeric fluids. The system couples a macroscopic balance of linear momentum equation with a mezoscopic subdiffusive Fokker-Planck equation…

偏微分方程分析 · 数学 2025-11-11 Marvin Fritz , Endre Süli , Barbara Wohlmuth

We introduce a class of Kac-like kinetic equations on the real line, with general random collisional rules, which include as particular cases models for wealth redistribution in an agent-based market or models for granular gases with a…

数学物理 · 物理学 2015-05-20 Federico Bassetti , Lucia Ladelli , Giuseppe Toscani

We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We…

物理与社会 · 物理学 2019-11-22 Zdzislaw Burda , Pawel Wojcieszak , Konrad Zuchniak

One proves the $H$-theorem for mild solutions to a nondegenerate, nonlinear Fokker-Planck equation $$ u_t-\Delta\beta(u)+{\rm div}(D(x)b(u)u)=0, \ t\geq0, \ x\in\mathbb{R}^d,\qquad (1)$$ and under appropriate hypotheses on $\beta,$ $D$ and…

概率论 · 数学 2022-02-01 Viorel Barbu , Michael Röckner

The steady state of the Fokker-Planck equation corresponding to a density dependent one-step process is approximated by a suitable normal distribution. Starting from the master equations of the process, written in terms of the time…

动力系统 · 数学 2016-09-16 Peter L. Simon , Eszter Sikolya

We propose a stochastic map model of economic dynamics. In the last decade, an array of observations in economics has been investigated in the econophysics literature, a major example being the universal features of inequality in terms of…

综合金融 · 定量金融 2015-05-27 Anindya S. Chakrabarti

We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of…

概率论 · 数学 2007-05-23 Dominique Bakry , Patrick Cattiaux , Arnaud Guillin

This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…

统计力学 · 物理学 2007-05-23 Dirk Helbing , Martin Treiber

Nonlinear Fokker-Planck equations play a major role in modeling large systems of interacting particles with a proved effectiveness in describing real world phenomena ranging from classical fields such as fluids and plasma to social and…

数值分析 · 数学 2023-11-23 Giacomo Dimarco , Lorenzo Pareschi , Mattia Zanella

This Colloquium reviews statistical models for money, wealth, and income distributions developed in the econophysics literature since the late 1990s. By analogy with the Boltzmann-Gibbs distribution of energy in physics, it is shown that…

统计金融 · 定量金融 2009-12-24 Victor M. Yakovenko , J. Barkley Rosser

This article derives prognostic expressions for the evolution of globally aggregated economic wealth, productivity, inflation, technological change, innovation and growth. The approach is to treat civilization as an open, non-equilibrium…

综合金融 · 定量金融 2015-02-03 Timothy J. Garrett

We examine the validity of the Fokker-Planck equation with linear force coefficients as an approximation to the kinetic equation of nucleation in homogeneous isothermal multicomponent condensation. Starting with a discrete equation of…

经典物理 · 物理学 2021-10-04 Yuri S. Djikaev , Eli Ruckenstein , Mark Swihart