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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 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

We study the evolution in time of the statistical distribution of some addiction phenomena in a system of individuals. The kinetic approach leads to build up a novel class of Fokker--Planck equations describing relaxation of the probability…

物理与社会 · 物理学 2019-10-01 Giuseppe Toscani

We obtain and study new $\Phi$-entropy inequalities for diffusion semigroups, with Poincar\'e or logarithmic Sobolev inequalities as particular cases. From this study we derive the asymptotic behaviour of a large class of linear…

概率论 · 数学 2013-09-19 François Bolley , Ivan Gentil

We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…

偏微分方程分析 · 数学 2025-11-18 G. Furioli , A. Pulvirenti , E. Terraneo , G. Toscani

We consider the linear Wigner-Fokker-Planck equation subject to confining potentials which are smooth perturbations of the harmonic oscillator potential. For a certain class of perturbations we prove that the equation admits a unique…

We study a system of Fokker-Planck equations recently introduced to describe the temporal evolution of statistical distributions of population densities with predator-prey interactions. At the macroscopic level, the system recovers a…

偏微分方程分析 · 数学 2026-03-11 Giuseppe Toscani , Mattia Zanella

We present a possible approach to measuring inequality in a system of coupled Fokker-Planck-type equations that describe the evolution of distribution densities for two populations interacting pairwise due to social and/or economic factors.…

综合金融 · 定量金融 2025-05-22 Marco Menale , Giuseppe Toscani

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

A new approach to quantum Markov processes is developed and the corresponding Fokker-Planck equation is derived. The latter is examined to reproduce known results from classical and quantum physics. It was also applied to the phase-space…

量子物理 · 物理学 2015-05-13 R. Tsekov

We consider the relativistic, spatially inhomogeneous Fokker-Planck equation with an external confining potential. We prove the exponential time decay of solutions towards the global equilibrium in weighted $L^2$ and Sobolov spaces. Our…

偏微分方程分析 · 数学 2025-11-13 Anton Arnold , Gayrat Toshpulatov

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

In this note, we consider a kinetic Fokker-Planck-Alignment equation with Rayleigh-type friction and self-propulsion force which is derived from general environmental averaging models. We show the exponential relaxation in time toward…

偏微分方程分析 · 数学 2023-10-26 Vinh Nguyen

The paper proposes an algorithm which could identify a general class of pdes describing dynamical systems with similar symmetries. The way that will be followed starts from a given group of symmetries, the determination of the invariants…

数学物理 · 物理学 2015-06-03 Rodica Cimpoiasu , Radu Constantinescu

We introduce a class of new one-dimensional linear Fokker--Planck type equations describing the evolution in time of the wealth in a multi-agent society. The equations are obtained, via a standard limiting procedure, by introducing an…

偏微分方程分析 · 数学 2019-06-04 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

Many classical examples of models of self-organized dynamics, including the Cucker-Smale, Motsch-Tadmor, multi-species, and several others, include an alignment force that is based upon density-weighted averaging protocol. Those protocols…

偏微分方程分析 · 数学 2024-03-14 Roman Shvydkoy

In this article, we propose and study several discrete versions of homogeneous and inhomogeneous one-dimensional Fokker-Planck equations. In particular, for these discretizations of velocity and space, we prove the exponential convergence…

数值分析 · 数学 2018-02-08 Guillaume Dujardin , Frédéric Hérau , Pauline Lafitte

An integral relation is derived from the Fokker-Planck equation which connects the steady-state probability currents with the dynamics of relaxation on short timescales in the limit of small perturbation fields. As a consequence of this…

统计力学 · 物理学 2024-03-26 Andrea Auconi

We consider the overdamped dynamics of a paradigmatic long-range system of particles residing on the sites of a one-dimensional lattice, in the presence of thermal noise. The internal degree of freedom of each particle is a periodic…

统计力学 · 物理学 2013-12-03 Shamik Gupta , Alessandro Campa , Stefano Ruffo

We introduce a new set of generalized Fokker-Planck equations that conserve energy and mass and increase a generalized entropy until a maximum entropy state is reached. The concept of generalized entropies is rigorously justified for…

统计力学 · 物理学 2009-11-07 Pierre-Henri Chavanis
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