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相关论文: Trends to equilibrium for a nonlocal Fokker-Planck…

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We study a nonlocal approximation of the Fokker-Planck equation in which we can estimate the speed of convergence to equilibrium in a way which does not degenerate as we approach the local limit of the equation. This uniform estimate cannot…

偏微分方程分析 · 数学 2026-01-21 José A. Cañizo , Niccolò Tassi

This paper presents new analytical results for a class of nonlinear parabolic systems of partial different equations with small cross-diffusion which describe the macroscopic dynamics of a variety of large systems of interacting particles.…

偏微分方程分析 · 数学 2020-03-04 Luca Alasio , Helene Ranetbauer , Markus Schmidtchen , Marie-Therese Wolfram

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional…

概率论 · 数学 2012-09-19 François Bolley , Ivan Gentil , Arnaud Guillin

We consider three classes of linear non-symmetric Fokker-Planck equations having a unique steady state and establish exponential convergence of solutions towards the steady state with explicit (estimates of) decay rates. First,…

偏微分方程分析 · 数学 2023-08-21 Franz Achleitner , Anton Arnold , Dominik Stürzer

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…

计算金融 · 定量金融 2008-12-10 Alexander Shapovalov , Andrey Trifonov , Elena Masalova

The issue of the relaxation to equilibrium has been at the core of the kinetic theory of rarefied gas dynamics. In the paper, we introduce the Deep Neural Network (DNN) approximated solutions to the kinetic Fokker-Planck equation in a…

数值分析 · 数学 2020-07-15 Hyung Ju Hwang , Jin Woo Jang , Hyeontae Jo , Jae Yong Lee

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…

数学物理 · 物理学 2012-10-03 Simone Calogero

We study the rate of convergence to equilibrium of the solutions to Fokker-Planck type equations with linear drift by means of Cram\'er and Energy distances, which have been recently widely used in problems related to AI, in particular for…

偏微分方程分析 · 数学 2025-10-13 Gennaro Auricchio , Giuseppe Toscani

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 consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $t\to \infty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the…

偏微分方程分析 · 数学 2018-08-03 Jukka Kemppainen , Rico Zacher

Inspired by the modeling of grain growth in polycrystalline materials, we consider a nonlinear Fokker-Plank model, with inhomogeneous diffusion and with variable mobility parameters. We develop large time asymptotic analysis of such…

偏微分方程分析 · 数学 2022-06-24 Yekaterina Epshteyn , Chang Liu , Chun Liu , Masashi Mizuno

A Fokker-Planck type equation for interacting particles with exclusion principle is analysed. The nonlinear drift gives rise to mathematical difficulties in controlling moments of the distribution function. Assuming enough initial moments…

偏微分方程分析 · 数学 2008-01-21 José A. Carrillo , Philippe Laurençot , Jesús Rosado

We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…

经典物理 · 物理学 2009-11-13 L. R. Arnaut

The relaxation towards equilibrium of systems with long range interactions is not yet fully understood. As a step towards such a comprehension, we propose the study of the dynamical equilibrium fluctuations in a model system with long range…

统计力学 · 物理学 2009-11-10 Freddy Bouchet

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

偏微分方程分析 · 数学 2025-04-18 Giuseppe Toscani , Mattia Zanella

We present a Fokker-Planck description of supercooled colloidal systems exhibiting slow relaxation dynamics. By assuming the existence of a local quasi-equilibrium state during the relaxation of the system, we derive a non-Markovian…

凝聚态物理 · 物理学 2015-06-24 J. M. Rubi , I. Santamaria-Holek , A. Perez-Madrid

One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…

概率论 · 数学 2018-02-01 Viorel Barbu , Michael Röckner

This paper concerns the proof of the exponential rate of convergence of the solution of a Fokker-Planck equation, with a drift term not being the gradient of a potential function and endowed by Robin type boundary conditions. This kind of…

偏微分方程分析 · 数学 2016-03-24 J-A Carrillo , Simona Mancini , M. -B Tran

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

We present a new approach to analyze homogeneous nucleation based on non-equilibrium thermodynamics. The starting point is the formulation of a Gibbs equation for the variations of the entropy of the system, whose state is characterized by…

凝聚态物理 · 物理学 2007-05-23 D. Reguera Lopez , J. M. Rubi , A. Perez-Madrid
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