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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

The paper is concerned with a McKean-Vlasov type SDE with drift in anisotropic Besov spaces with negative regularity and with degenerate diffusion matrix under the weak H{\"o}rmander condition. The main result is of existence and uniqueness…

概率论 · 数学 2026-03-19 Elena Issoglio , Stefano Pagliarani , Francesco Russo , Davide Trevisani

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

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 aim of this paper is the numerical study of a class of nonlinear nonlocal degenerate parabolic equations. The convergence and error bounds of the solutions are proved for a linearized Crank-Nicolson-Galerkin finite element method with…

数值分析 · 数学 2014-10-01 Rui M. P. Almeida , Stanislav N. Antontsev , José C. M. Duque

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…

概率论 · 数学 2018-01-09 V. I. Bogachev , M. Röckner , S. V. Shaposhnikov

This paper is concerned with finding Fokker-Planck equations in $\mathbb{R}^d$ with the fastest exponential decay towards a given equilibrium. For a prescribed, anisotropic Gaussian we determine a non-symmetric Fokker-Planck equation with…

偏微分方程分析 · 数学 2021-09-10 Anton Arnold , Beatrice Signorello

A new weak existence result for degenerate multi-dimensional stochastic McKean--Vlasov equation is established under relaxed regularity conditions.

概率论 · 数学 2025-03-27 Alexander Veretennikov

By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…

概率论 · 数学 2012-03-13 Arnaud Guillin , Feng-Yu Wang

We present existence results for weak solutions to a broad class of degenerate McKean-Vlasov equations with rough coefficients, expanding upon and refining the techniques recently introduced by the third author. Under certain structural…

概率论 · 数学 2024-09-24 Andrea Pascucci , Alessio Rondelli , Alexander Yu Veretennikov

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

In this paper, a delay Vlasov-Fokker-Planck equation associated to a stochastic interacting particle system with delay is investigated analytically. Under certain restrictions on the parameters well-posedness and ergodicity of the…

偏微分方程分析 · 数学 2017-10-06 Axel Klar , Lisa Kreusser , Oliver Tse

This note adapts a probabilistic approach to establish a quantified estimate of the overdamped limit for the Vlasov-Fokker-Planck equation towards the aggregation-diffusion equation, which in particular includes cases of the Newtonian type…

概率论 · 数学 2021-10-05 Hui Huang

We prove the exponential convergence to the equilibrium, quantified by R\'enyi divergence, of the solution of the Fokker-Planck equation with drift given by the gradient of a strictly convex potential. This extends the classical exponential…

偏微分方程分析 · 数学 2019-06-19 Yu Cao , Jianfeng Lu , Yulong Lu

We study the long time behaviour of the kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fkker-Planck equation. We prove a uniform (in the number of particles) exponential convergence to…

偏微分方程分析 · 数学 2019-12-06 Arnaud Guillin , Wei Liu , Liming Wu , Chaoen Zhang

The work concerns a type of backward multivalued McKean-Vlasov stochastic differential equations. First, we prove the existence and uniqueness of solutions for backward multivalued McKean-Vlasov stochastic differential equations. Then, it…

概率论 · 数学 2022-12-09 Jun Gong , Huijie Qiao

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 prove Harnack inequality and local regularity results for weak solutions of a quasilinear degenerate equation in divergence form under natural growth conditions. The degeneracy is given by a suitable power of a strong $A_\infty$ weight.…

偏微分方程分析 · 数学 2010-10-05 Giuseppe Di Fazio , Maria Stella Fanciullo , Piero Zamboni

We introduce in this paper a new approach to the problem of the convergence to equilibrium for kinetic equations. The idea of the approach is to prove a 'weak' coercive estimate, which implies exponential or polynomial convergence rate. Our…

偏微分方程分析 · 数学 2012-08-07 Minh-Binh Tran

In this paper, we study the long time behaviour of the Fokker-Planck and the kinetic Fokker-Planck equations with many body interaction, more precisely with interaction defined by U-statistics, whose macroscopic limits are often called…

偏微分方程分析 · 数学 2023-06-05 Mohamed Alfaki Ag Aboubacrine Assadeck
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