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相关论文: McKean-Vlasov equations and nonlinear Fokker-Planc…

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One proves the well-posedness in the Sobolev space H^{-1} of nonlinear Fokker-Planck equations with singular drifts.Applications to existence of strong solutions to McKean-Vlasov equations are given.

偏微分方程分析 · 数学 2025-06-03 Viorel Barbu

In this work we prove uniqueness of distributional solutions to $2D$ Navier-Stokes equations in vorticity form $u_t-\nu\Delta u+ div (K(u)u)=0$ on $(0,\infty)\times\mathbb{R}^2$ with Radon measures as initial data, where $K$ is the…

概率论 · 数学 2023-09-26 Viorel Barbu , Michael Röckner , Deng Zhang

This paper focuses on recent works on McKean-Vlasov stochastic differential equations (SDEs) involving singular coefficients. After recalling the classical framework, we review existing recent literature depending on the type of…

概率论 · 数学 2025-08-01 Luca Bondi , Elena Issoglio , Francesco Russo

One proves the uniqueness of distributional solutions to nonlinear Fokker--Planck equations with monotone diffusion term and derive as a consequence (restricted) uniqueness in law for the corresponding McKean--Vlasov stochastic differential…

概率论 · 数学 2021-04-19 Viorel Barbu , Michael Röckner

We study nonlinear time-inhomogeneous Markov processes in the sense of McKean's seminal work [32]. These are given as families of laws $\mathbb{P}_{s,\zeta}$, $s\geq 0$, on path space, where $\zeta$ runs through a set of admissible initial…

概率论 · 数学 2024-10-21 Marco Rehmeier , Michael Röckner

This work is concerned with the existence and uniqueness of generalized (mild or distributional) solutions to (possibly degenerate) Fokker-Planck equations $\rho_t-\Delta\beta(\rho)+{\rm div}(Db(\rho)\rho)=0$ in…

偏微分方程分析 · 数学 2023-03-01 Viorel Barbu , Michael Röckner

In this paper, we prove pathwise uniqueness for stochastic systems of McKean-Vlasov type with singular drift, even in the measure argument, and uniformly non-degenerate Lipschitz diffusion matrix. Our proof is based on Zvonkin's…

概率论 · 数学 2016-03-04 Paul-Eric Chaudru de Raynal

We derive a general scheme to construct infinitely many probabilistic counterparts for solutions to nonlinear PDEs by recasting the latter as different nonlinear Fokker--Planck equations and by constructing, for each of these equations, a…

概率论 · 数学 2026-04-29 Ehsan Abedi , Florian Bechtold , Marco Rehmeier

We deduce stability and pathwise uniqueness for a McKean-Vlasov equation with random coefficients and a multidimensional Brownian motion as driver. Our analysis focuses on a non-Lipschitz drift coefficient and includes moment estimates for…

概率论 · 数学 2024-08-21 Alexander Kalinin , Thilo Meyer-Brandis , Frank Proske

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

This work is concerned with the existence of mild solutions to non-linear Fokker-Planck equations with fractional Laplace operator $(-\Delta)^s$ for $s\in\left(\frac12,1\right)$. The uniqueness of Schwartz distributional solutions is also…

概率论 · 数学 2022-10-27 Viorel Barbu , Michael Röckner

We study a class of McKean-Vlasov type stochastic differential equations (SDEs) which arise from the random vortex dynamics and other physics models. By introducing a new approach we resolve the existence and uniqueness of both the weak and…

概率论 · 数学 2021-04-13 Zhongmin Qian , Yuhan Yao

In this article we prove the existence and uniqueness for degenerate stochastic differential equations with Sobolev (possibly singular) drift and diffusion coefficients in a generalized sense. In particular, our result covers the classical…

概率论 · 数学 2010-09-07 Xicheng Zhang

We extend Krylov and R\"{o}ckner's result \cite{KR} to the drift coefficients in critical Lebesgue space, and prove the existence and uniqueness of weak solutions for a class of SDEs. To be more precise, let $b: [0,T]\times{\mathbb…

偏微分方程分析 · 数学 2017-11-15 Jinlong Wei , Guangying Lv , Jiang-Lun Wu

It is known that uniqueness of mild solutions to the incompressible Navier-Stokes equations holds in the critical class $C([0,T);L^n(\mathbb{R}^n))$ for $n \geqslant 3$. In this paper, we prove that this result is sharp in the sense that…

偏微分方程分析 · 数学 2026-03-17 Mikihiro Fujii

We consider a class of Fokker--Planck equations with linear diffusion and superlinear drift enjoying a formal Wasserstein-like gradient flow structure with convex mobility function. In the drift-dominant regime, the equations have a finite…

偏微分方程分析 · 数学 2020-06-09 José A. Carrillo , Katharina Hopf , José L. Rodrigo

In this paper we show that Markov uniqueness for symmetric pre-Dirichlet operators $L$ follows from the uniqueness of the corresponding Fokker-Planck-Kolmogorov equation (FPKE). Since in recent years a considerable number of uniqueness…

偏微分方程分析 · 数学 2021-09-21 Sergio Albeverion , Vladimir I. Bogachev , Michael Röckner

A class of nonlinear Fokker-Planck equations with superlinear drift is investigated in the $L^1$-supercritical regime, which exhibits a finite critical mass. The equations have a formal Wasserstein-like gradient-flow structure with a convex…

偏微分方程分析 · 数学 2023-06-29 Katharina Hopf

We here aim at proving the global existence and uniqueness of solutions to the inhomogeneous incompressible Navier-Stokes system in the case where the initial density is discontinuous and the initial velocity has critical regularity.…

偏微分方程分析 · 数学 2023-01-04 Raphaël Danchin , Shan Wang

We show two Freidlin-Wentzell type Large Deviations Principles (LDP) in path space topologies (uniform and H\"older) for the solution process of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) using techniques which directly…

概率论 · 数学 2021-10-05 Goncalo Dos Reis , William Salkeld , Julian Tugaut
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