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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 investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…

偏微分方程分析 · 数学 2024-03-13 Francesca Anceschi , Yuzhe Zhu

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

We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…

偏微分方程分析 · 数学 2025-12-16 Kouta Araki , Masashi Mizuno

We first prove a homogenization result for the fundamental solution of the linear kinetic Fokker Planck equation. We show that this solution converges, in an averaged $L^2$ sense, to the fundamental solution of an effective heat equation…

偏微分方程分析 · 数学 2026-04-28 Philip Gaddy

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

Recently, analytical solutions of a nonlinear Fokker-Planck equation describing anomalous diffusion with an external linear force were found using a non extensive thermostatistical Ansatz. We have extended these solutions to the case when…

统计力学 · 物理学 2009-02-06 German Drazer , Horacio S. Wio , Constantino Tsallis

We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…

概率论 · 数学 2023-10-24 Loïc Béthencourt

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

In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…

偏微分方程分析 · 数学 2018-06-04 Maria Bruna , Martin Burger , Helene Ranetbauer , Marie-Therese Wolfram

In this paper we compute asymptotics of solutions of the kinetic Fokker-Planck equation with inelastic boundary conditions which indicate that the solutions are nonunique if $r < r_c$. The nonuniqueness is due to the fact that different…

偏微分方程分析 · 数学 2018-02-21 Hyung Ju Hwang , Juhi Jang , Juan J. L. Velázquez

We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…

概率论 · 数学 2022-03-16 Tony Lelièvre , Mouad Ramil , Julien Reygner

A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…

数学物理 · 物理学 2024-03-15 Choon-Lin Ho

Due to its parabolic character, the diffusion equation exhibits instantaneous spatial spreading, and becomes unstable when Lorentz-boosted. According to the conventional interpretation, these features reflect a fundamental incompatibility…

广义相对论与量子宇宙学 · 物理学 2026-01-28 Lorenzo Gavassino

The unified description of diffusion processes that cross over from a ballistic behavior at short times to normal or anomalous diffusion (sub- or superdiffusion) at longer times is constructed on the basis of a non-Markovian generalization…

统计力学 · 物理学 2013-03-26 Valery Ilyin , Itamar Procaccia , Anatoly Zagorodny

A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…

统计力学 · 物理学 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

数学物理 · 物理学 2016-12-28 C. -L. Ho

We study the long-time behaviour of a nonlinear Fokker-Planck equation, which models the evolution of rigid polymers in a given flow, after a closure approximation. The aim of this work is twofold: first, we propose a microscopic derivation…

偏微分方程分析 · 数学 2011-07-20 Lingbing He , Claude Le Bris , Tony Lelièvre

We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…

统计力学 · 物理学 2009-02-06 Mauro Bologna , Constantino Tsallis , Paolo Grigolini
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