No Arabic abstract
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 any given probability density $e(x)$, the diffusion coefficient can be built to have $e(x)$ as steady state. This representation of the equilibrium density can be fruitfully used to obtain one-dimensional Wirtinger-type inequalities and to recover, for a sufficiently regular density $e(x) $, a polynomial rate of convergence to equilibrium.Numerical results then confirm the theoretical analysis, and allow to conjecture that convergence to equilibrium with positive rate still holds for steady states characterized by a very slow polynomial decay at infinity.
It is pointed out that, for the fractional Fokker-Planck equation for subdiffusion proposed by Metzler, Barkai, and Klafter [Phys. Rev. Lett. 82 (1999) 3563], there are four types of infinitely many exact solutions associated with the newly discovered exceptional orthogonal polynomials. They represent fractionally deform
We prove the exponential convergence to the equilibrium, quantified by Renyi 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 decay result on the relative entropy for the same equation.
Usually Fokker-Planck type partial differential equations (PDEs) are well-posed if the initial condition is specified. In this paper, alternatively, we consider the inverse problem which consists in prescribing final data: in particular we give sufficient conditions for existence and uniqueness. In the second part of the paper we provide a probabilistic representation of those PDEs in the form a solution of a McKean type equation corresponding to the time-reversal dynamics of a diffusion process.
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 mobility and a free energy functional whose minimising measure has a singular component if above the critical mass. Singularities and concentrations also arise in the evolutionary problem and their finite-time appearance constitutes a primary technical difficulty. This paper aims at a global-in-time qualitative analysis - the main focus being on isotropic solutions, in which case the unique minimiser of the free energy will be shown to be the global attractor. A key step in the analysis consists in properly controlling the singularity profiles during the evolution. Our study covers the 3D Kaniadakis-Quarati model for Bose-Einstein particles, and thus provides a first rigorous result on the continuation beyond blow-up and long-time asymptotic behaviour for this model.
We study the inverse electrostatic and elasticity problems associated with Poisson and Navier equations. The uniqueness of solutions of these problems is proved for piecewise constant electric charge and internal stress distributions having a checkered structure: they are constant on rectangular blocks. Such distributions appear naturally in practical applications. We also discuss computational challenges arising in the numerical implementation of our method.