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We consider a Fokker-Planck equation which is coupled to an externally given time-dependent constraint on its first moment. This constraint introduces a Lagrange-multiplier which renders the equation nonlocal and nonlinear. In this paper we exploit an interpretation of this equation as a Wasserstein gradient flow of a free energy ${mathcal{F}}$ on a time-constrained manifold. First, we prove existence of solutions by passing to the limit in an explicit Euler scheme obtained by minimizing $h {mathcal{F}}(varrho)+W_2^2(varrho^0,varrho)$ among all $varrho$ satisfying the constraint for some $varrho^0$ and time-step $h>0$. Second, we provide quantitative estimates for the rate of convergence to equilibrium when the constraint converges to a constant. The proof is based on the investigation of a suitable relative entropy with respect to minimizers of the free energy chosen according to the constraint. The rate of convergence can be explicitly expressed in terms of constants in suitable logarithmic Sobolev inequalities.
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 equilibrium for t
We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. Its solution describes the density evolution of interacting particles whose mobility is hamp
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to b
In this paper, we develop an operator splitting scheme for the fractional kinetic Fokker-Planck equation (FKFPE). The scheme consists of two phases: a fractional diffusion phase and a kinetic transport phase. The first phase is solved exactly using t
We study the connection between the parameters of the fractional Fokker-Planck equation, which is associated with the overdamped Langevin equation driven by noise with heavy-tailed increments, and the transition probability density of the noise gener