本文研究了具有非齐次（可能退化）可测但不一定有界系数的$d$维Fokker-Planck型方程解的唯一性.我们提供了一个应用程序的快速扩散方程，这是偏微分方程$\partial_t u = \partial^2_{xx} u^m$与$m\in(0,1)$的所谓的Barenblatt解决方案的概率表示。与上述Fokker-Planck方程一起，我们利用小时间密度估计关于初始条件一致
英文摘要：
The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic representation of the so called Barenblatt solution of the fast diffusion equation which is the partial differential equation $\partial_t u = \partial^2_{xx} u^m$ with $m\in(0,1)$. Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition
By investigating McKean-Vlasov SDEs, the order preservation and positive correlation are characterized for nonlinear Fokker-Planck equations. The main results recover the corresponding criteria on these properties established in [3, 5] for diffusion processes or linear Fokker-Planck equations.
The work concerns the superposition between the Zakai equations and the Fokker-Planck equations on measure spaces. First, we prove a superposition principle for the Fokker-Planck equations on $\mR^\mN$ under the integrable condition. And then by means of it, we show two superposition principles for the weak solutions of the Zakai equations from the nonlinear filtering problems and the weak solutions of the Fokker-Planck equations on measure spaces. As a by-product, we give some weak conditions under which the Fokker-Planck equations can be solved in the weak sense.
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 stochastic differential equation. The case of a nonlinear Fokker-Planck equation with linear space dependent drift is also studied.
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 equation (SDE).
We prove a version of the Ambrosio-Figalli-Trevisan superposition principle for a restricted subclass of solutions to the Fokker-Planck-Kolmogorov equation, that is valid on separable infinite-dimensional Hilbert spaces. Furthermore, we transfer this restricted superposition principle into a nonlinear setting.
We prove the superposition principle for probability measure-valued solutions to non-local Fokker-Planck equations, which in turn yields the equivalence between martingale problems for SDEs with jumps and such non-local PDEs with rough coefficients. As an application, we obtain a probabilistic representation for weak solutions of fractional porous media equations.
We consider the Fokker--Planck equations with irregular coefficients. Two different cases are treated: in the degenerate case, the coefficients are assumed to be weakly differentiable, while in the non-degenerate case the drift satisfies only the Ladyzhenskaya--Prodi--Serrin condition. Using Trevisan's superposition principle which represents the solution as the marginal of the solution to the martingale problem of the diffusion operator, we establish quantitative stability estimates for the solutions of Fokker--Planck equations.
The purpose of the present note consists of first showing a uniqueness result for a stochastic Fokker-Planck equation under very general assumptions. In particular, the second order coefficients may be just measurable and degenerate. We also provide a proof for uniqueness of a stochastic porous media equation in a fairly large space.
We prove a superposition principle for nonlinear Fokker-Planck-Kolmogorov equations on Euclidean spaces and their corresponding linearized first-order continuity equation over the space of Borel (sub-)probability measures. As a consequence, we obtain equivalence of existence and uniqueness results for these equations. Moreover, we prove an analogous result for stochastically perturbed Fokker-Planck-Kolmogorov equations. To do so, we particularly show that such stochastic equations for measures are, similarly to the deterministic case, intrinsically related to linearized second-order equations …
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 case of coefficients that can have an arbitrary growth at infinity and depend on the solutions through convolutions with unbounded discontinuous kernels. In addition, we study a more difficult case where the nonlinear equation has several stationary solutions and convergence to a stationary solution depends on initial data. Finally, we obtain sufficient condi…
This work is devoted to studying complex dynamical systems under non-Gaussian fluctuations. We first estimate the Kantorovich-Rubinstein distance for solutions of non-local Fokker-Planck equations associated with stochastic differential equations with non-Gaussian Levy noise. This is then applied to establish weak convergence of the corresponding probability distributions. Furthermore, this leads to smooth approximation for non-local Fokker-Planck equations, as illustrated in an example.
Stochastic differential equations with Levy motion arise the mathematical models for various phenomenon in geophysical and biochemical sciences. The Fokker Planck equation for such a stochastic differential equations is a nonlocal partial differential equations. We prove the existence and uniqueness of the weak solution for this equation.
Convergence of a system of particles, interacting with a fluid, to Navier-Stokes-Vlasov-Fokker-Planck system is studied. The interaction between particles and fluid is described by Stokes drag force. The empirical measure of particles is proved to converge to the Vlasov-Fokker-Planck component of the system and the velocity of the fluid coupled with the particles converges in the uniform topology to the the Navier-Stokes component. A new uniqueness result for the PDE system is added.
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the mean field limit of weakly interacting diffusions with common noise. The uniqueness of solutions is obtained without any higher moment assumption on the solution by means of a duality argument to a backward stochastic PDE.
In this article, we establish a general formula for higher order linear functional derivatives for the composition of an arbitrary smooth functional on the 1-Wasserstein space with the solution of a Fokker-Planck PDE. This formula has important links with the theory of propagation of chaos and mean-field games.
We consider Fokker-Planck type differential operators associated with general Langevin processes admitting a Gibbs stationary distribution. Under assumptions insuring suitable resolvent estimates, we prove Eyring-Kramers formulas for the bottom of the spectrum of these operators in the low temperature regime. Our approach is based on the construction of sharp Gaussian quasimodes which avoids supersymmetry or PT-symmetry assumptions.
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 probability distribution of a particle moving under the influence of a non-convex potential, an interaction potential, a friction force and a stochastic force. Using the free-energy approach, we show that under suitable assumptions solutions of the Vlasov-Fokker-Planck equation converge to an invariant probability.
