Li Lin
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.
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We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of $L^p$-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.
An approximate solution of a case of perturbed Fokker-Planck equation
本文构造并证明了一类含时扰动福克-普朗克方程近似解的存在性，借助哈密顿系统解释估计，深化了对相应随机系统行为的理解。
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 introduce a stochastic particle system that corresponds to the Fokker-Planck equation with decay in the many-particles limit, and study its large deviations. We show that the large-deviation rate functional corresponds to an energy-dissipation functional in a Gamma-convergence sense. Moreover, we prove that the resulting functional, which involves entropic terms and the Wasserstein metric, is again a variational formulation for the Fokker-Planck equation with decay.
We study uniqueness of flows of probability measures solving the Cauchy problem for nonlinear Fokker-Planck-Kolmogorov equation with unbounded coefficients. Sufficient conditions for uniqueness are indicated and examples of non-uniqueness are constructed.
We consider Fokker--Planck--Kolmogorov equations with unbounded coefficients and obtain upper estimates of solutions. We also obtain new estimates involving Lyapunov functions.
In this paper, we study the Gevrey regularity of weak solution for a class of linear and quasilinear Fokker-Planck equations.
In this article, we obtain hessian estimates for Kolmogorov-Fokker-Planck operators in non-divergence form in several Banach function spaces. Our approach relies on a representation formula and newly developed sparse domination techniques in Harmonic Analysis. Our result when restricted to weighted Lebesgue spaces yields sharp quantitative hessian estimates for the Kolmogorov-Fokker-Planck operators.
This paper is devoted to $ϕ$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $ϕ$-entropies are Lyapunov functionals which typically interpolate between Gibbs entropies and L2 estimates. We review some of their properties in the case of diffusion equations of Fokker-Planck type, give new and simplified proofs, and then adapt these methods to a kinetic Fokker-Planck equation acting on a phase space with positions and velocities. At kinetic level, since the diffusion only acts on the velocity variable, the transport operat…
Fokker--Planck equations and n--dimensional Poincaré inequalities for isotropic densities
该研究探索了n维福克-普朗克方程的平衡趋势问题与加权庞加莱不等式的新联系，考虑了一类受财富分布演化研究中一维方程启发的、具可变各向同性扩散系数和漂移项的n维福克-普朗克方程。
Analysis of mean field games via Fokker-Planck-Kolmogorov equations: existence of equilibria
本文通过福克-平面克-科尔莫戈罗夫方程等方法，证明了具有无界系数的均场博弈解的存在性。
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.
We study the Cauchy problem for Fokker--Planck--Kolmogorov equations with unbounded and degenerate coefficients. Sufficient conditions for the existence and uniqueness of solutions are indicated.
Solving Fokker-Planck equations using the zeros of Fokker-Planck operators and the Feynman-Kac formula
本文针对物理信息神经网络不适用的Fokker-Planck方程，提出一种基于Fokker-Planck算子零点和Feynman-Kac公式的无网格、可并行、逐点求解算法，在2至10维问题上验证其轨迹需求比Monte-Carlo少几个数量级，并分析了漂移项影响及轨迹逃逸误差。
The Cauchy problem to the Fokker-Planck-Boltzmann equation under Grad's angular cut-off assumption is investigated. When the initial data is a small perturbation of an equilibrium state, global existence and optimal temporal decay estimates of classical solutions are established. Our analysis is based on the coercivity of the Fokker-Planck operator and an elementary weighted energy method.
We provide a proof of global regularity of solutions of coupled Navier-Stokes equations and Fokker-Planck equations, in two spatial dimensions, in the absence of boundaries. The proof yields a priori estimates for the growth of spatial gradients.
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 results for FPKE's have been achieved, we obtain new Markov uniqueness results in concrete cases. A selection of such will be presented in this paper. They include cases with killing and with degenerate diffusion coefficients.
We consider the Vlasov-Manev-Fokker-Planck (VMFP) system in three dimensions, which differs from the Vlasov-Poisson-Fokker-Planck in that it has the gravitational potential of the form $-1/r - 1/r^2$ instead of the Newtonian one. For the VMFP system, we establish the global-in-time existence of weak solutions. The proof extends to several related kinetic systems.
We establish the exponential time decay rate of smooth solutions of small amplitude to the Vlasov-Poisson-Fokker-Planck equations to the Maxwellian both in the whole space and in the periodic box via the uniform-in-time energy estimates and also the macroscopic equations.
Pointwise upper bound for the fundamental solution of fractional Fokker-Planck equation
本文利用Littlewood-Paley分解技术，简洁证明了分数阶Fokker-Planck方程基本解的点态上界估计。
Regularity of the spatially homogenous fractional Kramers-Fokker-Planck equation
研究空间齐次分数阶Kramers-Fokker-Planck方程的Cauchy问题，证明解在L2初值下具有Gevrey正则性和衰减估计。
Nonlinear Fokker-Planck equations with singular integral drifts and McKean-Vlasov SDEs
本文证明了Sobolev空间H^{-1}中具有奇异漂移的非线性Fokker-Planck方程的适定性，并给出了其在McKean-Vlasov方程强解存在性中的应用。
Analytic Gelfand-Shilov smoothing effect of fractional Kramers-Fokker-Planck equation
研究分数阶Kramers-Fokker-Planck方程柯西问题，证明解在正时间具有解析Gelfand-Shilov正则化效应。
Analytic smoothing effect of Cauchy problem for a class of Kolmogorov-Fokker-Planck equations
本文研究一类Kolmogorov-Fokker-Planck方程的Cauchy问题，证明了在正时间内，L2初值对应的解具有解析光滑效应。
The present article is concerned with global subelliptic estimates for Kramers-Fokker-Planck operators with polynomials of degree less than or equal to two. The constants appearing in those estimates are accurately formulated in terms of the coefficients, especially when those are large.
By using the probability approach (the Malliavin calculus), we prove the existence of smooth fundamental solutions for degenerate kinetic Fokker-Planck equation with anisotropic nonlocal dissipativity, where the dissipative term is the generator of an anisotropic Lévy process and the drift term is allowed to be cubic growth.
We consider the kinetic Fokker-Planck equation with weak confinement force. We proved some (polynomial and sub-exponential) rate of convergence to the equilibrium (depending on the space to which the initial datum belongs). Our results generalized the result in [4, 5, 21, 11, 10, 9, 1, 14] to weak confinement case.
In this paper, we investigate the spectral analysis (from the point of view of semi-groups) of discrete, fractional and classical Fokker-Planck equations. Discrete and fractional Fokker-Planck equations converge in some sense to the classical one. As a consequence, we first deal with discrete and classical Fokker-Planck equations in a same framework, proving uniform spectral estimates using a perturbation argument and an enlargement argument. Then, we do a similar analysis for fractional and classical Fokker-Planck equations using an argument of enlargement of the space in which the semigroup …
We consider a Fokker-Planck operator with electric potential and electromagnetic fields. We establish the sharp weighted and subelliptic estimates, involving the control of the derivatives of electric potential and electromagnetic fields. Our proof relies on a localization argument as well as a careful calculation on commutators.
Regularity of kinetic Fokker-Planck equations in bounded domains
本研究针对有界区域中带流入、漫反射、镜面反射等边界条件且系数有界可测的动理学Fokker-Planck方程，证明了解的存在性、唯一性及正则性。
Noise or fluctuations play an important role in the modeling and understanding of the behavior of various complex systems in nature. Fokker-Planck equations are powerful mathematical tool to study behavior of such systems subjected to fluctuations. In this paper we establish local well-posedness result of a new nonlinear Fokker-Planck equation. Such equations appear in the modeling of the grain boundary dynamics during microstructure evolution in the polycrystalline materials and obey special energy laws.
This article is concerned with maximal accretive realizations of geometric Kramers-Fokker-Planck operators on manifolds with boundaries. A general class of boundary conditions is introduced which ensures the maximal accretivity and some global subelliptic estimates. Those estimates imply nice spectral properties as well as exponential decay properties for the associated semigroup. Admissible boundary conditions cover a wide range of applications for the usual scalar Kramer-Fokker-Planck equation or Bismut's hypoelliptic Laplacian.
Solutions of stationary Fokker-Planck equations in the narrow beam regime are commonly approximated by either ballistic linear transport or by a Fermi pencil-beam equation. We present a rigorous approximation analysis of these three models in a half-space geometry. Error estimates are obtained in a 1-Wasserstein sense, which is an adapted metric to quantify beam spreading. The required well-posedness and regularity results for the stationary Fokker-Planck equation with singular internal and boundary sources are also presented in detail.
In this article we study some Kramers-Fokker-Planck operators with a polynomial potential $V(q)$ of degree greater than two having quadratic limiting behavior. This work provides an accurate global subelliptic estimate for KFP operators under some conditions imposed on the potential.
In this work, we prove an optimal global-in-time L p --L q estimate for solutions to the Kramers-Fokker-Planck equation with short range potential in dimension three. Our result shows that the decay rate as t $\rightarrow$ +$\infty$ is the same as the heat equation in x-variables and the divergence rate as t $\rightarrow$ 0 + is related to the sub-ellipticity with loss of 1/3 derivatives of the Kramers-Fokker-Planck operator.
We consider the modeling of light beams propagating in highly forward-peaked turbulent media by fractional Fokker-Planck equations and their approximations by fractional Fermi pencil-beam models. We obtain an error estimate in a 1-Wasserstein distance for the latter model showing that beam spreading is well captured by the Fermi pencil-beam approximation in the small diffusion limit.
This paper is concerned with finding Fokker-Planck equations in $\mathbb{R}^d$ with the fastest exponential decay towards a given equilibrium. For a prescribed, anisotropic Gaussian we determine a non-symmetric Fokker-Planck equation with linear drift that shows the highest exponential decay rate for the convergence of its solutions towards equilibrium. At the same time it has to allow for a decay estimate with a multiplicative constant arbitrarily close to its infimum. Such an optimal Fokker-Planck equation is constructed explicitly with a diffusion matrix of rank one, hence being hypocoerciv…
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.
We study the initial-boundary value problem for the Fokker-Planck equation in an interval with absorbing boundary conditions. We develop a theory of well-posedness of classical solutions for the problem. We also prove that the resulting solutions decay exponentially for long times. To prove these results we obtain several crucial estimates, which include hypoellipticity away from the singular set for the Fokker-Planck equation with absorbing boundary conditions, as well as the Holder continuity of the solutions up to the singular set.
Sharp Decay of the Fisher Information for Degenerate Fokker-Planck Equations
本文研究退化福克-普朗克方程在二次菲舍尔信息下的精确收敛率，通过与有限维ODE相关联的传播算子范数来确定该速率。
Fitting parameters of a Fokker-Planck-like equation with constraint
本文研究带积分约束的Fokker-Planck型方程的参数拟合，给出解存在唯一性的准则与反例，并受肿瘤生长免疫控制应用启发。
We consider the linear Fokker-Planck equation in a confining potential in space dimension $d \geq 3$. Using spectral methods, we prove bounds on the derivatives of the solution for short and long time, and give some applications.
We prove the exponential convergence to the equilibrium, quantified by Rényi 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.
Short-time parametrix for the Fokker--Planck semigroup and applications
研究在欧几里得空间构造福克 - 普朗克半群的短时近似解，通过引入次扇形算子，得到半群多种性质及相关估计，如平滑局部化、极分解、预解式构造、伪谱估计和特征值渐近性估计等。
We obtain local Holder continuity estimates up to the boundary for a kinetic Fokker-Planck equation with rough coefficients, with the prescribed influx boundary condition. Our result extends some recent developments that incorporate De Giorgi methods to kinetic Fokker-Planck equations. We also obtain higher order asymptotic estimates near the incoming part of the boundary. In particular, when the equation has a zero boundary conditions and no source term, we prove that the solution vanishes at infinite order on the incoming part of the boundary.
This paper is devoted to the rigorous derivation of the macroscopic limit of a Vlasov-Fokker-Planck equation in which the Laplacian is replaced by a fractional Laplacian. The evolution of the density is governed by a fractional heat equation with the addition of a convective term coming from the external force. The analysis is performed by a modified test function method and by obtaining a priori estimates from quadratic entropy bounds. In addition, we give the proof of existence and uniqueness of solutions to the Vlasov-fractional-Fokker-Planck equation.
In this paper we give an affirmative answer to an open question mentioned in [Le Bris and Lions, Comm. Partial Differential Equations 33 (2008), 1272--1317], that is, we prove the well-posedness of the Fokker-Planck type equations with Sobolev diffusion coefficients and BV drift coefficients.
Long-time behavior of free energy in the nonlinear Fokker-Planck equation
研究非线性福克-普朗克方程中自由能的长期行为，通过引入空间非均匀性与熵耗散方法，分析大扩散系数下的渐近特性。
This paper is devoted to the construction of an \emph{eigen-solution} for the Fokker-Planck operator with heavy tail equilibrium. We propose an \textit{alternative} method in dimension 1, which will be generalizable in higher dimension. The later method is inspired by the work of H. Koch on non-linear KdV equation \cite{Koch}. As a consequence of this construction, we recover the result of G. Lebeau and M. Puel \cite{LebPu} on the fractional diffusion limit for the Fokker-Planck equation.
We show that solutions of the 2D Fokker-Planck equation for bosons are defined globally in time and converge to equilibrium, and this convergence is shown to be exponential for radially symmetric solutions. The main observation is that a variant of the Hopf-Cole transformation relates the 2D equation in radial coordinates to the usual linear Fokker-Planck equation. Hence, radially symmetric solutions can be computed analytically, and our results for general (non radially symmetric) solutions follow from comparison and entropy arguments. In order to show convergence to equilibrium we also prove…
We consider the compressible Vlasov-Poisson-Fokker-Planck-Navier-Stokes system in a three dimensional bounded domain with nonhomogeneous Dirichlet boundary conditions. The system describes the evolution of charged particles ensemble dispersed in an isentropic fluid. For the adiabatic coefficient $γ>3/2$, we establish the global existence of weak solutions to this system with arbitrary large initial and boundary data.
Gradient estimates for nonlinear kinetic Fokker-Planck equations
本研究针对一大类非线性动力学福克-普朗克方程，借鉴非线性位势理论建立数据的精确逐点估计，在临界数据假设下得到精细梯度正则性结果，且该估计在无外力项及散度形式线性方程中也具创新性。
This paper is devoted to the linearized Vlasov-Poisson-Fokker-Planck system in presence of an external potential of confinement. We investigate the large time behaviour of the solutions using hypocoercivity methods and a notion of scalar product adapted to the presence of a Poisson coupling. Our framework provides estimates which are uniform in the diffusion limit. As an application in a simple case, we study the one-dimensional case and prove the exponential convergence of the nonlinear Vlasov-Poisson-Fokker-Planck system without any small mass assumption.
Boundedness estimates for nonlinear nonlocal kinetic Kolmogorov-Fokker-Planck equations
本文针对非线性非局部动力学Kolmogorov-Fokker-Planck方程，证明了弱下解的插值型先验有界性估计，并用尾项刻画扩散的非局部贡献。
We present global Schauder type estimates in all variables and unique solvability results in kinetic Hölder spaces for kinetic Kolmogorov-Fokker-Planck (KFP) equations. The leading coefficients are Hölder continuous in the $x, v$ variables and are merely measurable in the temporal variable. Our proof is inspired by Campanato's approach to Schauder estimates and does not rely on the estimates of the fundamental solution of the KFP operator.
In the present paper, we study the diffusion limit of the classical solution to the Vlasov-Poisson-Fokker-Planck (VPFP) system with initial data near a global Maxwellian. We prove the convergence and establish the optimal convergence rate of the global strong solution to the VPFP system towards the solution to the drift-diffusion-Poisson system based on the spectral analysis with precise estimation on the initial layer.
We provide a quantitative asymptotic analysis for the nonlinear Vlasov--Poisson--Fokker--Planck system with a large linear friction force and high force-fields. The limiting system is a diffusive model with nonlocal velocity fields often referred to as aggregation-diffusion equations. We show that a weak solution to the Vlasov--Poisson--Fokker--Planck system strongly converges to a strong solution to the diffusive model. Our proof relies on the modulated macroscopic kinetic energy estimate based on the weak-strong uniqueness principle together with a careful analysis of the Poisson equation.
In this paper we study the spectral property of a Fokker-Planck operator with potential. By virtue of a multiplier method inspired by Nicolas Lerner, we obtain new compactness criteria for its resolvent, involving the control of the positive eigenvalues of the Hessian matrix of the potential.
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