Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations (Q1709853)
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English | Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations |
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Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations (English)
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15 January 2019
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This work reports investigation of the convergence of the non-linear Fokker-Plank-Kolmogorov equation, where the non-linearity is included into the drift term, to its stationary solution defined as a probability measure. The key assumption of the considered problem is that the non-linear term is a small addition to the coefficient-dependent linear one. It is realized by introducing a small multiplicative factor $\varepsilon$. Thus, the convergence of the Cauchy problem to the stationary solution is defined for sufficiently small $\varepsilon$.
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Fokker-Planck equation
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non-linear drift
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perturbation theory
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