On a class of Fokker-Planck equations with subcritical confinement
PDEs in connection with statistical mechanics (35Q82) Fokker-Planck equations (35Q84) Inequalities; stochastic orderings (60E15) Numerical quadrature and cubature formulas (65D32) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Finite difference methods applied to problems in statistical mechanics (82M20)
Summary: We study the relaxation to equilibrium for a class of 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.
- The Fokker-Planck equation with subcritical confinement force
- scientific article; zbMATH DE number 1978551
- Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
- The kinetic Fokker-Planck equation with weak confinement force
- Convergence to equilibrium for linear Fokker-Planck equations
- A Generalization of the Gamma Distribution
- A note on an inequality involving the normal distribution
- A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
- A practical difference scheme for Fokker-Planck equations
- Call center service times are lognormal: a Fokker-Planck description
- Control of tumor growth distributions through kinetic methods
- Discretization methods for one-dimensional Fokker-Planck operators
- Entropy production and the rate of convergence to equilibrium for the Fokker-Planck equation
- Entropy-type inequalities for generalized gamma densities
- Existence and Uniqueness of Solutions to Fokker–Planck Type Equations with Irregular Coefficients
- Fokker-Planck equations in the modeling of socio-economic phenomena
- Functional inequalities for heavy tailed distributions and application to isoperimetry
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Human behavior and lognormal distribution. A kinetic description
- Interacting multiagent systems. Kinetic equations and Monte Carlo methods
- Intertwining relations for one-dimensional diffusions and application to functional inequalities
- Kinetic modeling of alcohol consumption
- Kinetic models of opinion formation
- Mathematical modeling of collective behavior in socio-economic and life sciences
- Non-Maxwellian kinetic equations modeling the dynamics of wealth distribution
- On a Fokker-Planck equation for wealth distribution
- On a kinetic model for a simple market economy
- On an inequality of Chernoff
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
- On the Chang and Cooper scheme applied to a linear Fokker-Planck equation
- On the trend to equilibrium for some dissipative systems with slowly increasing a priori bounds.
- On the trend to equilibrium for the Fokker-Planck equation: an interplay between physics and functional analysis.
- Poincaré inequalities and dimension free concentration of measure
- Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré
- Size distribution of cities: a kinetic explanation
- Social climbing and Amoroso distribution
- Spectral gap for spherically symmetric \(\log\)-concave probability measures, and beyond
- Stochastic Problems in Physics and Astronomy
- Structure preserving schemes for mean-field equations of collective behavior
- Structure preserving schemes for nonlinear Fokker-Planck equations and applications
- Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes
- Sur l'inégalité logarithmique de Sobolev
- The Fokker-Planck equation. Methods of solution and applications.
- The parabolic differential equations and the associated semigroups of transformation
- Weak Poincaré inequalities and L^2-convergence rates of Markov semigroups
- Wealth distribution in presence of debts: a Fokker-Planck description
- Weighted Poincaré-type inequalities for Cauchy and other convex measures
- Wright-Fisher-type equations for opinion formation, large time behavior and weighted logarithmic-Sobolev inequalities
- Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
- The Fokker-Planck equation with subcritical confinement force
- Entropy-type inequalities for generalized gamma densities
- Optimal non-symmetric Fokker-Planck equation for the convergence to a given equilibrium
- Uniform stability for a spatially discrete, subdiffusive Fokker-Planck equation
- Diffusion and kinetic transport with very weak confinement
- scientific article; zbMATH DE number 1978551 (Why is no real title available?)
- On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries
- Mass transport in Fokker–Planck equations with tilted periodic potential
- One-dimensional Barenblatt-type solutions and related inequalities
- Decay rates of convergence for Fokker-Planck equations with confining drift
- Trends to equilibrium for a nonlocal Fokker-Planck equation
- Short and long time behavior of the Fokker-Planck equation in a confining potential and applications
This page was built for publication: On a class of Fokker-Planck equations with subcritical confinement
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2075655)
