Uniqueness for Fokker-Planck equations with measurable coefficients and applications to the fast diffusion equation

DOI10.1214/EJP.V17-2349zbMATH Open1268.82024arXiv1111.6458MaRDI QIDQ456239FDOQ456239

Francesco Russo, Nadia Belaribi

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: 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 $partia{l}_{t}u=partia{l}_{xx}^2{u}^m$ with $min(0,1)$. Together with the mentioned Fokker-Planck equation, we make use of small time density estimates uniformly with respect to the initial condition

Full work available at URL: https://arxiv.org/abs/1111.6458

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zbMATH Keywords

Fokker-Planckfast diffusionprobabilistic representationnon-linear diffusionstochastic particle algorithm

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes (60J60) Second-order parabolic equations (35K10) Nonlinear parabolic equations (35K55) Degenerate parabolic equations (35K65) Martingales with continuous parameter (60G44) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic particle methods (65C35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Representations of solutions to partial differential equations (35C99)

Cited In (13)

• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
• Uniqueness problems for degenerate Fokker-Planck-Kolmogorov equations
• On uniqueness of solutions to the Cauchy problem for degenerate Fokker-Planck-Kolmogorov equations
• Superposition principle for non-local Fokker-Planck-Kolmogorov operators
• Correction to: ``Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
• Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
• Probabilistic and deterministic algorithms for space multidimensional irregular porous media equation
• Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
• Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case
• Uniqueness for a class of stochastic Fokker-Planck and porous media equations
• Doubly probabilistic representation for the stochastic porous media type equation
• Title not available (Why is that?)
• Swarm gradient dynamics for global optimization: the mean-field limit case

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