Long-time behavior of non-local in time Fokker-Planck equations via the entropy method

DOI10.1142/S0218202519500076zbMATH Open1411.35272arXiv1708.04572OpenAlexW2964280407WikidataQ128780922 ScholiaQ128780922MaRDI QIDQ4630573FDOQ4630573

Authors: Rico Zacher, Jukka T. Kemppainen 

Publication date: 27 March 2019

Published in: M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Abstract: We consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $toinfty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the time-fractional and ultraslow diffusion case. We also prove estimates for the rate of decay. In contrast to the classical (local) case, where the usual time derivative appears in the Fokker-Planck equation, the obtained decay rate depends on the entropy, which is related to the integrability of the initial datum. It seems that higher integrability of the initial datum leads to better decay rates and that the optimal decay rate is reached, as we show, when the initial datum belongs to a certain weighted $L^2$ space. We also show how our estimates can be adapted to the discrete-time case thereby improving known decay rates from the literature.

Full work available at URL: https://arxiv.org/abs/1708.04572

Recommendations

• Large-time behavior in non-symmetric Fokker-Planck equations
• Large time behaviour for the Fokker-Planck equation with general potential
• Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization
• Fractional Fokker-Planck equation
• On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations

zbMATH Keywords

fractional derivativeentropy methodsubdiffusiontime-discrete schemetemporal decay estimatesnon-local Fokker-Planck equation

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Integro-partial differential equations (45K05) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Integro-differential operators (47G20)

Cites Work

• Title not available (Why is that?)
• ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
• The Variational Formulation of the Fokker--Planck Equation
• The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics
• Weak Solutions of Abstract Evolutionary Integro-Differential Equations in Hilbert Spaces
• Title not available (Why is that?)
• The random walk's guide to anomalous diffusion: A fractional dynamics approach
• Boundedness of weak solutions to evolutionary partial integro-differential equations with discontinuous coefficients
• Fractional Cauchy problems on bounded domains
• Distributed order calculus and equations of ultraslow diffusion
• Title not available (Why is that?)
• SDEs driven by a time-changed Lévy process and their associated time-fractional order pseudo-differential equations
• Title not available (Why is that?)
• Representation of solutions and large-time behavior for fully nonlocal diffusion equations
• On the trend to equilibrium for the Fokker-Planck equation: an interplay between physics and functional analysis.
• Asymptotic Behavior of Solutions of Nonlinear Volterra Equations with Completely Positive Kernels
• A De Giorgi-Nash type theorem for time fractional diffusion equations
• Stochastic processes and applications. Diffusion processes, the Fokker-Planck and Langevin equations
• Analytical methods for Markov semigroups.
• Maximal regularity of type \(L_p\) for abstract parabolic Volterra equations
• Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization
• Decay estimates for time-fractional and other non-local in time subdiffusion equations in \(\mathbb R^d\)
• Optimal decay estimates for time-fractional and other nonlocal subdiffusion equations via energy methods
• Entropy production and the rate of convergence to equilibrium for the Fokker-Planck equation
• Entropy methods for diffusive partial differential equations
• Discrete versions of the Li-Yau gradient estimate

Cited In (16)

• Decay rates of convergence for Fokker-Planck equations with confining drift
• Time-fractional equations with reaction terms: fundamental solutions and asymptotics
• On the time-delayed anomalous diffusion equations with nonlocal initial conditions
• Long-Time Behavior of Nonautonomous Fokker-Planck Equations and Cooling of Granular Gases
• Time memory effect in entropy decay of Ornstein-Uhlenbeck operators
• Trends to equilibrium for a nonlocal Fokker-Planck equation
• Large-time behavior in non-symmetric Fokker-Planck equations
• On nonlocal Fokker–Planck equations with nonlinear force fields and perturbations
• Decay estimates for evolutionary equations with fractional time-diffusion
• Non-local in time telegraph equations and very slowly growing variances
• ENTROPIC METHODS FOR THE STUDY OF THE LONG TIME BEHAVIOR OF KINETIC EQUATIONS
• Mittag-Leffler stability of numerical solutions to time fractional ODEs
• Entropy decay of discretized Fokker-Planck equations. I: Temporal semidiscretization
• On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations
• On an optimal control problem of time-fractional advection-diffusion equation
• Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative

This page was built for publication: Long-time behavior of non-local in time Fokker-Planck equations via the entropy method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4630573)