Nonlinear Fokker–Planck Equations with Time-Dependent Coefficients

DOI10.1137/21M145481XMaRDI QIDQ5887713zbMATH OpenFDO

Authors Viorel Barbu, Michael Röckner

Publication date 13 April 2023

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.12460

zbMATH Keywords

Cauchy problemFokker-Planck equationSobolev spacestochastic differential equation

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Equations involving nonlinear operators (general) (47J05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Recommendations

• Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations
• Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
• Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case
• From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
• Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients

Cites work

• Existence and uniqueness of martingale solutions for SDEs with rough or degenerate coefficients
• Fokker-Planck-Kolmogorov equations
• From nonlinear Fokker-Planck equations to solutions of distribution dependent SDE
• Generalized Fokker-Planck equations derived from generalized linear nonequilibrium thermodynamics
• Generalized solutions to nonlinear Fokker-Planck equations
• Gradient flows in metric spaces and in the space of probability measures
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Nonlinear evolution equations in Banach spaces
• Nonlinear Fokker-Planck equations. Fundamentals and applications.
• Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations
• Quasi-Linear (Stochastic) Partial Differential Equations with Time-Fractional Derivatives
• Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations
• The Fokker-Planck equation. Methods of solutions and applications.
• Uniqueness for nonlinear Fokker-Planck equations and weak uniqueness for McKean-Vlasov SDEs
• Well-posedness of multidimensional diffusion processes with weakly differentiable coefficients

Cited in

(19)

• The Fokker-Planck-Kolmogorov equation with nonlocal nonlinearity in the semiclassical approximation
• Existence and uniqueness results for time-inhomogeneous time-change equations and Fokker-Planck equations
• Solutions for nonlinear Fokker-Planck equations with measures as initial data and Mckean-Vlasov equations
• Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes
• Large-time behavior in non-symmetric Fokker-Planck equations
• Short-time propagators for nonlinear Fokker-Planck equations
• Nonlinear Fokker-Planck equations in super-diffusive and sub-diffusive regimes
• Uniqueness for nonlinear Fokker-Planck equations and for McKean-Vlasov SDEs: the degenerate case
• Nonlinear Fokker-Planck equations with time-dependent coefficients
• Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type: the time-dependent case
• Existence and uniqueness of solutions for forward and backward nonlocal Fokker-Planck equations with time-dependent coefficients
• Nonlinear Fokker-Planck equations with fractional Laplacian and McKean-Vlasov SDEs with Lévy noise
• McKean-Vlasov stochastic partial differential equations: existence, uniqueness and propagation of chaos
• On nonlinear Markov processes in the sense of McKean
• Optimal control of McKean-Vlasov equations with controlled stochasticity
• Strong solutions to McKean-Vlasov SDEs associated to a class of degenerate Fokker-Planck equations with coefficients of Nemytskii-type
• Fokker-Planck equation for a metastable time dependent potential
• Similarity solutions of the Fokker-Planck equation with time-dependent coefficients
• Nonlinear Fokker-Planck-Kolmogorov equation in the semiclassical coherent trajectory approximation

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