Optimal non-symmetric Fokker-Planck equation for the convergence to a given equilibrium

Iterative methods for solving non linear Fokker-Planck equation

Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations

We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional inequality, which links the distance with its dissipation and ensures a spectral gap in Wasserstein distance. We give practical criteria for this inequality and co...

The Lévy-Fokker-Planck equation: Φ-entropies and convergence to equilibrium

In this paper, we study a Fokker-Planck equation of the form ut = I[u] + div(xu) where the operator I, which is usually the Laplacian, is replaced here with a general Lévy operator. We prove by the entropy production method the exponential decay in time of the solution to the only steady state of the associated stationnary equation.

The Lévy-Fokker-Planck equation: Phi-entropies and convergence to equilibrium

In this paper, we study a Fokker-Planck equation of the form ut = I[u] + div(xu) where the operator I, which is usually the Laplacian, is replaced here with a general Lévy operator. We prove by the entropy production method the exponential decay in time of the solution to the only steady state of the associated stationnary equation.

The Fokker-Planck equation

In 1984, H. Risken authored a book (H. Risken, The Fokker-Planck Equation: Methods of Solution, Applications, Springer-Verlag, Berlin, New York) discussing the Fokker-Planck equation for one variable, several variables, methods of solution and its applications, especially dealing with laser statistics. There has been a considerable progress on the topic as well as the topic has received greater...