The kinetic Fokker-Planck equation with mean field interaction
نویسندگان
چکیده
We study the long time behavior of kinetic Fokker-Planck equation with mean field interaction, whose limit is often called Vlasov-Fokker-Planck equation. prove a uniform (in number particles) exponential convergence to equilibrium for solutions in weighted Sobolev space H1(?) rate which explicitly computable and independent particles. The originality proof relies on functional inequalities hypocoercivity Lyapunov type conditions, usually not suitable provide adimensional results. Nous étudions le comportement en temps de l'équation cinétique avec une interaction champ moyen, dont la limite est généralement dénommée équation Vlasov-Fokker-Planck. démontrons ici exponentielle, uniforme nombre particules, vers mesure d'équilibre dans un espace à poids, taux explicite. L'originalité preuve repose sur l'interaction entre des inégalités fonctionnelles, méthode d'hypocoercivité et conditions Lyapunov, pourtant usuellement peu adaptées l'obtention résultats uniformes dimension.
منابع مشابه
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...
متن کاملThe Fokker-Planck Equation
Stochastic differential equations (SDE) are used to model many situations including population dynamics, protein kinetics, turbulence, finance, and engineering [5, 6, 1]. Knowing the solution of the SDE in question leads to interesting analysis of the trajectories. Most SDE are unsolvable analytically and other methods must be used to analyze properties of the stochastic process. From the SDE, ...
متن کاملFokker-Planck Equation
The Langevin equation approach to the evolution of the velocity distribution for the Brownian particle might leave you uncomfortable. A more formal treatment of this type of problem is given by the Fokker-Planck equation. We can either formulate the question in terms of the evolution of a nonstationary probability distribution from a defined initial condition, or in terms of the evolution of th...
متن کاملGeneral properties of nonlinear mean field Fokker-Planck equations
Recently, several authors have tried to extend the usual concepts of thermodynamics and kinetic theory in order to deal with distributions that can be non-Boltzmannian. For dissipative systems described by the canonical ensemble, this leads to the notion of nonlinear Fokker-Planck equation (T.D. Frank, Non Linear Fokker-Planck Equations, Springer, Berlin, 2005). In this paper, we review general...
متن کاملFokker–Planck equation with fractional coordinate derivatives
Using the generalized Kolmogorov-Feller equation with long-range interaction, we obtain kinetic equations with fractional derivatives with respect to coordinates. The method of successive approximations with the averaging with respect to fast variable is used. The main assumption is that the correlator of probability densities of particles to make a step has a power-law dependence. As a result,...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal de Mathématiques Pures et Appliquées
سال: 2021
ISSN: ['0021-7824', '1776-3371']
DOI: https://doi.org/10.1016/j.matpur.2021.04.001