A lattice Boltzmann model for the Fokker-Planck equation

In this paper, a lattice Boltzmann model is presented for solving one and two-dimensional Fokker-Planck equations with variable coefficients. In particular, it is efficient to simulate one-dimensional stochastic processes governed by the Fokker-Planck equation. Numerical results agree well with the exact solutions, which indicates that the proposed model is suitable for solving the Fokker-Planck equation.     

GLOBAL CLASSICAL SOLUTIONS FOR QUANTUM KINETIC FOKKER-PLANCK EQUATIONS

We consider a class of nonlinear kinetic Fokker-Planck equations modeling quantum particles which obey the Bose-Einstein and Fermi-Dirac statistics, respectively. We establish the existence and convergence rate to the steady state of global classical solution to such kind of equations around the steady state.     

Gevrey hypoellipticity for linear and non-linear Fokker-Planck equations

This paper studies the Gevrey regularity of weak solutions of a class of linear and semi-linear Fokker-Planck equations.     

An analysis of phase noise and Fokker-Planck equations

A local moving orthonormal transformation has been introduced to rigorously study phase noise in stochastic differential equations (SDEs) arising from nonlinear oscillators. A general theory of phase and amplitude noise equations and its corresponding Fokker-Planck equations are derived to characterize the dynamics of phase and amplitude error. As an example, a van der Pol oscillator is considered by using the general theory.     

Distribution dependent SDEs for Landau type equations

The distribution dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated with a DDSDE solves a nonlinear PDE. Due to the distribution dependence, some standard techniques developed for SDEs do not apply. By iterating in distributions, a strong solution is constructed using SDEs with control. By proving the uniqueness, the distribution of solutions is identified with a nonlinear semigroup $P_t^1$ on the space of probability measures. The exponential contraction as well as Harnack inequalities and applications are investigated for the nonlinear semigroup $P_t^1$ using coupling by change of measures. The main results are illustrated by homogeneous Landau equations.     

On the periodic Wigner-Poisson-Fokker-Planck system

This paper is concerned with the existence and uniqueness analysis of global classical solutions of a diffusive quantum evolution equation with nonlinear coupling to the Poisson equation. The main technical difficulty in the existence proof is to show that the quantum Fokker-Planck term is a semigroup-generator in a weighted L²-space. The potential term is then a Lipschitz perturbation of it.     

Numerical analysis and applications of Fokker-Planck equations for stochastic dynamical systems with multiplicative α-stable noises

In this paper, we study the nonlocal Fokker-Planck equations (FPEs) associated with Lévy-driven scalar stochastic dynamical systems. We first derive the Fokker-Planck equation for the case of multiplicative symmetric α-stable noises, by the adjoint operator method. Then we construct a finite difference scheme to simulate the nonlocal FPE on either bounded or infinite domain. It is shown that the semi-discrete scheme satisfies the discrete maximum principle and converges. Some experiments are conducted to validate the numerical method. Finally, we extend the results to the asymmetric case and present an application to the nonlinear filtering problem.     

Stationary Solutions of Fokker-Planck Equations with Nonlinear Reaction Terms in Bounded Domains

Using an operator approach, we discuss stationary solutions to Fokker-Planck equations and systems with nonlinear reaction terms. The existence of solutions is obtained by using Banach, Schauder and Schaefer fixed point theorems, and for systems by means of Perov’s fixed point theorem. Using the Ekeland variational principle, it is proved that the unique solution of the problem minimizes the energy functional, and in case of a system that it is the Nash equilibrium of the energy functionals associated to the component equations.

     

Gauge-invariant description of several (2+1)-dimensional integrable nonlinear evolution equations

We obtain new gauge-invariant forms of two-dimensional integrable systems of nonlinear equations: the Sawada-Kotera and Kaup-Kuperschmidt system, the generalized system of dispersive long waves, and the Nizhnik-Veselov-Novikov system. We show how these forms imply both new and well-known twodimensional integrable nonlinear equations: the Sawada-Kotera equation, Kaup-Kuperschmidt equation, dispersive long-wave system, Nizhnik-Veselov-Novikov equation, and modified Nizhnik-Veselov-Novikov equation. We consider Miura-type transformations between nonlinear equations in different gauges. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 160, No. 1, pp. 35–48, July, 2009.     

Methods of judging shape of solitary wave and solution formulae for some evolution equations with nonlinear terms of high order

In this paper, we present several methods of judging shape of the solitary wave and solution formulae for some nonlinear evolution equations by means of Lienard equations. Then, using the judgement methods and solution formulae, we obtain solutions of the solitary wave for some of important nonlinear evolution equations, which include generalized modified Boussinesq, generalized nonlinear wave, generalized Fisher, generalized Klein-Gordon and generalized Zakharov equations. Some new solitary-wave solutions are found for the equations.     

Exponential Convergence to Equilibrium for Kinetic Fokker-Planck Equations

A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the rate of convergence to equilibrium is studied within the formalism of differential calculus on Riemannian manifolds. Under explicit geometric assumptions on the velocity field, the energy function and the diffusion matrix, it is shown that global regular solutions converge in time to equilibrium with exponential rate. The result is proved by estimating the time derivative of a modified entropy functional, as recently proposed by Villani. For spatially homogeneous solutions the assumptions of the main theorem reduce to the curvature bound condition for the validity of logarithmic Sobolev inequalities discovered by Bakry and Emery. The result applies to the relativistic Fokker-Planck equation in the low temperature regime, for which exponential trend to equilibrium was previously unknown.     

Ultra-analytic effect of Cauchy problem for a class of kinetic equations

The smoothing effect of the Cauchy problem for a class of kinetic equations is studied. We firstly consider the spatially homogeneous nonlinear Landau equation with Maxwellian molecules and inhomogeneous linear Fokker-Planck equation to show the ultra-analytic effects of the Cauchy problem. Those smoothing effect results are optimal and similar to heat equation. In the second part, we study a model of spatially inhomogeneous linear Landau equation with Maxwellian molecules, and show the analytic effect of the Cauchy problem.     

Quasi-invariance of Lebesgue measure under the homeomorphic flow generated by SDE with non-Lipschitz coefficient

We consider the stochastic flow generated by Stratonovich stochastic differential equations with non-Lipschitz drift coefficients. Based on the author's previous works, we show that if the generalized divergence of the drift is bounded, then the Lebesgue measure on Rd is quasi-invariant under the action of the stochastic flow, and the explicit expression of the Radon-Nikodym derivative is also presented. Finally we show in a special case that the unique solution of the corresponding Fokker-Planck equation is given by the density of the stochastic flow.     

Local Discontinuous Galerkin Methods for Three Classes of Nonlinear Wave Equations

In this paper, we further develop the local discontinuous Galerkin method to solve three classes of nonlinear wave equations formulated by the general KdV-Burgers type equations, the general fifth-order KdV type equations and the fully nonlinear K(n, n, n) equations, and prove their stability for these general classes of nonlinear equations. The schemes we present extend the previous work of Yan and Shu [30, 31] and of Levy, Shu and Yan [24] on local discontinuous Galerkin method solving partial differential equations with higher spatial derivatives. Numerical examples for nonlinear problems are shown to illustrate the accuracy and capability of the methods. The numerical experiments include stationary solitons, soliton interactions and oscillatory solitary wave solutions.The numerical experiments also include the compacton solutions of a generalized fifthorder KdV equation in which the highest order derivative term is nonlinear and the fully nonlinear K (n, n, n) equations.     

Geometric inequalities via a general comparison principle for interacting gases

The article builds on several recent advances in the Monge- Kantorovich theory of mass transport which have, among other things, led to new and quite natural proofs for a wide range of geometric inequalities such as the ones formulated by Brunn-Minkowski, Sobolev, Gagliardo- Nirenberg, Beckner, Gross, Talagrand, Otto-Villani and their extensions by many others. While this paper continues in this spirit, we however propose here a basic framework to which all of these inequalities belong, and a general unifying principle from which many of them follow. This basic inequality relates the relative total energy - internal, potential and interactive - of two arbitrary probability densities, their Wasserstein distance, their barycentres and their entropy production functional. The framework is remarkably encompassing as it implies many old geometric - Gaussian and Euclidean - inequalities as well as new ones, while allowing a direct and unified way for computing best constants and extremals. As expected, such inequalities also lead to exponential rates of convergence to equilibria for solutions of Fokker-Planck and McKean-Vlasov type equations. The principle also leads to a remarkable correspondence between ground state solutions of certain quasilinear - or semilinear - equations and stationary solutions of nonlinear Fokker-Planck type equations.     

Uniqueness of Fokker-Planck equations for spin lattice systems(Ⅱ): Non-compact case

We study the existence and uniqueness of solutions for a class of infinite-dimensional Fokker-Planck equations on the spin lattice systems M Z d,where the spin space M is a non-compact Riemannian manifold.The method is based on the Stroock-Varadhan’s martingale approach,some compactness results of the general theory developed by Ethier-Kurtz,and some a priori gradient estimates.     

几种广义非线性发展方程的新解

本文研究了构造了广义Kd V方程和广义KP-Burgers方程等几种广义非线性发展方程的新解的问题.利用三种辅助方程及其新解,获得了广义Kd V方程和广义KP-Burgers方程等几种广义非线性发展方程的新解.这些解由双曲余割函数、双曲正切函数、双曲正割函数、双曲余切函数和余割函数组成.     

Generalization of the simplest equation method for nonlinear non-autonomous differential equations

It is known that the simplest equation method is applied for finding exact solutions of autonomous nonlinear differential equations. In this paper we extend this method for finding exact solutions of non-autonomous nonlinear differential equations (DEs). We applied the generalized approach to look for exact special solutions of three Painlevé equations. As ODE of lower order than Painlevé equations the Riccati equation is taken. The obtained exact special solutions are expressed in terms of the special functions defined by linear ODEs of the second order.     

高阶非线性差分方程的导数收敛及其应用

首先研究高阶线性差分方程的整体收敛性，并证明了高阶非线性差分方程各阶导数的整体收敛；进而得到了关于高阶非线性差分方程整体收敛的一个定理，最后利用这个定理部分解决了Ladas提出的一个猜测。     

一类非线性色散型发展方程反问题的整体解

将一类非线性色散型发展方程反问题转化为抽象空间非线性发展方程Cauchy问题。利用半群方法和赋等价范数技巧,建立了该类抽象发展方程整体解的存在唯一性定理,并应用于所论反问题,得到了该类非线性色散型发展方程反问题整体解的存在唯一性定理,本质地改进了袁忠信得出的解的局部存在唯一性结果。