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The Vlasov-Fokker-Planck equation in non-convex landscapes: convergence to equilibrium
- Source :
- Electronic Communications in Probability, Electronic Communications in Probability, Institute of Mathematical Statistics (IMS), 2018, 23, ⟨10.1214/18-ECP116⟩, Electron. Commun. Probab.
- Publication Year :
- 2018
- Publisher :
- Institute of Mathematical Statistics, 2018.
-
Abstract
- In this paper, we study the long-time behaviour of solutions to the Vlasov-Fokker-Planck equation where the confining potential is non-convex. This is a nonlocal nonlinear partial differential equation describing the time evolution of the probability distribution of a particle moving under the influence of a non-convex potential, an interaction potential, a friction force and a stochastic force. Using the free-energy approach, we show that under suitable assumptions solutions of the Vlasov-Fokker-Planck equation converge to an invariant probability.
- Subjects :
- Statistics and Probability
Statistics & Probability
FOS: Physical sciences
Nonlinear partial differential equation
kinetic equation
Vlasov-Fokker-Planck equation
01 natural sciences
free-energy
010104 statistics & probability
Mathematics - Analysis of PDEs
Convergence (routing)
FOS: Mathematics
Statistical physics
FIELD
0101 mathematics
Invariant (mathematics)
SELF-STABILIZING PROCESSES
Mathematical Physics
ComputingMilieux_MISCELLANEOUS
60J60
Mathematics
GRANULAR MEDIA
Science & Technology
Stochastic process
35B40
asymptotic behaviour
0104 Statistics
Probability (math.PR)
010102 general mathematics
Time evolution
Regular polygon
Mathematical Physics (math-ph)
MODEL
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
granular media equation
35K55
Physical Sciences
Probability distribution
stochastic processes
Fokker–Planck equation
60H10
MULTI-WELLS LANDSCAPE
Statistics, Probability and Uncertainty
60G10
BEHAVIOR
Mathematics - Probability
Analysis of PDEs (math.AP)
Subjects
Details
- ISSN :
- 1083589X
- Volume :
- 23
- Database :
- OpenAIRE
- Journal :
- Electronic Communications in Probability
- Accession number :
- edsair.doi.dedup.....1945f9d5681e11b71955d1d6eb84cede
- Full Text :
- https://doi.org/10.1214/18-ecp116