Convergence to equilibrium for Fokker-Planck equation with a general force field

Abstract : The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may not derive from a potential. The proof is based on an adequate splitting L = B+A of the Fokker-Planck operator L and the use of Krein-Rutmann theory.
Liste complète des métadonnées

Cited literature [11 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-01289188
Contributor : Mamadou Ndao <>
Submitted on : Friday, April 1, 2016 - 11:36:40 AM
Last modification on : Thursday, February 7, 2019 - 2:22:57 PM
Document(s) archivé(s) le : Sunday, July 3, 2016 - 12:26:04 PM

Files

convergence to equilibrium for...
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01289188, version 2

Citation

Mamadou Ndao. Convergence to equilibrium for Fokker-Planck equation with a general force field. 2016. ⟨hal-01289188v2⟩

Share

Metrics

Record views

228

Files downloads

114