Steady States of Fokker-Planck Equations: I. Existence

doi:10.1007/s10884-015-9454-x

CSpace > 数学所

	Steady States of Fokker-Planck Equations: I. Existence
	Huang, Wen 1; Ji, Min2 ; Liu, Zhenxin 4; Yi, Yingfei 3,4,5
	2015-12-01
发表期刊	JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS
ISSN	1040-7294
卷号	27 期号:3-4 页码:721-742
摘要	This is the first paper in a series concerning the study of steady states of a Fokker-Planck equation in a general domain in with drift term and diffusion term for any . In this paper, by using the level set method especially the integral identity which we introduced in Huang et al. (Ann Probab, 2015), we obtain several new existence results of steady states, including stationary solutions and measures, of the Fokker-Planck equation with non-degenerate diffusion under Lyapunov-like conditions. As applications of these results, we give some examples on the noise stabilization of an unstable equilibrium and the existence and uniqueness of steady states subject to boundary degeneracy of diffusion in a bounded domain.
关键词	Fokker-Planck equation Existence Stationary solution Stationary measure Integral identity Level set method
DOI	10.1007/s10884-015-9454-x
语种	英语
资助项目	NSFC[11225105] ; NSFC[11271151] ; NSFC Innovation Grant[10421101] ; SRF for ROCS, SEM ; Chunmiao Fund ; 985 Program from Jilin University ; NSF[DMS0708331] ; NSF[DMS1109201] ; NSERC discovery grant ; faculty development grant from University of Alberta ; Jilin University
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000366644300016
出版者	SPRINGER
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/21536
专题	数学所
通讯作者	Ji, Min
作者单位	1.Chinese Acad Sci, USTC, Wu Wen Tsun Key Lab Math, Hefei 230026, Anhui, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 3.Univ Alberta, Dept Math & Stat Sci, Edmonton, AB T6G 2G1, Canada 4.Jilin Univ, Sch Math, Changchun 130012, Peoples R China 5.Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
推荐引用方式 GB/T 7714	Huang, Wen,Ji, Min,Liu, Zhenxin,et al. Steady States of Fokker-Planck Equations: I. Existence[J]. JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS,2015,27(3-4):721-742.
APA	Huang, Wen,Ji, Min,Liu, Zhenxin,&Yi, Yingfei.(2015).Steady States of Fokker-Planck Equations: I. Existence.JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS,27(3-4),721-742.
MLA	Huang, Wen,et al."Steady States of Fokker-Planck Equations: I. Existence".JOURNAL OF DYNAMICS AND DIFFERENTIAL EQUATIONS 27.3-4(2015):721-742.