KMS Of Academy of mathematics and systems sciences, CAS
Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations | |
Barbu, Viorel1; Roeckner, Michael2,3 | |
2021-04-01 | |
Source Publication | JOURNAL OF FUNCTIONAL ANALYSIS |
ISSN | 0022-1236 |
Volume | 280Issue:7Pages:35 |
Abstract | One proves the existence and uniqueness of a generalized (mild) solution for the nonlinear Fokker-Planck equation (FPE) u(t) - Delta(beta(u)) + div(D(x)b(u)u) = 0, t >= 0, x is an element of R-d, d not equal 2, u(0, .) = u(0), in R-d, where u(0) is an element of L-1 (R-d ), beta is an element of C-2 (R) is a nondecreasing function, b is an element of C-1, bounded, b >= 0, D is an element of L-infinity (R-d; R-d) with div D is an element of (L-2+L infinity)(R-d), and (div D)(-) is an element of L-infinity (R-d), beta strictly increasing, if b is not constant. Moreover, t -> u(t, u(0)) is a semigroup of contractions in L-1 (R-d), which leaves invariant the set of probability density functions in R-d. If div D >= 0, beta'(r) >= a vertical bar r vertical bar(alpha-)(1) and vertical bar beta(r)vertical bar <= Cr-alpha, alpha >= 1, d >= 3, then vertical bar u(t)vertical bar L-infinity <= Ct(-d/d+(alpha-1)d) vertical bar u(0)vertical bar(2/2+(m-1d)), t > 0, and if D is an element of L-2 (R-d;R-d) the existence extends to initial data u(0) in the space M-b of bounded measures in R-d. As a consequence for arbitrary initial laws, we obtain weak solutions to a class of McKean-Vlasov SDEs with coefficients which have singular dependence on the time marginal laws. (C) 2021 Elsevier Inc. All rights reserved. |
Keyword | Fokker-Planck equation m-accretive Measure as initial data McKean-Vlasov stochastic differential equation |
DOI | 10.1016/j.jfa.2021.108926 |
Indexed By | SCI |
Language | 英语 |
Funding Project | DFG[CRC 1283] |
WOS Research Area | Mathematics |
WOS Subject | Mathematics |
WOS ID | WOS:000615710700020 |
Publisher | ACADEMIC PRESS INC ELSEVIER SCIENCE |
Citation statistics | |
Document Type | 期刊论文 |
Identifier | http://ir.amss.ac.cn/handle/2S8OKBNM/58207 |
Collection | 中国科学院数学与系统科学研究院 |
Corresponding Author | Barbu, Viorel |
Affiliation | 1.Romanian Acad, Octav Mayer Inst Math, Iasi, Romania 2.Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany 3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China |
Recommended Citation GB/T 7714 | Barbu, Viorel,Roeckner, Michael. Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations[J]. JOURNAL OF FUNCTIONAL ANALYSIS,2021,280(7):35. |
APA | Barbu, Viorel,&Roeckner, Michael.(2021).Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations.JOURNAL OF FUNCTIONAL ANALYSIS,280(7),35. |
MLA | Barbu, Viorel,et al."Solutions for nonlinear Fokker-Planck equations with measures as initial data and McKean-Vlasov equations".JOURNAL OF FUNCTIONAL ANALYSIS 280.7(2021):35. |
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